Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
Online ISSN : 2188-4749
Print ISSN : 2188-4730
第37回ISCIE「確率システム理論と応用」国際シンポジウム(2005年10月, 大阪茨木)
Optimal Transmission of a Set of Discrete-Time Gaussian Signals through Channels with Feedback
Yoshiki Takeuchi
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ジャーナル フリー

2006 年 2006 巻 p. 18-23

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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 a constraint on the total transmission power, we consider the problem of computing a set of gains for the channels which maximizes the mutual information between the output and the signal.
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© 2006 ISCIE Symposium on Stochastic Systems Theory and Its Applications
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