Paper Info
Title
The Time-Invariant Multidimensional Gaussian Sequential Rate-Distortion Problem Revisited
Abstract
We revisit the sequential rate-distortion (SRD) tradeoff problem for vector-valued Gauss–Markov sources with mean-squared error distortion constraints. Our study is partly motivated by the question recently raised in the paper “Rate-cost tradeoffs in control” (in <italic xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">Proc. 54th Annu. Allerton Conf. Commun., Control, Comput.</italic> , 2016, pp. 1157–1164) regarding the correctness of its solution algorithm known in the literature. We show via a counterexample that the dynamic reverse water-filling algorithm suggested by (15) of the paper “Stochastic linear control over a communication channel” ( <italic xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">IEEE Trans. Autom. Control</italic> , vol. 49, pp. 1549–1561, 2004) is not applicable to this problem, and consequently, the closed-form expression of the asymptotic SRD function derived in (17) of the paper “Stochastic linear control over a communication channel” ( <italic xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">IEEE Trans. Autom. Control</italic> , vol. 49, pp. 1549–1561, 2004) is not correct in general. Nevertheless, we show that the multidimensional Gaussian SRD function is semidefinite representable, and thus, it is readily computable.
Year
DOI
Venue
2020
10.1109/TAC.2019.2941444
IEEE Transactions on Automatic Control
Keywords
DocType
Volume
Distortion,Heuristic algorithms,Rate-distortion,Markov processes,Random processes,Closed-form solutions,Programming
Journal
65
Issue
ISSN
Citations 
5
0018-9286
1
PageRank 
References 
Authors
0.37
1
3
Name
Order
Citations
PageRank
Photios Stavrou14913.47
Takashi Tanaka23412.22
Sekhar Tatikonda3295.82