The Time-Invariant Multidimensional Gaussian Sequential Rate-Distortion Problem Revisited

27 Nov 2017  ·  Stavrou Photios A., Tanaka Takashi, Tatikonda Sekhar ·

We revisit the sequential rate-distortion (SRD) trade-off problem for vector-valued Gauss-Markov sources with mean-squared error distortion constraints. We show via a counterexample that the dynamic reverse water-filling algorithm suggested by [1, eq... (15)] is not applicable to this problem, and consequently the closed form expression of the asymptotic SRD function derived in [1, eq. (17)] is not correct in general. Nevertheless, we show that the multidimensional Gaussian SRD function is semidefinite representable and thus it is readily computable. read more

PDF Abstract
No code implementations yet. Submit your code now


Optimization and Control Information Theory Information Theory