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连续时间 ARMA(1,1) 高斯信道的反馈容量

Feedback Capacity of the Continuous-Time ARMA(1,1) Gaussian Channel

Jun Su, Guangyue Han, Shlomo Shamai

AI总结:

本文研究连续时间 ARMA(1,1) 高斯信道,闭式推导反馈容量,并据此分析反馈增益及反驳相关经典界与猜想。

摘要:

我们考虑连续时间 ARMA(1,1) 高斯信道,并以闭式形式推导其反馈容量。更具体地说,该信道由 $\boldsymbol{y}(t) =\boldsymbol{x}(t) +\boldsymbol{z}(t)$ 给出,其中信道输入 $\{\boldsymbol{x}(t)\}$ 满足平均功率约束 $P$,噪声 $\{\boldsymbol{z}(t)\}$ 是一阶自回归滑动平均(ARMA(1,1))高斯过程,满足 $\boldsymbol{z}'(t)+κ\boldsymbol{z}(t)=(κ+λ)\boldsymbol{w}(t)+\boldsymbol{w}'(t)$,其中 $κ>0$、$λ\in\mathbb{R}$,且 $\{\boldsymbol{w}(t)\}$ 是具有单位双边谱密度的白高斯过程。我们证明,当 $-2κ<λ<0$ 时,该信道的反馈容量等于方程 $P(x+κ)^2 = 2x(x+|κ+λ|)^2$ 的唯一正根;在其他情况下则等于 $P/2$。除诸多结论外,该结果表明:与离散时间加性高斯信道相反,即使噪声过程是有色的,反馈也可能不会提高连续时间加性高斯信道的容量。该公式使我们能够彻底分析反馈对此类信道容量的影响。我们刻画了反馈容量何时等于或两倍于无反馈容量;此外,我们还反驳了离散时间加性高斯信道的半比特界和 Cover 的 $2P$ 猜想在连续时间中的对应结论。

英文摘要:

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 $\boldsymbol{y}(t) =\boldsymbol{x}(t) +\boldsymbol{z}(t)$, where the channel input $\{\boldsymbol{x}(t) \}$ satisfies average power constraint $P$ and the noise $\{\boldsymbol{z}(t)\}$ is a first-order {\em autoregressive moving average} (ARMA(1,1)) Gaussian process satisfying $$ \boldsymbol{z}^\prime(t)+κ\boldsymbol{z}(t)=(κ+λ)\boldsymbol{w}(t)+\boldsymbol{w}^\prime(t), $$ where $κ>0,~λ\in\mathbb{R}$ and $\{\boldsymbol{w}(t) \}$ 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 $$ P(x+κ)^2 = 2x(x+\vert κ+λ\vert)^2 $$ 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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