Sequential coding of Gauss-Markov sources with packet erasures and feedback

We consider the problem of sequential transmission of Gauss-Markov sources. We show that in the limit of large spatial block lengths, greedy compression with respect to the squared error distortion is optimal; that is, there is no tension between optimizing the distortion of the source in the current time instant and that of future times. We then extend this result to the case where at time t a random compression rate rt is allocated independently of the rate at other time instants. This, in turn, allows us to derive the optimal performance of sequential coding over packet-erasure channels with instantaneous feedback. For the case of packet erasures with delayed feedback, we connect the problem to that of compression with side information that is known at the encoder and may be known at the decoder — where the most recent packets serve as side information that may have been erased, and demonstrate that the loss due to a delay by one time unit is rather small

Sequential coding of Gauss-Markov sources with packet erasures and feedback

We consider the problem of sequential transmission of Gauss-Markov sources. We show that in the limit of large spatial block lengths, greedy compression with respect to the squared error distortion is optimal; that is, there is no tension between optimizing the distortion of the source in the current time instant and that of future times. We then extend this result to the case where at time t a random compression rate rt is allocated independently of the rate at other time instants. This, in turn, allows us to derive the optimal performance of sequential coding over packet-erasure channels with instantaneous feedback. For the case of packet erasures with delayed feedback, we connect the problem to that of compression with side information that is known at the encoder and may be known at the decoder — where the most recent packets serve as side information that may have been erased, and demonstrate that the loss due to a delay by one time unit is rather small

Tracking and Control of Gauss-Markov Processes over Packet-Drop Channels with Acknowledgments

We consider the problem of tracking the state of Gauss–Markov processes over rate-limited erasure-prone links. We concentrate first on the scenario in which several independent processes are seen by a single observer. The observer maps the processes into finite-rate packets that are sent over the erasure-prone links to a state estimator, and are acknowledged upon packet arrivals. The aim of the state estimator is to track the processes with zero delay and with minimum mean square error (MMSE). We show that, in the limit of many processes, greedy quantization with respect to the squared error distortion is optimal. That is, there is no tension between optimizing the MMSE of the process in the current time instant and that of future times. For the case of packet erasures with delayed acknowledgments, we connect the problem to that of compression with side information that is known at the observer and may be known at the state estimator—where the most recent packets serve as side information that may have been erased, and demonstrate that the loss due to a delay by one time unit is rather small. For the scenario where only one process is tracked by the observer–state estimator system, we further show that variable-length coding techniques are within a small gap of the many-process outer bound. We demonstrate the usefulness of the proposed approach for the simple setting of discrete-time scalar linear quadratic Gaussian control with a limited data-rate feedback that is susceptible to packet erasures

Computing the Rate-Distortion Function of Gray-Wyner System

In this paper, the rate-distortion theory of Gray-Wyner lossy source coding system is investigated. An iterative algorithm is proposed to compute rate-distortion function for general successive source. For the case of jointly Gaussian distributed sources, the Lagrangian analysis of scalable source coding in [1] is generalized to the Gray-Wyner instance. Upon the existing single-letter characterization of the rate-distortion region, we compute and determine an analytical expression of the rate-distortion function under quadratic distortion constraints. According to the rate-distortion function, another approach, different from Viswanatha et al. used, is provided to compute Wyner's Common Information. The convergence of proposed iterative algorithm, RD function with different parameters and the projection plane of RD region are also shown via numerical simulations at last.Comment: This work has been submitted to the IEEE for possible publication. Copyright may be transferred without notice, after which this version may no longer be accessibl

Tracking and Control of Gauss-Markov Processes over Packet-Drop Channels with Acknowledgments

We consider the problem of tracking the state of Gauss–Markov processes over rate-limited erasure-prone links. We concentrate first on the scenario in which several independent processes are seen by a single observer. The observer maps the processes into finite-rate packets that are sent over the erasure-prone links to a state estimator, and are acknowledged upon packet arrivals. The aim of the state estimator is to track the processes with zero delay and with minimum mean square error (MMSE). We show that, in the limit of many processes, greedy quantization with respect to the squared error distortion is optimal. That is, there is no tension between optimizing the MMSE of the process in the current time instant and that of future times. For the case of packet erasures with delayed acknowledgments, we connect the problem to that of compression with side information that is known at the observer and may be known at the state estimator—where the most recent packets serve as side information that may have been erased, and demonstrate that the loss due to a delay by one time unit is rather small. For the scenario where only one process is tracked by the observer–state estimator system, we further show that variable-length coding techniques are within a small gap of the many-process outer bound. We demonstrate the usefulness of the proposed approach for the simple setting of discrete-time scalar linear quadratic Gaussian control with a limited data-rate feedback that is susceptible to packet erasures