99,529 research outputs found
Distortion-Rate Function of Sub-Nyquist Sampled Gaussian Sources
The amount of information lost in sub-Nyquist sampling of a continuous-time
Gaussian stationary process is quantified. We consider a combined source coding
and sub-Nyquist reconstruction problem in which the input to the encoder is a
noisy sub-Nyquist sampled version of the analog source. We first derive an
expression for the mean squared error in the reconstruction of the process from
a noisy and information rate-limited version of its samples. This expression is
a function of the sampling frequency and the average number of bits describing
each sample. It is given as the sum of two terms: Minimum mean square error in
estimating the source from its noisy but otherwise fully observed sub-Nyquist
samples, and a second term obtained by reverse waterfilling over an average of
spectral densities associated with the polyphase components of the source. We
extend this result to multi-branch uniform sampling, where the samples are
available through a set of parallel channels with a uniform sampler and a
pre-sampling filter in each branch. Further optimization to reduce distortion
is then performed over the pre-sampling filters, and an optimal set of
pre-sampling filters associated with the statistics of the input signal and the
sampling frequency is found. This results in an expression for the minimal
possible distortion achievable under any analog to digital conversion scheme
involving uniform sampling and linear filtering. These results thus unify the
Shannon-Whittaker-Kotelnikov sampling theorem and Shannon rate-distortion
theory for Gaussian sources.Comment: Accepted for publication at the IEEE transactions on information
theor
Rate-distortion trade-offs in acquisition of signal parameters
We consider problems where one wishes to represent a parameter associated with a signal source - subject to a certain rate and distortion - based on the observation of a number of realizations of the source signal. By reducing these indirect vector quantization problems to a standard vector quantization one, we provide a bound to the fundamental interplay between the rate and distortion in the large-rate setting. We specialize this characterization to two particular quantization scenarios: i) the representation of the mean of a multivariate Gaussian source; and ii) the representation of the eigen-spectrum of a multivariate Gaussian source. Numerical results compare our quantization approach to an approach where one recovers the parameters from the representation of the source signals itself: in addition to revealing that the characterization is sharp in the large-rate setting, the results also show that our approach offers considerable gains
- …