H2 optimal signal predictive quantization subject to channel loss

This paper is concerned with signal predictive quantization with channel loss. It uses the analysis and design tools of H₂ optimal filtering of discrete-time Markov jump linear system to obtain an optimal predictor for a signal predictive quantization system with channel loss. An LMI based design method is derived to design the predictor that minimizes the variance of the reconstruction error subject to the channel loss. Simulation results are presented to show the advantages of the obtained design method.