1Nonanticipative Rate Distortion Function and Relations to Filtering Theory
Charalambos D. Charalambous, Photios A. Stavrou, Student Member, N. U. Ahmed · 2016
The relation between nonanticipative Rate Distortion Function (RDF) and filtering theory is dis-cussed on abstract spaces. The relation is established by imposing a realizability constraint on the reconstruction conditional distribution of the classical RDF. Existence of the extremum solution of the nonanticipative RDF is shown using weak∗-convergence on appropriate topology. The extremum reconstruction conditional distribution is derived in closed form, for the case of stationary processes. The realization of the reconstruction conditional distribution which achieves the infimum of the nonan-ticipative RDF is described. Finally, an example is presented to illustrate the concepts.