Geodesic
Transmission of a~Gaussian vector through a~channel with noiseless feedback
Teoriâ veroâtnostej i ee primeneniâ, Tome 20 (1975) no. 1, pp. 188-196

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A white-noise Gaussian channel with noiseless feedback and mean-power constraint is considered, the message to be transmitted being a Gaussian vector. The minimal square error is expressed in terms of the covariance matrix of this vector, and an $\varepsilon$-optimal coding of the message is constructed. 
@article{TVP_1975_20_1_a21,
     author = {P. K. Katyshev},
     title = {Transmission of {a~Gaussian} vector through a~channel with noiseless feedback},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {188--196},
     publisher = {mathdoc},
     volume = {20},
     number = {1},
     year = {1975},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1975_20_1_a21/}
}
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P. K. Katyshev. Transmission of a~Gaussian vector through a~channel with noiseless feedback. Teoriâ veroâtnostej i ee primeneniâ, Tome 20 (1975) no. 1, pp. 188-196. http://geodesic.mathdoc.fr/item/TVP_1975_20_1_a21/