Compression Limits for Random Vectors with Linearly Parameterized Second-Order Statistics
Compression Limits for Random Vectors with Linearly Parameterized Second-Order Statistics
The class of complex random vectors whose covariance matrix is linearly parameterized by a basis of Hermitian Toeplitz (HT) matrices is considered, and the maximum compression ratios that preserve all second-order information are derived-the statistics of the uncompressed vector must be recoverable from a set of linearly compressed observations. This …