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Previous studies have shown that per-antenna rate and power control can greatly increase the data throughput of vertical Bell Labs layered space-time (V-BLAST), while an extra transmit antenna selection can provide additional diversity advantage. We combine the transmit antenna selection with power and rate control for each antenna. We derive a simple criterion for minimum bit-error rate (BER) or minimum total transmit power when the data throughput is constant over time. Zero-forcing and zero-forcing successive interference cancellation detections are considered. For practical implementation, we also present a fast algorithm that gives near-optimal performance with very low complexity. Simulation results show that the proposed closed-loop BLAST outperforms the open-loop V-BLAST significantly in terms of BER performance, especially when the antennas exhibit strong fading correlations.