MIMO Encoder and Decoder Design for Signal Estimation

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Abstract

We study the joint design of optimal linear MIMO encoders and decoders for filtering and transmission of a vector- valued signal over parallel Gaussian channels subject to a real- time constraint. The objective is to minimize the sum of the estimation error variances at the receiving end. The design problem is nonconvex, but it is shown that a global optimum can be found by solving a related two-stage problem. The first stage consists of a mixed norm minimization problem, where the 2-norm corresponds to the error variance in a corresponding Wiener-Kolmogorov filtering problem and the 1-norm is induced by the channel noise. The second stage consists of a matrix spectral factorization.
Original languageEnglish
Publication statusPublished - 2010
Event19th International Symposium on Mathematical Theory of Networks and Systems, 2010 - Budapest, Hungary
Duration: 2010 Jul 52010 Jul 9
Conference number: 19

Conference

Conference19th International Symposium on Mathematical Theory of Networks and Systems, 2010
Country/TerritoryHungary
CityBudapest
Period2010/07/052010/07/09

Subject classification (UKÄ)

  • Control Engineering

Keywords

  • real-time coding
  • signal estimation
  • networked control
  • gaussian channel

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