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Semidefinite Programming Approach to Gaussian Sequential Rate-Distortion Trade-Offs
KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.
2017 (English)In: IEEE Transactions on Automatic Control, ISSN 0018-9286, E-ISSN 1558-2523, Vol. 62, no 4, 1896-1910 p.Article in journal (Refereed) Published
Abstract [en]

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.

Place, publisher, year, edition, pages
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC , 2017. Vol. 62, no 4, 1896-1910 p.
Keyword [en]
Control over communications, Kalman filtering, LMIs, optimization algorithms, stochastic optimal control
National Category
Computer and Information Science
Identifiers
URN: urn:nbn:se:kth:diva-206694DOI: 10.1109/TAC.2016.2601148ISI: 000399033000025ScopusID: 2-s2.0-85017721817OAI: oai:DiVA.org:kth-206694DiVA: diva2:1094043
Note

QC 20170509

Available from: 2017-05-09 Created: 2017-05-09 Last updated: 2017-05-09Bibliographically approved

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