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

@article{Yang2007OnTF,
  title={On the Feedback Capacity of Power-Constrained Gaussian Noise Channels With Memory},
  author={Shaohua Yang and Aleksandar Kavcic and Sekhar Tatikonda},
  journal={IEEE Transactions on Information Theory},
  year={2007},
  volume={53},
  pages={929-954}
}
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… CONTINUE READING
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