Semidefinite Programming Approach to Gaussian Sequential Rate-Distortion Trade-Offs

DOI10.1109/TAC.2016.2601148zbMath1366.90159arXiv1411.7632OpenAlexW1843244270MaRDI QIDQ5282431

Kwang-Ki K. Kim, Takashi Tanaka, Pablo A. Parrilo, Sanjoy K. Mitter

Publication date: 27 July 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1411.7632

Mathematics Subject Classification ID

Semidefinite programming (90C22) Signal detection and filtering (aspects of stochastic processes) (60G35) Optimal stochastic control (93E20)

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