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Optimal Compressor

Theorem (Optimal Compressor)

Given the pdf ff, the compressor G:R→(0,1)G:\mathbb{R}\to(0,1) which minimizes D(QG,N)≈B212N2∫−∞∞f(x)G′(x)2 dxD(Q_{G,N})\approx \frac{B^{2}}{12N^{2}}\int\limits _{-\infty}^{\infty} \frac{f(x)}{G'(x)^{2}} \, dxis determined by G′(x)=f(x)1/3∫−∞∞f(y)1/3 dyG'(x)=\frac{f(x)^{1/3}}{\int\limits _{-\infty}^{\infty}f(y)^{1/3} \, dy }For the (asymptotically) optimal companding scheme using this GG D(QG,N)≈112N2(∫−∞∞f(x)1/3 dx)3D(Q_{G,N})\approx \frac{1}{12N^{2}}\left( \int\limits _{-\infty}^{\infty} f(x)^{1/3} \, dx \right)^{3}

Intuition

This can essentially be thought of as the optimal N-level quantizer.