论文标题
反馈容量和带有Arma Gaussian噪音的Kalman过滤器的变体:明确的界限和反馈编码设计
Feedback Capacity and a Variant of the Kalman Filter with ARMA Gaussian Noises: Explicit Bounds and Feedback Coding Design
论文作者
论文摘要
在本文中,我们将一个反馈通道与任何有限级自回归的移动平均(ARMA)高斯噪音与卡尔曼过滤器的变体联系起来。鉴于这种情况,我们获得了这种有色高斯噪音的反馈能力相对明确的下限,并且认为这些界限与文献中的各种现有结果一致。同时,这种卡尔曼滤波器的这种变体还导致具有清晰结构的显式递归编码方案,以实现下限。通常,我们的结果提供了另一种观点,同时指出了反馈能力问题的潜在范围。
In this paper, we relate a feedback channel with any finite-order autoregressive moving-average (ARMA) Gaussian noises to a variant of the Kalman filter. In light of this, we obtain relatively explicit lower bounds on the feedback capacity for such colored Gaussian noises, and the bounds are seen to be consistent with various existing results in the literature. Meanwhile, this variant of the Kalman filter also leads to explicit recursive coding schemes with clear structures to achieve the lower bounds. In general, our results provide an alternative perspective while pointing to potentially tighter bounds for the feedback capacity problem.