On Gaussian feedback capacity

Abstract

Pinsker and Ebert (1970) proved that in channels with additive Gaussian noise, feedback at most doubles the capacity. Cover and Pombra (1989) proved that feedback at most adds half a bit per transmission. Following their approach, the author proves that in the limit as signal power approaches either zero (very low SNR) or infinity (very high SNR), feedback does not increase the finite block-length capacity (which for nonstationary Gaussian channels replaces the standard notion of capacity that may not exist). Tighter upper bounds on the capacity are obtained in the process. Specializing these results to stationary channels, the author recovers some of the bounds recently obtained by Ozarow.