SSP'05 -- Proceedings

	IEEE/SP 13th workshop on Statistical Signal Processing July, 17-20, 2005 - Bordeaux - France

Information regarding the paper

Title

Rate Distortion of Stationary and Nonstationary Vector Gaussian Sources

Author(s)

Venceslav Kafedziski

Faculty of Electrical Engineering

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Abstract

Rate distortion of certain vector Gaussian sources is addressed. To evaluate rate distortion of a stationary vector Gaussian source and a vector AR Gaussian source, limiting eigenvalue distribution of block Toeplitz matrices is used. To evaluate rate distortion of a vector AR Gaussian source with time varying coefficients, where time variation is described by a stationary, ergodic vector process, random ergodic operator theory is used. To solve this last problem, the limiting eigenvalue distribution of a sequence of matrices of increasing order describing the AR source, is shown to exist. Sufficient conditions are given for each of the three cases for which source coding theorems hold.