  We revisit the sequential rate-distortion (SRD) trade-off problem for
vector-valued Gauss-Markov sources with mean-squared error distortion
constraints. We show via a counterexample that the dynamic reverse
water-filling algorithm suggested by [1, eq. (15)] is not applicable to this
problem, and consequently the closed form expression of the asymptotic SRD
function derived in [1, eq. (17)] is not correct in general. Nevertheless, we
show that the multidimensional Gaussian SRD function is semidefinite
representable and thus it is readily computable.
