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Linear Gaussian channels: feedback capacity under power constraints

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3 Author(s)
Shaohua Yang ; DEAS, Harvard Univ., MA, USA ; A. Kavcic ; S. Tatikonda

For discrete-time power-constrained linear Gaussian channels with z-domain rational power spectral density functions: 1) Gauss-Markov sources achieve the feedback capacity; 2) a Kalman filter is optimal for processing the feedback information; 3) dynamic programming optimizes the Gauss-Markov source and computes the feedback capacity. Further, if the optimal Kalman filter reaches a steady state as the time k → ∞, then the asymptotic feedback capacity exists and its formula is given.

Published in:

Information Theory, 2004. ISIT 2004. Proceedings. International Symposium on

Date of Conference:

27 June-2 July 2004