On the Feedback Capacity of Power Constrained Gaussian Noise Channels with Memory
| dc.creator | Yang, Shaohua | |
| dc.creator | Kavcic, Aleksandar | |
| dc.creator | Tatikonda, Sekhar | |
| dc.date | 2007-01-16 | |
| dc.date.accessioned | 2026-07-07T08:16:58Z | |
| dc.date.available | 2026-07-07T08:16:58Z | |
| dc.description | For a stationary additive Gaussian-noise channel with a rational noise power spectrum of a finite-order $L$, we derive two new results for the feedback capacity under an average channel input power constraint. First, we show that a very simple feedback-dependent Gauss-Markov source achieves the feedback capacity, and that Kalman-Bucy filtering is optimal for processing the feedback. Based on these results, we develop a new method for optimizing the channel inputs for achieving the Cover-Pombra block-length-$n$ feedback capacity by using a dynamic programming approach that decomposes the computation into $n$ sequentially identical optimization problems where each stage involves optimizing $O(L^2)$ variables. Second, we derive the explicit maximal information rate for stationary feedback-dependent sources. In general, evaluating the maximal information rate for stationary sources requires solving only a few equations by simple non-linear programming. For first-order autoregressive and/or moving average (ARMA) noise channels, this optimization admits a closed form maximal information rate formula. The maximal information rate for stationary sources is a lower bound on the feedback capacity, and it equals the feedback capacity if the long-standing conjecture, that stationary sources achieve the feedback capacity, holds. | |
| dc.description | Transaction on Information Theory, accepted version, first version submitted on Oct 22, 2003 | |
| dc.identifier | https://arxiv.org/abs/cs/0701099 | |
| dc.identifier | http://arxiv.org/abs/cs/0701099 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/133974 | |
| dc.subject | Information Theory | |
| dc.title | On the Feedback Capacity of Power Constrained Gaussian Noise Channels with Memory | |
| dc.type | text |