We consider channels with additive colored Gaussian noise and noiseless feedback. Kim's seminal work derived a stationary variational characterization of feedback capacity and further asserted that the capacity-achieving stationary input need not contain a feedback-independent Gaussian component. These results led to the construction of a simple coding scheme, based on the Schalkwijk--Kailath (SK) refinement principle, which was shown to be capacity-achieving. A recent note identified a gap in the proof of the feedback-independent component-removal assertion, thereby leaving the optimality of the SK scheme and subsequent results that rely on it incomplete. In this paper, we prove the component-removal assertion for channels with stationary Gaussian noise that has a rational power spectral density. Our proof uses a perturbation analysis of a convex optimization formulation of feedback capacity and, indeed, shows that every optimizer assigns zero power to the feedback-independent component. Using this stronger property, we construct from any optimizer an explicit SK coding scheme that achieves every rate below feedback capacity with doubly-exponentially decaying maximal error probability.

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