Sequential Necessary and Sufficient Conditions for Capacity Achieving Distributions of Channels With Memory and Feedback

DOI10.1109/TIT.2017.2724552MaRDI QIDQ4566546zbMATH OpenOpenAlexWikidataFDO

Authors Photios A. Stavrou, Christos K. Kourtellaris, Charalambos D. Charalambous

Publication date 27 June 2018

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

Full work available at URL https://arxiv.org/abs/1604.02742

Mathematics Subject Classification ID

Communication theory (94A05)

Abstract: We derive sequential necessary and sufficient conditions for any channel input conditional distribution ${calP}_{0,n}riangleq{P}_{X_t|X^{t-1},Y^{t-1}}:t=0,ldots,n$ to maximize the finite-time horizon directed information defined by ${\displaystyle }$C^{FB}_{X^n ightarrow Y^n} riangleq sup_{{cal P}_{0,n}} I(X^n ightarrow{Y^n}),~~~ I(X^n ightarrow Y^n) =sum_{t=0}^n{I}(X^t;Y_t|Y^{t-1})${\displaystyle }$ for channel distributions $P_{Y_t|Y^{t-1},X_t}:t=0,ldots,n$ and $P_{Y_t|Y_{t-M}^{t-1},X_t}:t=0,ldots,n$, where $Y^{t}riangleq{Y}_0,ldots,Y_t$ and $X^{t}riangleq{X}_0,ldots,X_t$ are the channel input and output random processes, and $M$ is a finite nonnegative integer. oi We apply the necessary and sufficient conditions to application examples of time-varying channels with memory and we derive recursive closed form expressions of the optimal distributions, which maximize the finite-time horizon directed information. Further, we derive the feedback capacity from the asymptotic properties of the optimal distributions by investigating the limit ${\displaystyle }$C_{X^infty ightarrow Y^infty}^{FB} riangleq lim_{n longrightarrow infty} frac{1}{n+1} C_{X^n ightarrow Y^n}^{FB}${\displaystyle }$ without any 'a priori assumptions, such as, stationarity, ergodicity or irreducibility of the channel distribution. The necessary and sufficient conditions can be easily extended to a variety of channels with memory, beyond the ones considered in this paper.

Cited in

(2)

• Ergodic control-coding capacity of stochastic control systems: information signalling and hierarchical optimality of Gaussian systems
• Optimal Control and Signaling Strategies of Control-Coding Capacity of General Decision Models: Applications to Gaussian Models and Decentralized Strategies

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