In this paper we obtain the complete solution to the following problem: A Gaussian stochastic process left brace theta //t,t epsilon left bracket 0,t//f right bracket right brace satisfying a certain stochastic differential equation is to be transmitted through a stochastic channel to a receiver under minimum mean squared error distortion measure. The channel is to be used for exactly t//f seconds and, in addition to the White-Gaussian noise with a given energy level, the channel is also corrupted by another source whose output may be correlated with the input to the channel and which satisfies a given power constraint. There is an input power constraint to the channel, and a noiseless feedback is allowed between the receiver (decoder) and the transmitter (encoder). The paper provides the best linear causal encoder and decoder structures that function optimally under worst admissible noise inputs to the channel.
|Original language||English (US)|
|Title of host publication||Unknown Host Publication Title|
|Number of pages||3|
|State||Published - 1986|
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