Book excerpt: In this paper the capacity of a non-bandlimited additive gaussian colored noise channel with noiseless feedback is derived. It is proved constructively that the capacity for such a channel is given as Cfb = Pavg/2 min Sn(omega) where Pavg is the average transmitted power and Sn(omega) is the spectral density of the additive noise in the forward channel. With this result it follows that the capacity of the channel with feedback can be larger than the capacity of the corresponding channel without feedback. (Author).