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On Zero-delay Source Coding of LTI Gauss-Markov Systems with Covariance Matrix Distortion Constraints
KTH, School of Electrical Engineering and Computer Science (EECS), Information Science and Engineering.
KTH, School of Electrical Engineering and Computer Science (EECS), Information Science and Engineering.ORCID iD: 0000-0002-7926-5081
2018 (English)In: 2018 European Control Conference, ECC 2018, Institute of Electrical and Electronics Engineers (IEEE), 2018, p. 3083-3088, article id 8550204Conference paper, Published paper (Refereed)
Abstract [en]

We introduce a new class of zero-delay source coding problems where a vector-valued Gauss-Markov source is conveyed subject to covariance matrix distortion constraints. We address this problem by defining an information theoretic measure where we minimize mutual information subject to causality constraints and covariance matrix distortion constraints. The resulting measure serves as a lower bound to the zero-delay rate distortion function (RDF). We solve this problem by showing that it is semidefinite representable and, thus, can be computed numerically. We also show that for this new class of information measures, it is possible to have achievable rates up to a constant space-filling loss due to a vector lattice quantizer and a constant loss due to entropy coding. We corroborate our framework with illustrative simulation examples.

Place, publisher, year, edition, pages
Institute of Electrical and Electronics Engineers (IEEE), 2018. p. 3083-3088, article id 8550204
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:kth:diva-241403DOI: 10.23919/ECC.2018.8550204Scopus ID: 2-s2.0-85059806539ISBN: 9783952426982 (print)OAI: oai:DiVA.org:kth-241403DiVA, id: diva2:1281050
Conference
16th European Control Conference, ECC 2018, Limassol, Cyprus, 12 June 2018 through 15 June 2018
Note

QC 20190121

Available from: 2019-01-21 Created: 2019-01-21 Last updated: 2019-01-21Bibliographically approved

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Stavrou, FotiosSkoglund, Mikael

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CiteExportLink to record
Permanent link

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Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf