arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1702.03059cs.ITmath.IT
收藏

平稳高斯信道反馈容量的进一步研究

Feedback Capacity of Stationary Gaussian Channels Further Examined

Tao Liu, Guangyue Han

摘要:

众所周知,计算平稳高斯信道的反馈容量的问题可以被改写为无限维优化问题;此外,已经表征了该优化问题的解的最优性的必要和充分条件,并且基于该表征,在噪声为一阶自回归滑动平均高斯过程的情况下,给出了反馈容量的显式表达式。在本文中,我们进一步研究上述无限维优化问题。我们证明了除非高斯噪声是白噪声,否则它的最优解是唯一的,并且我们提出了一个递归计算唯一最优解的算法,该算法在理论上保证收敛,在实践中具有次优解的有效实现。此外,对于噪声是k阶自回归移动平均高斯过程的情况下,我们给出了一个相对更明确的公式的反馈能力,更具体地说,反馈能力表示为一个简单的函数,评估在一个系统的多项式方程的解决方案,这是服从数值计算的情况下k=1,2和可能超越。

英文摘要:

It is well known that the problem of computing the feedback capacity of a stationary Gaussian channel can be recast as an infinite-dimensional optimization problem; moreover, necessary and sufficient conditions for the optimality of a solution to this optimization problem have been characterized, and based on this characterization, an explicit formula for the feedback capacity has been given for the case that the noise is a first-order autoregressive moving-average Gaussian process. In this paper, we further examine the above-mentioned infinite-dimensional optimization problem. We prove that unless the Gaussian noise is white, its optimal solution is unique, and we propose an algorithm to recursively compute the unique optimal solution, which is guaranteed to converge in theory and features an efficient implementation for a suboptimal solution in practice. Furthermore, for the case that the noise is a k-th order autoregressive moving-average Gaussian process, we give a relatively more explicit formula for the feedback capacity; more specifically, the feedback capacity is expressed as a simple function evaluated at a solution to a system of polynomial equations, which is amenable to numerical computation for the cases k=1, 2 and possibly beyond.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑