Abstract
This paper is concerned with the problem of optimal transmission of a multi-dimensional Gaussian signal through a set of parallel channels with delayed feedback. The optimal feedback is given by the least-squares estimate of the signal based on the output. For the case of the feedback without delay, we cannot uniquely determine the optimal gains for the signal components to each channel. But for the case of the feedback with delay, the optimal gains are uniquely determined. In this paper, under the constraint on the total power of the signal, we obtain the optimal gains which maximize the mutual information between the signal and the output.
