Feedback Capacity of OU-Colored AWGN Channels
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We derive an explicit feedback capacity formula for the OU-Colored AWGN channel. Among many others, this result shows that at least in some cases, the continuous-time Schalkwijk-Kailath coding scheme achieves the feedback capacity for such a channel, and feedback may not increase the capacity of a continuous-time ACGN channel even if the noise process is colored.
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