Title :
The optimal transmission of correlated Gaussian signals through parallel channels with feedback
Author :
Takeuchi, Yoshiki
Author_Institution :
Dept. of Inf. Sci., Osaka Univ. of Educ., Japan
Abstract :
We consider the optimal transmission problem for a set of correlated Gaussian signals which are sent through parallel channels with feedback. The signals are assumed to be given by a solution of a multidimensional linear stochastic differential equation. Under a constraint on the total power of the signals, we obtain the optimal gains for the set of channels which minimize the steady-state estimation error
Keywords :
Gaussian channels; correlation methods; differential equations; error statistics; estimation theory; feedback; noise; optimisation; stochastic processes; correlated Gaussian signals; estimation error; feedback; optimal gains; optimal signal transmission; parallel channels; stochastic differential equation; Covariance matrix; Differential equations; Estimation error; Feedback; Matrix decomposition; Multidimensional systems; Random variables; Signal processing; Steady-state; Stochastic processes;
Conference_Titel :
Decision and Control, 1996., Proceedings of the 35th IEEE Conference on
Conference_Location :
Kobe
Print_ISBN :
0-7803-3590-2
DOI :
10.1109/CDC.1996.572851
