Sequential Characterizations of Cover and Pombra Gaussian Feedback Capacity: Generalizations to MIMO Channels via Sufficient Statistic

The multiple-input multiple-output (MIMO) generalization of Cover’s and Pombra’s Gaussian feedback capacity [1] is considered. A sequential characterization of the finite block or transmission feedback information (FTFI) capacity is derived, with the optimal channel input process expressed as functional of a sufficient statistic and a Gaussian orthogonal innovations process. From the new represent...