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

DOI10.1109/TIT.2017.2724552zbMATH Open1390.94036arXiv1604.02742OpenAlexW2963117578WikidataQ58037974 ScholiaQ58037974MaRDI QIDQ4566546FDOQ4566546

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)

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.

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

Mathematics Subject Classification ID

Communication theory (94A05)

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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