Original scientific paper

Uniform and non-uniform quantization of Gaussian processes

Oleg Seleznjev ; Department of Mathematics and Mathematical Statistics, Umeå University, Umeå, Sweden
Mykola Shykula ; Department of Statistics, Umeå University, Umeå, Sweden

Abstract

Quantization of a continuous-value signal into a
discrete form (or discretization of amplitude) is a standard task
in all analog/digital devices. We consider quantization of a
signal (or random process) in a probabilistic framework. The
quantization method presented in this paper can be applied to
signal coding and storage capacity problems. In order to
demonstrate a general approach, both uniform and non-uniform
quantization of a Gaussian process are studied in more detail and
compared with a conventional piecewise constant approximation. We
investigate asymptotic properties of some accuracy
characteristics, such as a random quantization rate, in terms of
the correlation structure of the original random process when
quantization cellwidth tends to zero. Some examples and numerical
experiments are presented.

Keywords

quantization; rate; Gaussian process; level crossings

Hrčak ID:

93276

URI

https://hrcak.srce.hr/93276

Publication date:

5.12.2012.

Visits: 6.655 *