Abstract
We consider the problem of optimal transmission of correlated Gaussian signals through a set of parallel channels with feedback. We send the signals using a linear encoding with output feedback. It is well-known that the optimal output feedback which minimizes the power of the encoded signal is given by the least-squares estimate of the linear term. Under two types of constraint on the transmission channels, i.e., conditions on the total power and the capacity, we consider the optimal transmission problem of computing a set of gains for the channels which maximizes the quality of the output.