An upper bound to the capacity of discrete time Gaussian channel with feedback. II

We give an upper bound on the finite block length capacity of a discrete time nonstationary Gaussian channel with feedback. With the aid of minimization of a quadratic form, it is proved that the feedback capacity C/sub n,FB/(P) and the nonfeedback capacity C/sub n/(P) satisfy C/sub n/(P)/spl les/C/sub n,FB/(P)/spl les/C/sub n/(P/sup */) where P/sup */ is concretely given.<
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