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

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http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/3587 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/3587 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/3587 archive 351 disk0/00/00/35/61 2016-01-15 02:01:25 2021-08-27 17:14:05 2016-01-15 02:01:25 monograph show 2 Takeuchi Y. AL1725 On the Optimal Transmission of Non-Gaussian Signals through a Noisy Channel with Feedback pub iis_met iis_sys prog_sds 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. 1991-01 published WP-91-002 WP-91-002 10 2766 public working_paper IIASA, Laxenburg, Austria 24 FALSE info:eu-repo/semantics/book