On the Feedback Capacity of Stationary Gaussian Channels

dc.creatorKim, Young-Han
dc.date2005-09-27
dc.date2005-11-14
dc.date.accessioned2026-07-07T08:15:40Z
dc.date.available2026-07-07T08:15:40Z
dc.descriptionThe capacity of stationary additive Gaussian noise channels with feedback is characterized as the solution to a variational problem. Toward this end, it is proved that the optimal feedback coding scheme is stationary. When specialized to the first-order autoregressive moving-average noise spectrum, this variational characterization yields a closed-form expression for the feedback capacity. In particular, this result shows that the celebrated Schalkwijk--Kailath coding scheme achieves the feedback capacity for the first-order autoregressive moving-average Gaussian channel, resolving a long-standing open problem studied by Butman, Schalkwijk--Tiernan, Wolfowitz, Ozarow, Ordentlich, Yang--Kavcic--Tatikonda, and others.
dc.description11 pages, v2: corrected a few typos, 43rd Annual Allerton Conference on Communication, Control and Computing, Monticello, IL, USA, Sept. 28-30, 2005
dc.identifierhttps://arxiv.org/abs/cs/0509078
dc.identifierhttp://arxiv.org/abs/cs/0509078
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/133521
dc.subjectInformation Theory
dc.titleOn the Feedback Capacity of Stationary Gaussian Channels
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