On the Optimal Transmission of Non-Gaussian Signals through a Noisy Channel with Feedback

Takeuchi, Y. (1991). On the Optimal Transmission of Non-Gaussian Signals through a Noisy Channel with Feedback. IIASA Working Paper. IIASA, Laxenburg, Austria: WP-91-002

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Abstract

This paper is concerned with the optimal transmission of a non-Gaussian signal (a non-Gaussian message) through a channel with Gaussian white noise by a cording which is linear in the signal. Under the assumptions of square integrability on the signal and the independence between the signal and the noise, it will be shown that the optimal cording which maximizes the mutual information between the signal (the non-Gaussian message) and the observation process (the channel output) is to generate the estimation error process multiplied by a deterministic coefficient so that the mean power of the encorded signal takes the maximum admissible value. The result shows that the optimal transmission is such that the channel output becomes the innovations process.

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