Encoder and decoder design for signal estimation

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 pr...

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Bibliographic Details
Published in:Proceedings of the 2010 American Control Conference pp. 2132 - 2137
Main Authors: Johannesson, E, Rantzer, A, Bernhardsson, B, Ghulchak, A
Format: Conference Proceeding
Language:English
Published: IEEE 01.06.2010
Subjects:
Additive noise
Communication channels
Communication system control
Decoding
Delay effects
Estimation error
Hydrogen
Information filtering
Information filters
Signal design
ISBN:9781424474264, 1424474264
ISSN:0743-1619
Online Access:Get full text
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Summary: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 H 2 and H 1 norm minimization problem, where the H 2 norm corresponds to the error variance in a corresponding Wiener-Kolmogorov filtering problem and the H 1 norm is induced by the channel noise. The second stage consists of a spectral factorization. The results are illustrated by a numerical example.
ISBN:9781424474264
1424474264
ISSN:0743-1619
DOI:10.1109/ACC.2010.5531341