Asymptotic analysis of optimal fixed-rate uniform scalar quantization

Abstract

Studies the asymptotic characteristics of uniform scalar quantizers that are optimal with respect to mean-squared error (MSE). When a symmetric source density with infinite support is sufficiently well behaved, the optimal step size /spl Delta//sub N/ for symmetric uniform scalar quantization decreases as 2/spl sigma/N/sup -1/V~/sup -1/(1/6N/sup 2/), where N is the number of quantization levels, /spl sigma//sup 2/ is the source variance and V~/sup -1/(/spl middot/) is the inverse of V~(y)=y/sup -1/ /spl int//sub y//sup /spl infin// P(/spl sigma//sup -1/X>x) dx. Equivalently, the optimal support length N/spl Delta//sub N/ increases as 2/spl sigma/V~/sup -1/(1/6N/sup 2/). Granular distortion is asymptotically well approximated by /spl Delta//sub N//sup 2//12, and the ratio of overload to granular distortion converges to a function of the limit /spl tau//spl equiv/lim/sub y/spl rarr//spl infin//y/sup -1/E[X|X>y], provided, as usually happens, that /spl tau/ exists. When it does, its value is related to the number of finite moments of the source density, an asymptotic formula for the overall distortion D/sub N/ is obtained, and /spl tau/=1 is both necessary and sufficient for the overall distortion to be asymptotically well approximated by /spl Delta//sub N//sup 2//12. Applying these results to the class of two-sided densities of the form b|x|/sup /spl beta//e(-/spl alpha/|x|/sup /spl alpha//), which includes Gaussian, Laplacian, Gamma, and generalized Gaussian, it is found that /spl tau/=1, that /spl Delta//sub N/ decreases as (ln N)/sup 1//spl alpha///N, that D/sub N/ is asymptotically well approximated by /spl Delta//sub N//sup 2//12 and decreases as (ln N)/sup 2//spl alpha///N/sup 2/, and that more accurate approximations to /spl Delta//sub N/ are possible. The results also apply to densities with one-sided infinite support, such as Rayleigh and Weibull, and to densities whose tails are asymptotically similar to those previously mentioned.