Directed information on abstract spaces: Properties and variational equalities

CD Charalambous, PA Stavrou - IEEE Transactions on …, 2016 - ieeexplore.ieee.org
Directed information or its variants are utilized extensively in the characterization of the
capacity of channels with memory and feedback, nonanticipative lossy data compression …

Optimal Control and Signaling Strategies of Control-Coding Capacity of General Decision Models: Applications to Gaussian Models and Decentralized Strategies

CD Charalambous, CK Kourtellaris, I Tzortzis - SIAM Journal on Control and …, 2024 - SIAM
We investigate the control-coding (CC) capacity of general dynamical decision models
(DMs) that involve nonlinear filtering, which is absent in the specific DMs investigated in [CK …

Capacity achieving distributions and separation principle for feedback Gaussian channels with memory: The LQG theory of directed information

CD Charalambous, CK Kourtellaris… - IEEE Transactions on …, 2018 - ieeexplore.ieee.org
A method is developed to realize optimal channel input conditional distributions, which
maximize the finite transmission feedback information (FTFI) capacity, often called n-block …

Feedback Capacity of Nonlinear Decision Models with General Noise: Gaussian Applications with Filtering and Control Riccati Equations

CD Charalambous, S Louka - 2024 IEEE International …, 2024 - ieeexplore.ieee.org
We characterize the feedback capacity C_FB of general nonlinear decision models (N-DM)
through the n-finite trans-mission or block length feedback information (n-FTFI) capacity …

Ergodic control-coding capacity of stochastic control systems: Information signalling and hierarchical optimality of Gaussian systems

CD Charalambous, C Kourtellaris, I Tzortzis - SIAM Journal on Control and …, 2020 - SIAM
The control-coding (CC) capacity of dynamical decision models (DMs) is defined as the
maximum amount of information transfer per unit time from its inputs to its outputs, called CC …

Information structures for feedback capacity of channels with memory and transmission cost: Stochastic optimal control and variational equalities

CK Kourtellaris… - IEEE Transactions on …, 2017 - ieeexplore.ieee.org
Stochastic optimal control theory and a variational equality of directed information are
applied, to develop a methodology to identify the information structures of optimal channel …

A connection between feedback capacity and Kalman filter for colored Gaussian noises

S Fang, Q Zhu - 2020 IEEE International Symposium on …, 2020 - ieeexplore.ieee.org
In this paper, we establish a connection between the feedback capacity of additive colored
Gaussian noise channels and the Kalman filters with additive colored Gaussian noises. In …

Some results on the computation of feedback capacity of Gaussian channels with memory

AR Pedram, T Tanaka - 2018 56th Annual Allerton Conference …, 2018 - ieeexplore.ieee.org
We study the problem of computing the capacity of channels with feedback for the class of
Gaussian channels with linear state-space models (possibly with hidden states) under the …

Feedback capacity of parallel ACGN channels and Kalman filter: Power allocation with feedback

S Fang, Q Zhu - arXiv preprint arXiv:2102.02730, 2021 - arxiv.org
In this paper, we relate the feedback capacity of parallel additive colored Gaussian noise
(ACGN) channels to a variant of the Kalman filter. By doing so, we obtain lower bounds on …

Sequential necessary and sufficient conditions for optimal channel input distributions of channels with memory and feedback

PA Stavrou, CD Charalambous… - … on Information Theory …, 2016 - ieeexplore.ieee.org
We derive Sequential Necessary and Sufficient Conditions (SNSC) for any channel input
distribution P 0, n= ̑ {P ((X t)| X t-1, Y t-1): t= 0, 1,..., n} to maximize directed information for …