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Conference Paper: The ARMA(k) Gaussian feedback capacity

TitleThe ARMA(k) Gaussian feedback capacity
Authors
Issue Date2017
PublisherIEEE.
Citation
2017 IEEE International Symposium on Information Theory (ISIT), Aachen, Germany, 25-30 June 2017, p. 211-215 How to Cite?
AbstractUsing Kim's variational formulation [1] (with a slight yet important modification), we derive the ARMA(fc) Gaussian feedback capacity, i.e., the feedback capacity of an additive channel where the noise is a k-th order autoregressive moving average Gaussian process. More specifically, the ARMA(fc) Gaussian feedback capacity is expressed as a simple function evaluated at a solution to a system of polynomial equations, which proves to have only finitely many solutions for the cases k = 1,2 and possibly beyond.
Persistent Identifierhttp://hdl.handle.net/10722/247844
ISSN

 

DC FieldValueLanguage
dc.contributor.authorLiu, T-
dc.contributor.authorHan, G-
dc.date.accessioned2017-10-18T08:33:33Z-
dc.date.available2017-10-18T08:33:33Z-
dc.date.issued2017-
dc.identifier.citation2017 IEEE International Symposium on Information Theory (ISIT), Aachen, Germany, 25-30 June 2017, p. 211-215-
dc.identifier.issn2157-8117-
dc.identifier.urihttp://hdl.handle.net/10722/247844-
dc.description.abstractUsing Kim's variational formulation [1] (with a slight yet important modification), we derive the ARMA(fc) Gaussian feedback capacity, i.e., the feedback capacity of an additive channel where the noise is a k-th order autoregressive moving average Gaussian process. More specifically, the ARMA(fc) Gaussian feedback capacity is expressed as a simple function evaluated at a solution to a system of polynomial equations, which proves to have only finitely many solutions for the cases k = 1,2 and possibly beyond.-
dc.languageeng-
dc.publisherIEEE.-
dc.relation.ispartofIEEE International Symposium on Information Theory (ISIT)-
dc.rightsIEEE International Symposium on Information Theory (ISIT) . Copyright © IEEE.-
dc.rights©20xx IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.-
dc.titleThe ARMA(k) Gaussian feedback capacity-
dc.typeConference_Paper-
dc.identifier.emailHan, G: ghan@hku.hk-
dc.identifier.authorityHan, G=rp00702-
dc.description.naturelink_to_subscribed_fulltext-
dc.identifier.doi10.1109/ISIT.2017.8006520-
dc.identifier.scopuseid_2-s2.0-85034096295-
dc.identifier.hkuros282390-
dc.identifier.spage211-
dc.identifier.epage215-
dc.publisher.placeAachen, Germany-
dc.identifier.issnl2157-8095-

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