Zero-Delay Rate Distortion via Filtering for Vector-Valued Gaussian Sources

We deal with zero-delay source coding of a vector-valued Gauss-Markov source subject to a mean-squared error (MSE) fidelity criterion characterized by the operational zero-delay vector-valued Gaussian rate distortion function (RDF). We address this problem by considering the nonanticipative RDF (NRDF) which is a lower bound to the causal optimal performance theoretically attainable (OPTA) function and operational zero-delay RDF. We recall the realization that corresponds to the optimal "test-channel" of the Gaussian NRDF, when considering a vector Gauss-Markov source subject to a MSE distortion in the finite time horizon. Then, we introduce sufficient conditions to show existence of solution for this problem in the infinite time horizon. For the asymptotic regime, we use the asymptotic characterization of the Gaussian NRDF to provide a new equivalent realization scheme with feedback which is characterized by a resource allocation (reverse-waterfilling) problem across the dimension of the vector source. We leverage the new realization to derive a predictive coding scheme via lattice quantization with subtractive dither and joint memoryless entropy coding. This coding scheme offers an upper bound to the operational zero-delay vector-valued Gaussian RDF. When we use scalar quantization, then for "r" active dimensions of the vector Gauss-Markov source the gap between the obtained lower and theoretical upper bounds is less than or equal to 0.254r + 1 bits/vector. We further show that it is possible when we use vector quantization, and assume infinite dimensional Gauss-Markov sources to make the previous gap to be negligible, i.e., Gaussian NRDF approximates the operational zero-delay Gaussian RDF. We also extend our results to vector-valued Gaussian sources of any finite memory under mild conditions. Our theoretical framework is demonstrated with illustrative numerical experiments.Comment: 32 pages, 9 figures, published in IEEE Journal of Selected Topics in Signal Processin

Transmit Optimization with Improper Gaussian Signaling for Interference Channels

This paper studies the achievable rates of Gaussian interference channels with additive white Gaussian noise (AWGN), when improper or circularly asymmetric complex Gaussian signaling is applied. For the Gaussian multiple-input multiple-output interference channel (MIMO-IC) with the interference treated as Gaussian noise, we show that the user's achievable rate can be expressed as a summation of the rate achievable by the conventional proper or circularly symmetric complex Gaussian signaling in terms of the users' transmit covariance matrices, and an additional term, which is a function of both the users' transmit covariance and pseudo-covariance matrices. The additional degrees of freedom in the pseudo-covariance matrix, which is conventionally set to be zero for the case of proper Gaussian signaling, provide an opportunity to further improve the achievable rates of Gaussian MIMO-ICs by employing improper Gaussian signaling. To this end, this paper proposes widely linear precoding, which efficiently maps proper information-bearing signals to improper transmitted signals at each transmitter for any given pair of transmit covariance and pseudo-covariance matrices. In particular, for the case of two-user Gaussian single-input single-output interference channel (SISO-IC), we propose a joint covariance and pseudo-covariance optimization algorithm with improper Gaussian signaling to achieve the Pareto-optimal rates. By utilizing the separable structure of the achievable rate expression, an alternative algorithm with separate covariance and pseudo-covariance optimization is also proposed, which guarantees the rate improvement over conventional proper Gaussian signaling.Comment: Accepted by IEEE Transactions on Signal Processin

Steering state statistics with output feedback

Consider a linear stochastic system whose initial state is a random vector with a specified Gaussian distribution. Such a distribution may represent a collection of particles abiding by the specified system dynamics. In recent publications, we have shown that, provided the system is controllable, it is always possible to steer the state covariance to any specified terminal Gaussian distribution using state feedback. The purpose of the present work is to show that, in the case where only partial state observation is available, a necessary and sufficient condition for being able to steer the system to a specified terminal Gaussian distribution for the state vector is that the terminal state covariance be greater (in the positive-definite sense) than the error covariance of a corresponding Kalman filter.Comment: 10 pages, 2 figure