On the Feedback Capacity of Stationary Gaussian Channels
<|reference_start|>On the Feedback Capacity of Stationary Gaussian Channels: The capacity of stationary additive Gaussian noise channels with feedback is characterized as the solution to a variational problem. Toward this end, it is proved that the optimal feedback coding scheme is stationary. When specialized to the first-order autoregressive moving-average noise spectrum, this variational characterization yields a closed-form expression for the feedback capacity. In particular, this result shows that the celebrated Schalkwijk--Kailath coding scheme achieves the feedback capacity for the first-order autoregressive moving-average Gaussian channel, resolving a long-standing open problem studied by Butman, Schalkwijk--Tiernan, Wolfowitz, Ozarow, Ordentlich, Yang--Kavcic--Tatikonda, and others.<|reference_end|>
@article{kim2005on,
    title={On the Feedback Capacity of Stationary Gaussian Channels},
    author={Young-Han Kim},
    journal={arXiv preprint arXiv:cs/0509078},
    year={2005},
    archivePrefix={arXiv},
    eprint={cs/0509078},
    primaryClass={cs.IT math.IT}
}