Minimum Entropy Rate Simplification of Stochastic Processes
نویسندگان
چکیده
منابع مشابه
Minimum Entropy Rate Simplification of Stochastic Processes: Supplemental Material
A.1 Gaussian MERS Solution We first consider the purely nondeterministic case; the result is easily extended to arbitrary stationary and ergodic Gaussian processes using the Wold decomposition. Let X and X̃ be two discrete-time stationary and ergodic purely nondeterministic univariate Gaussian processes, with spectral power density functions RX ( e ) and RX̃ ( e ) respectively. These are by neces...
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ژورنال
عنوان ژورنال: IEEE Transactions on Pattern Analysis and Machine Intelligence
سال: 2016
ISSN: 0162-8828,2160-9292,1939-3539
DOI: 10.1109/tpami.2016.2533382