Semidefinite Programming Approach to Gaussian Sequential Rate-Distortion Trade-offs
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...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
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Institute of Electrical and Electronics Engineers (IEEE)
2019
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| Online Access: | https://hdl.handle.net/1721.1/121571 |
| _version_ | 1826210676240023552 |
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| author | Tanaka, Takashi Baek, Kwang Ki Parrilo, Pablo A. Mitter, Sanjoy K |
| author2 | Massachusetts Institute of Technology. Laboratory for Information and Decision Systems |
| author_facet | Massachusetts Institute of Technology. Laboratory for Information and Decision Systems Tanaka, Takashi Baek, Kwang Ki Parrilo, Pablo A. Mitter, Sanjoy K |
| author_sort | Tanaka, Takashi |
| collection | MIT |
| description | 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. |
| first_indexed | 2024-09-23T14:53:43Z |
| format | Article |
| id | mit-1721.1/121571 |
| institution | Massachusetts Institute of Technology |
| language | English |
| last_indexed | 2024-09-23T14:53:43Z |
| publishDate | 2019 |
| publisher | Institute of Electrical and Electronics Engineers (IEEE) |
| record_format | dspace |
| spelling | mit-1721.1/1215712022-10-01T23:14:19Z Semidefinite Programming Approach to Gaussian Sequential Rate-Distortion Trade-offs Tanaka, Takashi Baek, Kwang Ki Parrilo, Pablo A. Mitter, Sanjoy K Massachusetts Institute of Technology. Laboratory for Information and Decision Systems Massachusetts Institute of Technology. Department of Materials Science and Engineering 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. 2019-07-10T17:36:20Z 2019-07-10T17:36:20Z 2017-04 2016-08 2019-06-28T18:47:13Z Article http://purl.org/eprint/type/JournalArticle 0018-9286 1558-2523 https://hdl.handle.net/1721.1/121571 Tanaka, Takashi, Kwang-Ki K. Kim, Pablo A. Parrilo and Sanjoy K. Mitter. "Semidefinite Programming Approach to Gaussian Sequential Rate-Distortion Trade-offs." IEEE Transactions on Automatic Control 62, Issue: 4 (April 2017). en 10.1109/TAC.2016.2601148 IEEE Transactions on Automatic Control Creative Commons Attribution-Noncommercial-Share Alike http://creativecommons.org/licenses/by-nc-sa/4.0/ application/pdf Institute of Electrical and Electronics Engineers (IEEE) arXiv |
| spellingShingle | Tanaka, Takashi Baek, Kwang Ki Parrilo, Pablo A. Mitter, Sanjoy K Semidefinite Programming Approach to Gaussian Sequential Rate-Distortion Trade-offs |
| title | Semidefinite Programming Approach to Gaussian Sequential Rate-Distortion Trade-offs |
| title_full | Semidefinite Programming Approach to Gaussian Sequential Rate-Distortion Trade-offs |
| title_fullStr | Semidefinite Programming Approach to Gaussian Sequential Rate-Distortion Trade-offs |
| title_full_unstemmed | Semidefinite Programming Approach to Gaussian Sequential Rate-Distortion Trade-offs |
| title_short | Semidefinite Programming Approach to Gaussian Sequential Rate-Distortion Trade-offs |
| title_sort | semidefinite programming approach to gaussian sequential rate distortion trade offs |
| url | https://hdl.handle.net/1721.1/121571 |
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