The main objective of this paper is to derive a new sequential characterization of the Cover and Pombra \cite{cover-pombra1989} characterization of the $n-$finite block or transmission feedback information ($n$-FTFI) capacity, which clarifies several issues of confusion and incorrect interpretation of results in literature. The optimal channel input processes of the new equivalent sequential characterizations are expressed as functionals of a sufficient statistic and a Gaussian orthogonal innovations process. From the new representations follows that the Cover and Pombra characterization of the $n-$FTFI capacity is expressed as a functional of two generalized matrix difference Riccati equations (DRE) of filtering theory of Gaussian systems. This contradicts results which are redundant in the literature, and illustrates the fundamental complexity of the feedback capacity formula.
翻译:本文的主要目的是对 " 封面 " 和 " 波姆布拉 " 和 " 波姆布拉 " 和 " 波姆布拉 " 的 " 覆盖和 " 波姆布拉 " 进行新的顺序定性,确定 " 无限块 " 或 " 传输反馈信息 " 的能力,这澄清了文献中对结果的混淆和不正确解释的几个问题,新的等同 " 连续 " 特征的最佳渠道输入过程表现为足够的统计数据和高斯方位创新过程的功能,从新的表述中可以看出,对 " 美元-美元FTF " 能力的 " 覆盖和 " 波布拉 " 的定性表现为高斯系统过滤理论的两个通用矩阵差异Riccati方程式的功能,这与文献中多余的结果相矛盾,并说明了反馈能力公式的基本复杂性。