抄録
We consider the problem of optimal transmission of correlated Gaussian signals through a set of parallel channels with feedback. The original signals are assumed to be given by a solution of a multi-dimensional linear stochastic differential equation and are sent by a linear encoding with output feedback. It is well-known that the optimal output feedback which maximizes the mutual information between the original signals and the channel output is given by the least-squares estimate of the linear term. Under a constraint on the total power of the encoded signals, we consider the optimal transmission problem of computing a set of gains for the channels which maximizes reduction of the estimation error.
