An Algorithm for Global Maximization of Secrecy Rates in Gaussian MIMO Wiretap Channels

Optimal signaling for secrecy rate maximization in Gaussian MIMO wiretap channels is considered. While this channel has attracted a significant attention recently and a number of results have been obtained, including the proof of the optimality of Gaussian signalling, an optimal transmit covariance matrix is known for some special cases only and the general case remains an open problem. An iterative custom-made algorithm to find a globally-optimal transmit covariance matrix in the general case is developed in this paper, with guaranteed convergence to a \textit{global} optimum. While the original optimization problem is not convex and hence difficult to solve, its minimax reformulation can be solved via the convex optimization tools, which is exploited here. The proposed algorithm is based on the barrier method extended to deal with a minimax problem at hand. Its convergence to a global optimum is proved for the general case (degraded or not) and a bound for the optimality gap is given for each step of the barrier method. The performance of the algorithm is demonstrated via numerical examples. In particular, 20 to 40 Newton steps are already sufficient to solve the sufficient optimality conditions with very high precision (up to the machine precision level), even for large systems. Even fewer steps are required if the secrecy capacity is the only quantity of interest. The algorithm can be significantly simplified for the degraded channel case and can also be adopted to include the per-antenna power constraints (instead or in addition to the total power constraint). It also solves the dual problem of minimizing the total power subject to the secrecy rate constraint.Comment: accepted by IEEE Transactions on Communication

On the relation of nonanticipative rate distortion function and filtering theory

In this paper the relation between nonanticipative rate distortion function (RDF) and Bayesian filtering theory is investigated using the topology of weak convergence of probability measures on Polish spaces. The relation is established via an optimization on the space of conditional distributions of the so-called directed information subject to fidelity constraints. Existence of the optimal reproduction distribution of the nonanticipative RDF is shown, while the optimal nonanticipative reproduction conditional distribution for stationary processes is derived in closed form. The realization procedure of nonanticipative RDF which is equivalent to joint-source channel matching for symbol-by-symbol transmission is described, while an example is introduced to illustrate the concepts.Comment: 6 pages, 4 figures, final version submitted for publication at 12th Biannual European Control Conference (ECC), 201