相关论文: Feedback Capacity and a Variant of the Kalman Filt…
In this paper, we relate the feedback capacity of parallel additive colored Gaussian noise (ACGN) channels to a variant of the Kalman filter. By doing so, we obtain lower bounds on the feedback capacity of such channels, as well as the…
We consider the continuous-time ARMA(1,1) Gaussian channel and derive its feedback capacity in closed form. More specifically, the channel is given by $\boldsymbol{y}(t) =\boldsymbol{x}(t) +\boldsymbol{z}(t)$, where the channel input…
In this paper we derive closed-form formulas of feedback capacity and nonfeedback achievable rates, for Additive Gaussian Noise (AGN) channels driven by nonstationary autoregressive moving average (ARMA) noise (with unstable one poles and…
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…
Gaussian channels with memory and with noiseless feedback have been widely studied in the information theory literature. However, a coding scheme to achieve the feedback capacity is not available. In this paper, a coding scheme is proposed…
Numerical upper and lower bounds to the information rate transferred through the additive white Gaussian noise channel affected by discrete-time multiplicative autoregressive moving-average (ARMA) phase noise are proposed in the paper. The…
Finding a computable expression for the feedback capacity of channels with colored Gaussian, additive noise is a long standing open problem. In this paper, we solve this problem in the scenario where the channel has multiple inputs and…
In this paper, the k-th order autoregressive moving average (ARMA(k)) Gaussian wiretap channel with noiseless causal feedback is considered, in which an eavesdropper receives noisy observations of the signals in both forward and feedback…
We consider a linear Gaussian noise channel used with delayed feedback. The channel noise is assumed to be a ARMA (autoregressive and/or moving average) process. We reformulate the Gaussian noise channel into an intersymbol interference…
The capacity of stationary additive Gaussian noise channels with feedback is characterized as the solution to a variational problem. Toward this end, it is proved that the optimal feedback coding scheme is stationary. When specialized to…
In this paper, we revisit the problem of finding the average capacity of the Gaussian feedback channel. First, we consider the problem of finding the average capacity of the analog Gaussian noise channel where the noise has an arbitrary…
The feedback capacity of additive stationary Gaussian noise channels is characterized as the solution to a variational problem. Toward this end, it is proved that the optimal feedback coding scheme is stationary. When specialized to the…
In \cite{butman1976} the linear coding scheme is applied, $X_t =g_t\Big(\Theta - {\bf E}\Big\{\Theta\Big|Y^{t-1}, V_0=v_0\Big\}\Big)$, $t=2,\ldots,n$, $X_1=g_1\Theta$, with $\Theta: \Omega \to {\mathbb R}$, a Gaussian random variable, to…
In this paper, we investigate the additive Gaussian noise channel with noisy feedback. We consider the setup of linear coding of the feedback information and Gaussian signaling of the message (i.e. Cover-Pombra Scheme). Then, we derive the…
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…
In this paper, we establish the connections of the fundamental limitations in feedback communication, estimation, and feedback control over Gaussian channels, from a unifying perspective for information, estimation, and control. The optimal…
We consider an additive Gaussian channel with additive Gaussian noise feedback. We derive an upper bound on the n-block capacity (defined by Cover [1]). It is shown that this upper bound can be obtained by solving a convex optimization…
In this paper, we propose an approach to numerically compute the feedback capacity of stationary finite dimensional Gaussian channels and construct (arbitrarily close to) capacity-achieving feedback codes. In particular, we first extend the…
The feedback capacity of the stationary Gaussian additive noise channel has been open, except for the case where the noise is white. Here we find the feedback capacity of the stationary first-order moving average additive Gaussian noise…
We consider the feedback capacity of a MIMO channel whose channel output is given by a linear state-space model driven by the channel inputs and a Gaussian process. The generality of our state-space model subsumes all previous studied…