Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: On the relation of nonanticipative rate distortion function and
  filtering theory   In this paper the relation between nonanticipative rate distortion function
(RDF) and Bayesian filtering theory is investigated using the topology of weak
convergence of probability measures on Polish spaces. The relation is
established via an optimization on the space of conditional distributions of
the so-called directed information subject to fidelity constraints. Existence
of the optimal reproduction distribution of the nonanticipative RDF is shown,
while the optimal nonanticipative reproduction conditional distribution for
stationary processes is derived in closed form. The realization procedure of
nonanticipative RDF which is equivalent to joint-source channel matching for
symbol-by-symbol transmission is described, while an example is introduced to
illustrate the concepts.

4
The categories of this paper are: cond-mat
10
The categories of this paper are: q-bio
27
The categories of this paper are: comp-gas
8
The categories of this paper are: hep-ex
29
The categories of this paper are: funct-an
6
The categories of this paper are: astro-ph
37
The categories of this paper are: supr-con
5
The categories of this paper are: gr-qc
22
The categories of this paper are: chao-dyn
9
The categories of this paper are: nlin
14
The categories of this paper are: math-ph
23
The categories of this paper are: solv-int
17
The categories of this paper are: q-fin
18
The categories of this paper are: econ
15
The categories of this paper are: nucl-ex
11
The categories of this paper are: hep-lat