An upper bound to the capacity of discrete time Gaussian channel with feedback - Part II

where Z = {Zn;n = 1, 2, . . .} is a non-degenerate, zero mean Gaussian process representing the noise and S = {Sn;n = 1, 2, . . .} and Y = {Yn;n = 1, 2, . . .} are stochastic processes representing input signals and output signals, respectively. The channel is with noiseless feedback, so Sn is a function of a message to be transmitted and the output signals Y1, . . . , Yn−1. The signal is subject to an expected power constraint 1 n n ∑