Abstract

This paper presents the optimal structural analysis and realization scheme of real-time coding and estimation for linear discrete-time system over rate-constrained noiseless channel. The mean-squared error (MSE) is adopted as the estimation performance criterion. Without any loss of performance, the optimal real-time coding and estimation functions can be represented in recursive forms, which may reduce the potential computational complexity and storage burden. Furthermore, we put forward a recursive realization scheme via standard Kalman filter and vector Lloyd-Max quantization, which is also shown to be structurally equivalent to the established structural results. Moreover, to synchronize the encoder-decoder pair instantaneously, there are two synchronizers respectively arranged at the encoder and decoder sides, which utilize the common information between the encoder and the decoder to synchronize the encoding and decoding operations. Our proposed realization scheme is demonstrated with simulation results, and the designed algorithm performs well even for very low rate region.

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