1 N ov 1 99 9 Information content in uniformly discretized Gaussian noise : optimal compres - sion rates
نویسندگان
چکیده
We approach the theoretical problem of compressing a signal dominated by Gaussian noise. We present expressions for the compression ratio which can be reached, under the light of Shannon’s noiseless coding theorem, for a linearly quantized stochastic Gaussian signal (noise). The compression ratio decreases logarithmically with the amplitude of the frequency spectrum P (f) of the noise. Entropy values and compression rates are shown to depend on the shape of this power spectrum, given different normalizations. The cases of white noise (w.n.), fp power-law noise —including 1/f noise—, (w.n.+1/f) noise, and piecewise (w.n.+1/f | w.n.+1/f) noise are discussed, while quantitative behaviours and useful approximations are provided.
منابع مشابه
1 N ov 1 99 9 Dynamics of competition between collectivity and noise in the stock market
Detailed study of the financial empirical correlation matrix of the 30 companies comprised by DAX within the period of the last 11 years, using the time-window of 30 trading days, is presented. This allows to clearly identify a nontrivial time-dependence of the resulting correlations. In addition, as a rule, the draw downs are always accompanied by a sizable separation of one strong collective ...
متن کامل1 3 N ov 2 00 1 UNIFORM EXPONENTIAL ERGODICITY OF STOCHASTIC DISSIPATIVE SYSTEMS
We study ergodic properties of stochastic dissipative systems with additive noise. We show that the system is uniformly exponentially ergodic provided the growth of nonlinearity at infinity is faster than linear. The abstract result is applied to the stochastic reaction diffusion equation in R d with d ≤ 3.
متن کاملInformation content in Gaussian noise: optimal compression rates
We approach the theoretical problem of compressing a signal dominated by gaussian noise. We present accurate expressions for the compression ratio which can be reached under the light of Shannon’s noiseless coding theorem, for a linearly quantized stochastic gaussian signal (noise). The compression ratio decreases logarithmically with the amplitude of the frequency spectrum of the noise P (f). ...
متن کاملar X iv : a st ro - p h / 98 10 20 5 v 1 1 3 O ct 1 99 8 Data compression on board the PLANCK Satellite Low Frequency Instrument : optimal compression rate
Data on board the future PLANCK Low Frequency Instrument (LFI), to measure the Cosmic Microwave Background (CMB) anisotropies, consist of N differential temperature measurements, expanding a range of values we shall call R. Preliminary studies and telemetry allocation indicate the need of compressing these data by a ratio of c r ∼ > 10. Here we present a study of entropy for (correlated multi-G...
متن کامل0 v 3 9 N ov 1 99 9 Noise in Grover ’ s Quantum Search Algorithm
Grover's quantum algorithm improves any classical search algorithm. We show how random Gaussian noise at each step of the algorithm can be modelled easily because of the exact recursion formulas available for computing the quantum amplitude in Grover's algorithm. We study the algorithm's intrinsic robustess when no quantum correction codes are used, and evaluate how much noise the algorithm can...
متن کامل