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Distortion rate theory and filtering (Corresp.)

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1 Author(s)

For two samples of the Ornstein-Uhlenbeck process, the constrained distortion rate function is found. The constraint imposed is that the minimization is carried out over realizable processes. The constrained and unconstrained distortion are compared. Applications to filtering theory are discussed.

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IEEE Transactions on Information Theory  (Volume:28 ,  Issue: 2 )