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This paper focuses on the structural properties of test channels, of Wyners operational information rate distortion function (RDF), $overline{R}(Delta_X)$, of a tuple of multivariate correlated, jointly independent and identically distributed Gaussian random variables (RVs), ${X_t, Y_t}_{t=1}^infty$, $X_t: Omega rightarrow {mathbb R}^{n_x}$, $Y_t: Omega rightarrow {mathbb R}^{n_y}$, with average mean-square error at the decoder, $frac{1}{n} {bf E}sum_{t=1}^n||X_t - widehat{X}_t||^2leq Delta_X$, when ${Y_t}_{t=1}^infty$ is the side information available to the decoder only. We construct optimal test channel realizations, which achieve the informational RDF, $overline{R}(Delta_X) triangleqinf_{{cal M}(Delta_X)} I(X;Z|Y)$, where ${cal M}(Delta_X)$ is the set of auxiliary RVs $Z$ such that, ${bf P}_{Z|X,Y}={bf P}_{Z|X}$, $widehat{X}=f(Y,Z)$, and ${bf E}{||X-widehat{X}||^2}leq Delta_X$. We show the fundamental structural properties: (1) Optimal test channel realizations that achieve the RDF, $overline{R}(Delta_X)$, satisfy conditional independence, $ {bf P}_{X|widehat{X}, Y, Z}={bf P}_{X|widehat{X},Y}={bf P}_{X|widehat{X}}, hspace{.2in} {bf E}Big{XBig|widehat{X}, Y, ZBig}={bf E}Big{XBig|widehat{X}Big}=widehat{X} $ and (2) similarly for the conditional RDF, ${R}_{X|Y}(Delta_X) triangleq inf_{{bf P}_{widehat{X}|X,Y}:{bf E}{||X-widehat{X}||^2} leq Delta_X} I(X; widehat{X}|Y)$, when ${Y_t}_{t=1}^infty$ is available to both the encoder and decoder, and the equality $overline{R}(Delta_X)={R}_{X|Y}(Delta_X)$.
In this paper, we analyze the operational information rate distortion function (RDF) ${R}_{S;Z|Y}(Delta_X)$, introduced by Draper and Wornell, for a triple of jointly independent and identically distributed, multivariate Gaussian random variables (RV
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