Is maximum entropy noise the worst?

22 November 2002

conference paper
Published by Institute of Electrical and Electronics Engineers (IEEE)

p. 278
https://doi.org/10.1109/isit.1997.613196

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

ENTROPY
GAUSSIAN NOISE
MINIMAX TECHNIQUES
ADDITIVE NOISE
COVARIANCE MATRIX
DECODING
MUTUAL INFORMATION
CODES
GAME THEORY
INFORMATION SYSTEMS

This publication has 2 references indexed in Scilit:

Elements of Information Theory
Published by Wiley ,2001
Capacity of the Gaussian arbitrarily varying channel
IEEE Transactions on Information Theory, 1991