Semidefinite Programming Approach to Gaussian Sequential Rate-Distortion Trade-Offs

DOI10.1109/TAC.2016.2601148MaRDI QIDQ5282431zbMATHOpenAlexFDO

Authors Takashi Tanaka, Kwang-Ki K. Kim, Pablo A. Parrilo, Sanjoy K. Mitter

Publication date 27 July 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1411.7632

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Semidefinite programming (90C22) Optimal stochastic control (93E20)

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.

Cited in

(7)

• LQG control and linear policies for noisy communication links with synchronized side information at the decoder
• Approximating the Gaussian Multiple Description Rate Region Under Symmetric Distortion Constraints
• Optimal estimation via nonanticipative rate distortion function and applications to time-varying Gauss-Markov processes
• Optimized data rate allocation for dynamic sensor fusion over resource constrained communication networks
• A majorization condition for multi-input networked stabilization via coding/control codesign
• Strong Successive Refinability and Rate-Distortion-Complexity Tradeoff
• Rate Region of the Vector Gaussian CEO Problem With the Trace Distortion Constraint

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