On Continuous-Time Gaussian Channels

A continuous-time white Gaussian channel can be formulated using a white Gaussian noise, and a conventional way for examining such a channel is the sampling approach based on the Shannon-Nyquist sampling theorem, where the original continuous-time channel is converted to an equivalent discrete-time channel, to which a great variety of established tools and methodology can be applied. However, one of the key issues of this scheme is that continuous-time feedback and memory cannot be incorporated into the channel model. It turns out that this issue can be circumvented by considering the Brownian motion formulation of a continuous-time white Gaussian channel. Nevertheless, as opposed to the white Gaussian noise formulation, a link that establishes the information-theoretic connection between a continuous-time channel under the Brownian motion formulation and its discrete-time counterparts has long been missing. This paper is to fill this gap by establishing causality-preserving connections between continuous-time Gaussian feedback/memory channels and their associated discrete-time versions in the forms of sampling and approximation theorems, which we believe will play important roles in the long run for further developing continuous-time information theory. As an immediate application of the approximation theorem, we propose the so-called approximation approach to examine continuous-time white Gaussian channels in the point-to-point or multi-user setting. It turns out that the approximation approach, complemented by relevant tools from stochastic calculus, can enhance our understanding of continuous-time Gaussian channels in terms of giving alternative and strengthened interpretation to some long-held folklore, recovering "long known" results from new perspectives, and rigorously establishing new results predicted by the intuition that the approximation approach carries

Information capacity in the weak-signal approximation

We derive an approximate expression for mutual information in a broad class of discrete-time stationary channels with continuous input, under the constraint of vanishing input amplitude or power. The approximation describes the input by its covariance matrix, while the channel properties are described by the Fisher information matrix. This separation of input and channel properties allows us to analyze the optimality conditions in a convenient way. We show that input correlations in memoryless channels do not affect channel capacity since their effect decreases fast with vanishing input amplitude or power. On the other hand, for channels with memory, properly matching the input covariances to the dependence structure of the noise may lead to almost noiseless information transfer, even for intermediate values of the noise correlations. Since many model systems described in mathematical neuroscience and biophysics operate in the high noise regime and weak-signal conditions, we believe, that the described results are of potential interest also to researchers in these areas.Comment: 11 pages, 4 figures; accepted for publication in Physical Review

Power and Bandwidth Efficient Coded Modulation for Linear Gaussian Channels

A scheme for power- and bandwidth-efficient communication on the linear Gaussian channel is proposed. A scenario is assumed in which the channel is stationary in time and the channel characteristics are known at the transmitter. Using interleaving, the linear Gaussian channel with its intersymbol interference is decomposed into a set of memoryless subchannels. Each subchannel is further decomposed into parallel binary memoryless channels, to enable the use of binary codes. Code bits from these parallel binary channels are mapped to higher-order near-Gaussian distributed constellation symbols. At the receiver, the code bits are detected and decoded in a multistage fashion. The scheme is demonstrated on a simple instance of the linear Gaussian channel. Simulations show that the scheme achieves reliable communication at 1.2 dB away from the Shannon capacity using a moderate number of subchannels

Minimum-Information LQG Control - Part I: Memoryless Controllers

With the increased demand for power efficiency in feedback-control systems, communication is becoming a limiting factor, raising the need to trade off the external cost that they incur with the capacity of the controller's communication channels. With a proper design of the channels, this translates into a sequential rate-distortion problem, where we minimize the rate of information required for the controller's operation under a constraint on its external cost. Memoryless controllers are of particular interest both for the simplicity and frugality of their implementation and as a basis for studying more complex controllers. In this paper we present the optimality principle for memoryless linear controllers that utilize minimal information rates to achieve a guaranteed external-cost level. We also study the interesting and useful phenomenology of the optimal controller, such as the principled reduction of its order