On MMSE Properties and I-MMSE Implications in Parallel MIMO Gaussian Channels

TL;DR

This paper extends the

Contribution

It generalizes the

Findings

Single crossing point property holds for scalar and parallel MIMO channels.

Derived new MMSE and mutual information inequalities for various MIMO scenarios.

Applied results to prove capacity regions and Shannon's vector EPI.

Abstract

The scalar additive Gaussian noise channel has the "single crossing point" property between the minimum-mean square error (MMSE) in the estimation of the input given the channel output, assuming a Gaussian input to the channel, and the MMSE assuming an arbitrary input. This paper extends the result to the parallel MIMO additive Gaussian channel in three phases: i) The channel matrix is the identity matrix, and we limit the Gaussian input to a vector of Gaussian i.i.d. elements. The "single crossing point" property is with respect to the snr (as in the scalar case). ii) The channel matrix is arbitrary, the Gaussian input is limited to an independent Gaussian input. A "single crossing point" property is derived for each diagonal element of the MMSE matrix. iii) The Gaussian input is allowed to be an arbitrary Gaussian random vector. A "single crossing point" property is derived for each eigenvalue of the MMSE matrix. These three extensions are then translated to new information theoretic properties on the mutual information, using the fundamental relationship between estimation theory and information theory. The results of the last phase are also translated to a new property of Fisher's information. Finally, the applicability of all three extensions on information theoretic problems is demonstrated through: a proof of a special case of Shannon's vector EPI, a converse proof of the capacity region of the parallel degraded MIMO broadcast channel (BC) under per-antenna power constrains and under covariance constraints, and a converse proof of the capacity region of the compound parallel degraded MIMO BC under covariance constraint.