This paper is concerned with the problem of obtaining the optimal linear vector coding (transformation) method that matches an <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">r</tex> -dimensional vector signal and a <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">k</tex> -dimensional channel under a given channel power constraint and mean-squared-error criterion. The encoder converts the <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">r</tex> correlated random variables into <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">r</tex> independent random variables and selects at most <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">k</tex> independent random variables which correspond to the <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">k</tex> largest eigenvaiues of the signal covariance matrix <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">Q</tex> . The encoder reinserts cross correlation into the <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">k</tex> random variables in such a way that the largest eigenvalue of <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">Q</tex> is assigned to the smallest eigenvalue of the channel noise covariance matrix <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">R</tex> and the second largest eigenvalue of <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">Q</tex> to the second smallest eigenvalue of <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">R</tex> , etc. When only the total power for all <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">k</tex> channels is prescribed, the optimal individual channel power assignments are obtained in terms of the total power, the eigenvalues of <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">Q</tex> , and the eigenvalues of <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">R</tex> . When the individual channel power limits are constrained by <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">P₁, ..., Pₖ</tex> and <tex xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">R</tex> is a diagonal matrix, the necessary conditions of an inverse eigenvalue problem must be satisfied to optimize the vector signal transmission system. An iterative numerical method has been developed for the case of correlated channel noise.
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Lee et al. (1976) studied this question.
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