Improved Upper Bounds to the Causal Quadratic Rate-Distortion Function for Gaussian Stationary Sources

We improve the existing achievable rate regions for causal and for zero-delay source coding of stationary Gaussian sources under an average mean squared error (MSE) distortion measure. To begin with, we find a closed-form expression for the information-theoretic causal rate-distortion function (RDF) under such distortion measure, denoted by $R_{c}^{it}(D)$, for first-order Gauss-Markov processes. Rc^{it}(D) is a lower bound to the optimal performance theoretically attainable (OPTA) by any causal source code, namely Rc^{op}(D). We show that, for Gaussian sources, the latter can also be upper bounded as Rc^{op}(D)\leq Rc^{it}(D) + 0.5 log_{2}(2\pi e) bits/sample. In order to analyze $R_{c}^{it}(D)$ for arbitrary zero-mean Gaussian stationary sources, we introduce \bar{Rc^{it}}(D), the information-theoretic causal RDF when the reconstruction error is jointly stationary with the source. Based upon \bar{Rc^{it}}(D), we derive three closed-form upper bounds to the additive rate loss defined as \bar{Rc^{it}}(D) - R(D), where R(D) denotes Shannon's RDF. Two of these bounds are strictly smaller than 0.5 bits/sample at all rates. These bounds differ from one another in their tightness and ease of evaluation; the tighter the bound, the more involved its evaluation. We then show that, for any source spectral density and any positive distortion D\leq \sigma_{x}^{2}, \bar{Rc^{it}}(D) can be realized by an AWGN channel surrounded by a unique set of causal pre-, post-, and feedback filters. We show that finding such filters constitutes a convex optimization problem. In order to solve the latter, we propose an iterative optimization procedure that yields the optimal filters and is guaranteed to converge to \bar{Rc^{it}}(D). Finally, by establishing a connection to feedback quantization we design a causal and a zero-delay coding scheme which, for Gaussian sources, achieves...Comment: 47 pages, revised version submitted to IEEE Trans. Information Theor

On designing H∞ filters with circular pole and error variance constraints

Copyright [2003] IEEE. This material is posted here with permission of the IEEE. Such permission of the IEEE does not in any way imply IEEE endorsement of any of Brunel University's products or services. Internal or personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution must be obtained from the IEEE by writing to [email protected]. By choosing to view this document, you agree to all provisions of the copyright laws protecting it.In this paper, we deal with the problem of designing a H∞ filter for discrete-time systems subject to error variance and circular pole constraints. Specifically, we aim to design a filter such that the H∞ norm of the filtering error-transfer function is not less than a given upper bound, while the poles of the filtering matrix are assigned within a prespecified circular region, and the steady-state error variance for each state is not more than the individual prespecified value. The filter design problem is formulated as an auxiliary matrix assignment problem. Both the existence condition and the explicit expression of the desired filters are then derived by using an algebraic matrix inequality approach. The proposed design algorithm is illustrated by a numerical example

Adaptive and Iterative Multi-Branch MMSE Decision Feedback Detection Algorithms for MIMO Systems

In this work, decision feedback (DF) detection algorithms based on multiple processing branches for multi-input multi-output (MIMO) spatial multiplexing systems are proposed. The proposed detector employs multiple cancellation branches with receive filters that are obtained from a common matrix inverse and achieves a performance close to the maximum likelihood detector (MLD). Constrained minimum mean-squared error (MMSE) receive filters designed with constraints on the shape and magnitude of the feedback filters for the multi-branch MMSE DF (MB-MMSE-DF) receivers are presented. An adaptive implementation of the proposed MB-MMSE-DF detector is developed along with a recursive least squares-type algorithm for estimating the parameters of the receive filters when the channel is time-varying. A soft-output version of the MB-MMSE-DF detector is also proposed as a component of an iterative detection and decoding receiver structure. A computational complexity analysis shows that the MB-MMSE-DF detector does not require a significant additional complexity over the conventional MMSE-DF detector, whereas a diversity analysis discusses the diversity order achieved by the MB-MMSE-DF detector. Simulation results show that the MB-MMSE-DF detector achieves a performance superior to existing suboptimal detectors and close to the MLD, while requiring significantly lower complexity.Comment: 10 figures, 3 tables; IEEE Transactions on Wireless Communications, 201