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Over the past decades, the problem of communication over finite-state Markovchannels (FSMCs) has been investigated in many researches and the capacity ofFSMCs has been studied in closed form under the assumption of the availabilityof partial/complete channel state information at the sender and/or thereceiver. In our work, we focus on infinite-state Markov channels byinvestigating the problem of message transmission over time-varying single-usermultiple-input multiple-output (MIMO) Gauss-Markov Rayleigh fading channelswith average power constraint and with complete channel state informationavailable at the receiver side (CSIR). We completely solve the problem bygiving a single-letter characterization of the channel capacity in closed formand by providing a proof of it.

A Single-Letter Capacity Formula for MIMO Gauss-Markov Rayleigh Fading Channels