Feedback Capacity of Stationary Gaussian Channels

Abstract-- 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 first-order autoregressive moving-average noise spectrum, this variational characterization yields a closed-form expression for the feedback capacity. In particular, this result shows that the celebrated Schalkwijk

• Type: Journal
• Year: 2006
• Where: CORR
• Authors: Young-Han Kim
• Keywords: Autoregressive Moving-average Noise, CORR 2006, Education, Feedback Capacity, Schalkwijk­Kailath Coding Scheme