The secrecy capacity of MIMO Gaussian channels with finite memory

Privacy is a critical issue when communicating over shared mediums. A fundamental model for the information-theoretic analysis of secure communications is the wiretap channel (WTC), which consists of a communicating pair and an eavesdropper. In this work we study the secrecy capacity of Gaussian multiple-input multiple-output (MIMO) WTCs with finite memory. These channels are very common in wireless communications as well as in wireline communications (e.g., in power line communications). We derive a closed-form expression for the secrecy capacity of the MIMO Gaussian WTC with finite memory via the analysis of an equivalent block-memoryless model, which is transformed into a set of parallel independent memoryless MIMO WTCs. The secrecy capacity is expressed as the maximization over the input covariance matrices in the frequency domain. Finally, we show that for the Gaussian scalar WTC with finite memory, the secrecy capacity can be obtained by waterfilling.