Feedback Capacity of Stationary Gaussian Channels Further Examined
From MaRDI portal
Publication:5223945
DOI10.1109/TIT.2018.2876897zbMATH Open1431.94095arXiv1702.03059OpenAlexW2964320221MaRDI QIDQ5223945FDOQ5223945
Authors: Tao Liu, Guangyue Han 
Publication date: 19 July 2019
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Abstract: It is well known that the problem of computing the feedback capacity of a stationary Gaussian channel can be recast as an infinite-dimensional optimization problem; moreover, necessary and sufficient conditions for the optimality of a solution to this optimization problem have been characterized, and based on this characterization, an explicit formula for the feedback capacity has been given for the case that the noise is a first-order autoregressive moving-average Gaussian process. In this paper, we further examine the above-mentioned infinite-dimensional optimization problem. We prove that unless the Gaussian noise is white, its optimal solution is unique, and we propose an algorithm to recursively compute the unique optimal solution, which is guaranteed to converge in theory and features an efficient implementation for a suboptimal solution in practice. Furthermore, for the case that the noise is a k-th order autoregressive moving-average Gaussian process, we give a relatively more explicit formula for the feedback capacity; more specifically, the feedback capacity is expressed as a simple function evaluated at a solution to a system of polynomial equations, which is amenable to numerical computation for the cases k=1, 2 and possibly beyond.
Full work available at URL: https://arxiv.org/abs/1702.03059
Cited In (2)
This page was built for publication: Feedback Capacity of Stationary Gaussian Channels Further Examined
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5223945)
