FILTERING AND COMPRESSION OF STOCHASTIC SIGNALS UNDER CONSTRAINT OF VARIABLE FINITE MEMORY

Anatoli Torokhti; Stan Miklavcic

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Paper

FILTERING AND COMPRESSION OF STOCHASTIC SIGNALS UNDER CONSTRAINT OF VARIABLE FINITE MEMORY

Topics: Nonlinear Signals and Systems; Optimization Problems in Signal Processing

In Proceedings of the 6th International Conference on Informatics in Control, Automation and Robotics - Volume 2: ICINCO, 104-109, 2009 , Milan, Italy

Authors: Anatoli Torokhti and Stan Miklavcic

Affiliation: University of South Australia, Australia

Keyword(s): Optimal filtering, Wiener filter.

Related Ontology Subjects/Areas/Topics: Informatics in Control, Automation and Robotics ; Nonlinear Signals and Systems ; Optimization Problems in Signal Processing ; Signal Processing, Sensors, Systems Modeling and Control

Abstract: We study a new technique for optimal data compression subject to conditions of causality and different types of memory. The technique is based on the assumption that certain covariance matrices formed from observed data, reference signal and compressed signal are known or can be estimated. In particular, such an information can be obtained from the known solution of the associated problem with no constraints related to causality and memory. This allows us to consider two separate problems related to compression and de-compression subject to those constraints. Their solutions are given and the analysis of the associated errors is provided.

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Paper citation in several formats:

Torokhti, A. and Miklavcic, S. (2009). FILTERING AND COMPRESSION OF STOCHASTIC SIGNALS UNDER CONSTRAINT OF VARIABLE FINITE MEMORY. In Proceedings of the 6th International Conference on Informatics in Control, Automation and Robotics - Volume 2: ICINCO; ISBN 978-989-674-001-6; ISSN 2184-2809, SciTePress, pages 104-109. DOI: 10.5220/0002206501040109

@conference{icinco09,
author={Anatoli Torokhti. and Stan Miklavcic.},
title={FILTERING AND COMPRESSION OF STOCHASTIC SIGNALS UNDER CONSTRAINT OF VARIABLE FINITE MEMORY},
booktitle={Proceedings of the 6th International Conference on Informatics in Control, Automation and Robotics - Volume 2: ICINCO},
year={2009},
pages={104-109},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0002206501040109},
isbn={978-989-674-001-6},
issn={2184-2809},
}

TY - CONF

JO - Proceedings of the 6th International Conference on Informatics in Control, Automation and Robotics - Volume 2: ICINCO
TI - FILTERING AND COMPRESSION OF STOCHASTIC SIGNALS UNDER CONSTRAINT OF VARIABLE FINITE MEMORY
SN - 978-989-674-001-6
IS - 2184-2809
AU - Torokhti, A.
AU - Miklavcic, S.
PY - 2009
SP - 104
EP - 109
DO - 10.5220/0002206501040109
PB - SciTePress