Feedback Capacity of the Continuous-Time ARMA(1,1) Gaussian Channel
arxiv(2023)
摘要
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
y(t) =x(t) +z(t), where the channel
input {x(t) } satisfies average power constraint P and the
noise {z(t)} is a first-order autoregressive moving
average (ARMA(1,1)) Gaussian process satisfying
z^'(t)+κz(t)=(κ+λ)w(t)+w^'(t),
where κ>0, λ∈ℝ and {w(t) } is a
white Gaussian process with unit double-sided spectral density.
We show that the feedback capacity of this channel is equal to the unique
positive root of the equation
P(x+κ)^2 = 2x(x+|κ+λ|)^2
when -2κ<λ<0 and is equal to P/2
otherwise. Among many others, this result shows that, as opposed to a
discrete-time additive Gaussian channel, feedback may not increase the capacity
of a continuous-time additive Gaussian channel even if the noise process is
colored. The formula enables us to conduct a thorough analysis of the effect of
feedback on the capacity for such a channel. We characterize when the feedback
capacity equals or doubles the non-feedback capacity; moreover, we disprove
continuous-time analogues of the half-bit bound and Cover's 2P conjecture for
discrete-time additive Gaussian channels.
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