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Paper Detail

Paper IDS.3.1
Paper Title A Connection between Feedback Capacity and Kalman Filter for Colored Gaussian Noises
Authors Song Fang, Quanyan Zhu, New York University, United States
Session S.3: Channels with Feedback
Presentation Lecture
Track Shannon Theory
Manuscript  Click here to download the manuscript
Virtual Presentation  Click here to watch in the Virtual Symposium
Abstract In this paper, we establish a connection between the feedback capacity of additive colored Gaussian noise channels and the Kalman filters with additive colored Gaussian noises. In light of this, we are able to provide lower bounds on feedback capacity of such channels with finite-order auto-regressive moving average colored noises, and the bounds are seen to be consistent with various existing results in the literature; particularly, the bound is tight in the case of first-order auto-regressive moving average colored noises. On the other hand, the Kalman filtering systems, after certain equivalence transformations, can be employed as recursive coding schemes/algorithms to achieve the lower bounds. In general, our results provide an alternative perspective while pointing to potentially tighter bounds for the feedback capacity problem.

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2021 IEEE International Symposium on Information Theory

11-16 July 2021 | Melbourne, Victoria, Australia

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