Capacity-achieving Feedback Scheme for Gaussian Finite-State Markov Channels with Channel State Information

In this paper, we propose capacity-achieving communication schemes for Gaussian finite-state Markov channels (FSMCs) subject to an average channel input power constraint, under the assumption that the transmitters can have access to delayed noiseless output feedback as well as instantaneous or delayed channel state information (CSI). We show that the proposed schemes reveals connections between feedback communication and feedback control.

Convergence of Fundamental Limitations in Feedback Communication, Estimation, and Feedback Control over Gaussian Channels

In this paper, we establish the connections of the fundamental limitations in feedback communication, estimation, and feedback control over Gaussian channels, from a unifying perspective for information, estimation, and control. The optimal feedback communication system over a Gaussian necessarily employs the Kalman filter (KF) algorithm, and hence can be transformed into an estimation system and a feedback control system over the same channel. This follows that the information rate of the communication system is alternatively given by the decay rate of the Cramer-Rao bound (CRB) of the estimation system and by the Bode integral (BI) of the control system. Furthermore, the optimal tradeoff between the channel input power and information rate in feedback communication is alternatively characterized by the optimal tradeoff between the (causal) one-step prediction mean-square error (MSE) and (anti-causal) smoothing MSE (of an appropriate form) in estimation, and by the optimal tradeoff between the regulated output variance with causal feedback and the disturbance rejection measure (BI or degree of anti-causality) in feedback control. All these optimal tradeoffs have an interpretation as the tradeoff between causality and anti-causality. Utilizing and motivated by these relations, we provide several new results regarding the feedback codes and information theoretic characterization of KF. Finally, the extension of the finite-horizon results to infinite horizon is briefly discussed under specific dimension assumptions (the asymptotic feedback capacity problem is left open in this paper).