We consider several fading channel models for which we aim to maximize ergodic capacity subject to different power constraints assuming that channel state information (CSI) is available at both the transmitter and the receiver. We characterize the optimal power allocation structure in the single-inputsingle-output (SISO), multiple-input-single-output (MISO), and multiple-input-multiple-output (...

Input design is an important issue for classical system identification methods but has not been investigated for the kernel-based regularization method (KRM) until very recently. In this paper, we consider in the time domain the input design problem of KRMs for LTI system identification. Different from the recent result, we adopt a Bayesian perspective and in particular make use of scalar measu...