On the Rate Distortion Function of Certain Sources with a Proportional Mean-Square Error Distortion Measure

New bounds on the rate distortion function of certain non-Gaussian sources, with a proportional-weighted mean-square error (MSE) distortion measure, are given. The growth, g, of the rate distortion function, as a result of changing from a non-weighted MSE distortion measure to a proportional-weighted distortion criterion is analyzed. It is shown that for a small distortion, d, the growth, g, and the difference between the rate distortion functions of a Gaussian memoryless source and a source with memory, both with the same marginal statistics and MSE distortion measure, share the same lower bound. Several examples and applications are also given.Comment: Submitted to the IEEE Transactions on Information Theor