Performance of Gaussian Signalling in Non Coherent Rayleigh Fading Channels

The mutual information of a discrete time memoryless Rayleigh fading channel is considered, where neither the transmitter nor the receiver has the knowledge of the channel state information except the fading statistics. We present the mutual information of this channel in closed form when the input distribution is complex Gaussian, and derive a lower bound in terms of the capacity of the corresponding non fading channel and the capacity when the perfect channel state information is known at the receiver.