Optimized filtering and reconstruction in predictive quantization with losses

Alyson K. Fletcher, Sundeep Rangan, Vivek K. Goyal, Kannan Ramchandran

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

Consider a communication system in which a filtered and quantized signal is sent over a channel with erasures and (potentially) additive noise. Linear MMSE estimation is achieved in such a system by Kalman filtering. Allowing any Markov erasure process and any Markov-state jump linear signal generation model, it is shown that the estimation performance at the receiver can be computed as a deterministic optimization with linear matrix inequality (LMI) constraints rather than a pseudorandom simulation. Further-more, in contrast to the case without erasures, the filtering in the transmitter should not necessarily be MMSE prediction (whitening); a procedure is given to find a locally optimal prefilter. The main tools are recent LMI characterizations of asymptotic state estimation error covariance and output estimation error variance for discrete-time jump linear systems in which the discrete portion of the system state is a Markov chain. As another application of this framework, a novel analysis and optimization of a "streaming" version of multiple description coding based on subsampling is outlined.

Original languageEnglish (US)
Title of host publicationProceedings - International Conference on Image Processing, ICIP
Pages3245-3248
Number of pages4
Volume2
StatePublished - 2004
Event2004 International Conference on Image Processing, ICIP 2004 - , Singapore
Duration: Oct 18 2004Oct 21 2004

Other

Other2004 International Conference on Image Processing, ICIP 2004
CountrySingapore
Period10/18/0410/21/04

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Linear matrix inequalities
Markov processes
Additive noise
State estimation
Error analysis
Linear systems
Transmitters
Communication systems

ASJC Scopus subject areas

  • Engineering(all)

Cite this

Fletcher, A. K., Rangan, S., Goyal, V. K., & Ramchandran, K. (2004). Optimized filtering and reconstruction in predictive quantization with losses. In Proceedings - International Conference on Image Processing, ICIP (Vol. 2, pp. 3245-3248)

Optimized filtering and reconstruction in predictive quantization with losses. / Fletcher, Alyson K.; Rangan, Sundeep; Goyal, Vivek K.; Ramchandran, Kannan.

Proceedings - International Conference on Image Processing, ICIP. Vol. 2 2004. p. 3245-3248.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Fletcher, AK, Rangan, S, Goyal, VK & Ramchandran, K 2004, Optimized filtering and reconstruction in predictive quantization with losses. in Proceedings - International Conference on Image Processing, ICIP. vol. 2, pp. 3245-3248, 2004 International Conference on Image Processing, ICIP 2004, Singapore, 10/18/04.
Fletcher AK, Rangan S, Goyal VK, Ramchandran K. Optimized filtering and reconstruction in predictive quantization with losses. In Proceedings - International Conference on Image Processing, ICIP. Vol. 2. 2004. p. 3245-3248
Fletcher, Alyson K. ; Rangan, Sundeep ; Goyal, Vivek K. ; Ramchandran, Kannan. / Optimized filtering and reconstruction in predictive quantization with losses. Proceedings - International Conference on Image Processing, ICIP. Vol. 2 2004. pp. 3245-3248
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