Optimal Signaling for Secure Communications over Gaussian MIMO Wiretap Channels

Optimal signalling over the Gaussian MIMO wire-tap channel is studied under the total transmit power constraint. A closed-form solution for an optimal transmit covariance matrix is obtained when the channel is strictly degraded. In combination with the rank-1 solution, this provides the complete characterization of the optimal covariance for the case of two transmit antennas. The cases of weak eavesdropper and high SNR are considered. It is shown that the optimal covariance does not converge to a scaled identity in the high-SNR regime. Necessary optimality conditions and a tight upper bound on the rank of an optimal covariance matrix are established for the general case, along with a lower bound to the secrecy capacity, which is tight in a number of scenarios.