Time-Invariant Feedback Strategies Do Not Increase Capacity of AGN Channels Driven by Stable and Certain Unstable Autoregressive Noise

Charalambos D. Charalambous, Christos Kourtellaris, Sergey Loyka

The capacity of additive Gaussian noise (AGN) channels, $Y_t=X_t+V_t,t=1,\dots ,n$, $\frac{1}{n}\mathbf{E}\{{\sum }_{t=1}^n|X_t{|}^2\}\le \kappa ,\kappa \in [0,\infty )$, with time-inva…