Tracking an Auto-Regressive Process with Limited Communication per Unit Time

Samples from a high-dimensional first-order auto-regressive process generated by an independently and identically distributed random innovation sequence are observed by a sender which can communicate only finitely many bits per unit time to a receiver. The receiver seeks to form an estimate of the p...

Full description

Bibliographic Details
Main Authors: Rooji Jinan, Parimal Parag, Himanshu Tyagi
Format: Article
Language:English
Published: MDPI AG 2021-03-01
Series:Entropy
Subjects:
Online Access:https://www.mdpi.com/1099-4300/23/3/347