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تسجيل مستخدم جديدOn the Cover and Pombra Gaussian Feedback Capacity: Complete Sequential Characterizations via a Sufficient Statistic
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The main objective of this paper is to derive a new sequential characterization of the Cover and Pombra cite{cover-pombra1989} characterization of the $n-$finite block or transmission feedback information ($n$-FTFI) capacity, which clarifies several issues of confusion and incorrect interpretation of results in literature. The optimal channel input processes of the new equivalent sequential characterizations are expressed as functionals of a sufficient statistic and a Gaussian orthogonal innovations process. From the new representations follows that the Cover and Pombra characterization of the $n-$FTFI capacity is expressed as a functional of two generalized matrix difference Riccati equations (DRE) of filtering theory of Gaussian systems. This contradicts results which are redundant in the literature, and illustrates the fundamental complexity of the feedback capacity formula.
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In the recent paper [1] it is shown, via an application example, that the Cover and Pombra [2] characterization of the $n-$block or transmission feedback capacity formula, of additive Gaussian noise (AGN) channels, is the subject of much confusion in
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