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We shall consider now the encoding of signals on [ - T , T ] where T > 0 is fixed. Ultimately we shall be interested in encoding classes of bandlimited signals like the class B A However, we begin the story by considering the more general setting of encoding the elements of any given compact subset K of a normed linear space X . One can determine the best encoding of K by what is known as the Kolmogorov entropy of K in X .

To begin, let us consider an encoder-decoder pair ( E , D ) E maps K to a finite stream of bits. D maps a stream of bits to a signal in X . This is illustrated in . Note that many functions can be mapped onto the same bitstream.

Illustration of encoding and decoding.

Define the distortion d for this encoder-decoder by

d ( K , E , D , X ) : = sup f K f - D ( E f ) X ̲ ¯ .
Let n ( K , E ) = sup f K # E f where # E f is the number of bits in the bitstream E f . Thus n is the maximum length of the bitstreams for the various f K . There are two ways we can define optimal encoding:

  • Prescribe ϵ , the maximum distortion that we are willing to tolerate. For this ϵ , find the smallest n ϵ ( K , X ) : = inf ( E , D ) { n ( K , E ) : d ( K , E , D , X ) ϵ } . This is the smallest bit budget under which we could encode all elements of K to distortion ϵ .
  • Prescribe N : find the smallest distortion d ( K , E , D , X ) over all E , D with n ( K , E ) N . This is the best encoding performance possible with a prescribed bit budget.

There is a simple mathematical solution to these two encoding problems based on the notion of Kolmogorov Entropy.

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Source:  OpenStax, Compressive sensing. OpenStax CNX. Sep 21, 2007 Download for free at http://cnx.org/content/col10458/1.1
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