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Distortion rate function of sub-Nyquist sampled Gaussian sources corrupted by noise

机译:次奈奎斯特采样高斯源的失真率函数受到噪声破坏

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The amount of information lost in sub-Nyquist uniform sampling of a continuous-time Gaussian stationary process is quantified. We first derive an expression for the mean square error in reconstruction of the process for a given sampling structure as a function of the sampling frequency and the average number of bits describing each sample. We define this function as the distortion-rate-frequency function. It is obtained by reverse water-filling over spectral density associated with the minimum variance reconstruction of an undersampled Gaussian process, plus the error in this reconstruction. Further optimization is then performed over the sampling structure, and an optimal pre-sampling filter associated with the statistic of the input signal and the sampling frequency is found. This results in an expression for the minimal possible distortion achievable under any uniform sampling scheme. This expression is calculated for several examples to illustrate the fundamental tradeoff between rate distortion and sampling frequency derived in this work that lies at the intersection of information theory and signal processing.
机译:量化连续时间高斯平稳过程的亚奈奎斯特均匀采样中丢失的信息量。我们首先针对给定的采样结构,根据采样频率和描述每个采样的平均位数,得出一个均方误差的表达式。我们将此函数定义为失真率频率函数。它是通过对与欠采样高斯过程的最小方差重建相关的频谱密度进行反向注水获得的,再加上此重建过程中的误差。然后对采样结构进行进一步的优化,找到与输入信号和采样频率的统计信息相关的最佳预采样滤波器。这导致了在任何统一采样方案下都可以实现的最小可能失真的表达式。通过几个示例计算该表达式,以说明在这项工作中得出的速率失真和采样频率之间的基本折衷,这是信息论和信号处理的交集。

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