Title :
Is maximum entropy noise the worst?
Author :
Diggavi, Suhas N. ; Cover, Thomas M.
Author_Institution :
Inf. Syst. Lab., Stanford Univ., CA, USA
fDate :
29 Jun-4 Jul 1997
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;
Conference_Titel :
Information Theory. 1997. Proceedings., 1997 IEEE International Symposium on
Conference_Location :
Ulm
Print_ISBN :
0-7803-3956-8
DOI :
10.1109/ISIT.1997.613196
