Asymptotic Reverse-Waterfilling Characterization of Nonanticipative Rate Distortion Function of Vector-Valued Gauss-Markov Processes with MSE Distortion

Photios A. Stavrou, Themistoklis Charalambous, Charalambos D. Charalambous, Sergey Loyka, Mikael Skoglund. Asymptotic Reverse-Waterfilling Characterization of Nonanticipative Rate Distortion Function of Vector-Valued Gauss-Markov Processes with MSE Distortion. In 57th IEEE Conference on Decision and Control, CDC 2018, Miami, FL, USA, December 17-19, 2018. pages 14-20, IEEE, 2018. [doi]

Abstract

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