Encoder and Decoder Design for Signal Estimation

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In this paper, we study the joint design of optimal linear encoders and decoders for filtering and transmission of a signal over an additive Gaussian noise channel subject to a real-time constraint. The objective is to minimize the variance of the estimation error 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 H2 and H1 norm minimization problem, where the H2 norm corresponds to the error variance in a corresponding Wiener-Kolmogorov filtering problem and the H1 norm is induced by the channel noise. The second stage consists of a spectral factorization. The results are illustrated by a numerical example.
StatusPublished - 2010
EvenemangAmerican Control Conference, 2010 - Baltimore, MD, Baltimore, MD, USA
Varaktighet: 2010 jun 302010 jul 2


KonferensAmerican Control Conference, 2010
OrtBaltimore, MD

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