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Achieving the Gaussian Rate-Distortion Function by Prediction

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 Added by Yuval Kochman
 Publication date 2008
and research's language is English




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The water-filling solution for the quadratic rate-distortion function of a stationary Gaussian source is given in terms of its power spectrum. This formula naturally lends itself to a frequency domain test-channel realization. We provide an alternative time-domain realization for the rate-distortion function, based on linear prediction. This solution has some interesting implications, including the optimality at all distortion levels of pre/post filtered vector-quantized differential pulse code modulation (DPCM), and a duality relationship with decision-feedback equalization (DFE) for inter-symbol interference (ISI) channels.



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The objective of this paper is to further investigate various applications of information Nonanticipative Rate Distortion Function (NRDF) by discussing two working examples, the Binary Symmetric Markov Source with parameter $p$ (BSMS($p$)) with Hamming distance distortion, and the multidimensional partially observed Gaussian-Markov source. For the BSMS($p$), we give the solution to the NRDF, and we use it to compute the Rate Loss (RL) of causal codes with respect to noncausal codes. For the multidimensional Gaussian-Markov source, we give the solution to the NRDF, we show its operational meaning via joint source-channel matching over a vector of parallel Gaussian channels, and we compute the RL of causal and zero-delay codes with respect to noncausal codes.
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