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Linear Coding of LTI Sources Over Vector Gaussian Channels: A Majorization Approach

Abstract

We study the design of linear time-invariant (LTI) encoder-decoder pairs for transmitting the state of a discrete-time LTI vector source over power-constrained parallel Gaussian channels with feedback. Two types of power constraints are considered. Under individual subchannel power constraints, a necessary and sufficient condition for designing an encoder-decoder pair that achieves bounded estimation error covariance (EEC) is established via two coupled majorization inequalities involving the subchannel signal-to-noise ratios and the antistable poles of the source. Under total channel power constraint, we derive the minimum total power required for a feasible encoder-decoder design by exploiting partial-order progamming under majorization order. An analytical optimal power allocation is obtained for the case of equal noise variances, which admits a water-filling interpretation; for general noise case, a sequential water-filling algorithm is developed. Our results reveal that the difficulty of transmitting a discrete-time LTI source via LTI coding is governed not only by its topological entropy, but also by the evenness of the log-magnitudes of its antistable poles. The design methods for feasible encoder-decoder pairs are also provided.

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BibTeX
@misc{jin2026linear,
  title = {{Linear Coding of LTI Sources Over Vector Gaussian Channels: A Majorization Approach}},
  author = {Shihao Jin and Junhui Li and Shinji Hara and Wei Chen},
  howpublished = {arXiv},
  year = {2026},
  month = aug,
  doi = {10.48550/arxiv.2608.29511},
  eprint = {2608.29511},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2608.29511},
}
RIS
TY  - UNPB
TI  - Linear Coding of LTI Sources Over Vector Gaussian Channels: A Majorization Approach
AU  - Shihao Jin
AU  - Junhui Li
AU  - Shinji Hara
AU  - Wei Chen
PY  - 2026
DA  - 2026/08/30
PB  - arXiv
DO  - 10.48550/arxiv.2608.29511
UR  - https://arxiv.org/abs/2608.29511
AB  - We study the design of linear time-invariant (LTI) encoder-decoder pairs for transmitting the state of a discrete-time LTI vector source over power-constrained parallel Gaussian channels with feedback. Two types of power constraints are considered. Under individual subchannel power constraints, a necessary and sufficient condition for designing an encoder-decoder pair that achieves bounded estimation error covariance (EEC) is established via two coupled majorization inequalities involving the subchannel signal-to-noise ratios and the antistable poles of the source. Under total channel power constraint, we derive the minimum total power required for a feasible encoder-decoder design by exploiting partial-order progamming under majorization order. An analytical optimal power allocation is obtained for the case of equal noise variances, which admits a water-filling interpretation; for general noise case, a sequential water-filling algorithm is developed. Our results reveal that the difficulty of transmitting a discrete-time LTI source via LTI coding is governed not only by its topological entropy, but also by the evenness of the log-magnitudes of its antistable poles. The design methods for feasible encoder-decoder pairs are also provided.
ER  -