Redundancy of the detectability condition for the optimal matrix pair

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Let (Γ,Π,Σ^)(\Gamma,\Pi,\hat{\Sigma}) be a solution of the convex optimization in, with matrices FF, GG, HH, and JJ as in Theorem. The matrix pair formed using the pseudoinverse Σ^†\hat{\Sigma}^\dagger is

(F+GΓΣ^†,H+JΓΣ^†).(F+G\Gamma\hat{\Sigma}^\dagger,H+J\Gamma\hat{\Sigma}^\dagger).

A matrix pair is detectable when the associated linear system satisfies the detectability condition.

Detectability redundancy conjecture. The detectability condition in Theorem is redundant: if (Γ,Π,Σ^)(\Gamma,\Pi,\hat{\Sigma}) solves the optimization in, then (F+GΓΣ^†,H+JΓΣ^†)(F+G\Gamma\hat{\Sigma}^\dagger,H+J\Gamma\hat{\Sigma}^\dagger) is detectable.

The detectability condition is required in the paper to establish achievability of the convex-optimization upper bound for the feedback capacity, although the condition can be checked through an LMI optimization. The conjecture is based on extensive simulations; the supplied text gives no proof or resolution.

References

Primary source

Oron Sabag, Victoria Kostina and Babak Hassibi, “Feedback capacity of Gaussian channels with memory”, arXiv:2207.10580 (2022).

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