On the Feedback Capacity of Power-Constrained Gaussian Noise Channels With Memory

DOI10.1109/TIT.2006.890728zbMATH Open1310.94085arXivcs/0701099OpenAlexW2111423750MaRDI QIDQ3548288FDOQ3548288

Shaohua Yang, Aleksandar Kavčić, Sekhar Tatikonda

Publication date: 21 December 2008

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Abstract: 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.

Full work available at URL: https://arxiv.org/abs/cs/0701099

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Mathematics Subject Classification ID

Coding theorems (Shannon theory) (94A24) Channel models (including quantum) in information and communication theory (94A40)

Cited In (3)

• Optimal Control and Signaling Strategies of Control-Coding Capacity of General Decision Models: Applications to Gaussian Models and Decentralized Strategies
• Nonanticipative Duality of Sources and Channels with Memory and Feedback
• Ergodic Control-Coding Capacity of Stochastic Control Systems: Information Signalling and Hierarchical Optimality of Gaussian Systems

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