2020 IEEE International Symposium
on Information Theory
21-26 June 2020 • Los Angeles, California, USA
| Paper ID | S.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. | ||
Plan Ahead
2021 IEEE International Symposium on Information Theory
11-16 July 2021 | Melbourne, Victoria, Australia
