Is maximum entropy noise the worst?

Author

Diggavi, Suhas N. ; Cover, Thomas M.

Author_Institution

Inf. Syst. Lab., Stanford Univ., CA, USA

fYear

1997

fDate

29 Jun-4 Jul 1997

Firstpage

278

Abstract

We find the worst constrained noise processes for the additive noise channel. If the signal and noise covariances lie in bounded convex sets, we show that a random Gaussian codebook and a decoding scheme based on a Gaussian metric achieve the minimax rate. We demonstrate the solution to the game-theoretic problem when we have a banded matrix constraint (specified up to a certain covariance lag) on the noise covariance matrix and show that under certain conditions (sufficient input power) the maximum entropy noise is also the solution to the minimax problem

Keywords

Gaussian channels; Gaussian noise; channel coding; covariance matrices; decoding; game theory; maximum entropy methods; minimax techniques; Gaussian metric; additive noise channel; banded matrix constraint; bounded convex sets; covariance lag; decoding scheme; game-theoretic problem; input power; maximum entropy noise; minimax rate; noise covariance; noise covariance matrix; random Gaussian codebook; signal covariance; worst constrained noise processes; Additive noise; Codes; Covariance matrix; Decoding; Entropy; Game theory; Gaussian noise; Information systems; Minimax techniques; Mutual information;

fLanguage

English

Publisher

ieee

Conference_Titel

Information Theory. 1997. Proceedings., 1997 IEEE International Symposium on

Conference_Location

Ulm

Print_ISBN

0-7803-3956-8

Type

conf

DOI

10.1109/ISIT.1997.613196

Filename

613196