Yet another entropy power inequality with an application

In this paper we derive a generalization of the vector entropy power inequality (EPI) recently put forth in [1], which was valid only for diagonal matrices, to the full matrix case. Next, we study the problem of computing the linear precoder that maximizes the mutual information in linear vector Gau...

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Bibliographic Details
Published in:2011 International Conference on Wireless Communications and Signal Processing pp. 1 - 5
Main Authors: Payaro, Miquel, Gregori, Maria, Palomar, Daniel
Format: Conference Proceeding
Language:English
Published: IEEE 01.11.2011
Subjects:
arbitrary inputs
Covariance matrix
Entropy
Entropy power inequality
linear vector Gaussian channels
Mutual information
Optimization
precoder optimization
Symmetric matrices
Vectors
ISBN:1457710099, 9781457710094
Online Access:Get full text
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Summary:In this paper we derive a generalization of the vector entropy power inequality (EPI) recently put forth in [1], which was valid only for diagonal matrices, to the full matrix case. Next, we study the problem of computing the linear precoder that maximizes the mutual information in linear vector Gaussian channels with arbitrary inputs. In particular, we transform the precoder optimization problem into a new form and, capitalizing on the newly unveiled matrix EPI, we show that some particular instances of the optimization problem can be cast in convex form, i.e., we can have an optimality certificate, which, to the best of our knowledge, had never been obtained previously.
ISBN:1457710099
9781457710094
DOI:10.1109/WCSP.2011.6096964