5 papers · 1 filter
Signalling and Control in Nonlinear Stochastic Systems: An Information State Approach with Applications
Charalambos D. Charalambous, Stelios Louka
We consider optimal signalling and control of discrete-time nonlinear partially observable stochastic systems in state space form. In the first part of the paper, we characterize t…
Characterization of the Gray-Wyner Rate Region for Multivariate Gaussian Sources: Optimality of Gaussian Auxiliary RV
Evagoras Stylianou, Charalambos D. Charalambous, Jan H. van Schuppen
Examined in this paper, is the Gray and Wyner achievable lossy rate region for a tuple of correlated multivariate Gaussian random variables (RVs) $X_1 : Ω\rightarrow {\mathbb R}^{p…
On the Capacity of Gaussian MIMO Channels with Memory
Sergey Loyka, Charalambos D. Charalambous
The operational capacity of Gaussian MIMO channels with memory was obtained by Brandenburg and Wyner in [9] under certain mild assumptions on the channel impulse response and its n…
A Riccati-Lyapunov Approach to Nonfeedback Capacity of MIMO Gaussian Channels Driven by Stable and Unstable Noise
Charalambos D. Charalambous, Stelios Louka
In this paper it is shown that the nonfeedback capacity of multiple-input multiple-output (MIMO) additive Gaussian noise (AGN) channels, when the noise is nonstationary and unstabl…
Indirect Rate Distortion Functions with Side Information: Structural Properties and Multivariate Gaussian Sources
Evagoras Stylianou, Michail Gkagkos, Charalambos D. Charalambous
In this paper, we analyze the indirect source coding problem with side information at both the encoder and decoder, as well as only at the decoder. We first derive structural prope…