Title
Semidefinite Programming Approach to Gaussian Sequential Rate-Distortion Trade-offs.
Abstract
Sequential rate-distortion (SRD) theory provides a framework for studying the fundamental trade-off between data-rate and data-quality in real-time communication systems. In this paper, we consider the SRD problem for multi-dimensional time-varying Gauss-Markov processes under mean-square distortion criteria. We first revisit the sensor-estimator separation principle, which asserts that considered SRD problem is equivalent to a joint sensor and estimator design problem in which data-rate of the sensor output is minimized while the estimator's performance satisfies the distortion criteria. We then show that the optimal joint design can be performed by semidefinite programming. A semidefinite representation of the corresponding SRD function is obtained. Implications of the obtained result in the context of zero-delay source coding theory and applications to networked control theory are also discussed.
Year
DOI
Venue
2014
10.1109/TAC.2016.2601148
IEEE Trans. Automat. Contr.
Keywords
Field
DocType
Rate-distortion,Distortion,Communication systems,Random variables,Standards,Optimization,Signal to noise ratio
Mathematical optimization,Random variable,Separation principle,Source code,Control theory,Communications system,Gaussian,Distortion,Mathematics,Semidefinite programming,Estimator
Journal
Volume
Issue
ISSN
abs/1411.7632
4
0018-9286
Citations 
PageRank 
References 
4
0.46
8
Authors
4
Name
Order
Citations
PageRank
Takashi Tanaka13412.22
Kwang Ki Kevin Kim2133.70
Pablo A. Parrilo33455229.27
Sanjoy K. Mitter41226156.06