Information rates of stochastically driven dynamic systems (Corresp.)

An expression is given for the mean-squared-error (MSE) rate distortion curve of a linear finite-memory Gaussian dynamic system; for a range of small MSE, it coincides with that of the excitation noise vector.
R(D)
curves of non-Gaussian and nonlinear dynamic systems are analyzed, also. The results are applicable to determining information requirements for communication and control systems.