This paper studies a wire-tap channel in which a source node wants to communicate securely to a destination node in the presence of an eavesdropper and under the aid of an amplify-and-forward (AF) relay operating in full-duplex (FD) mode. The residual self-interference due to FD transmission is explicitly taken into account. The secrecy capacity and the respective optimal power allocation schemes for this system are examined under both individual and joint power constraints. At first, the related optimization problems are shown to be quasiconcave. As such, the globally optimal solution exists and is unique. Due to the non-linearity of the derivative, we apply a simple bisection method for root finding and obtain a simple expression for the optimal power allocation scheme. To further provide some insight on the solutions, we apply the method of dominant balance to analyze the capacity and power allocations in different high power regions. It is then demonstrated that full relay power is only needed when the power at the relay is sufficiently small compared to the power at the source. Comparisons with half-duplex (HD) relaying also revealed that FD can achieve a significantly higher secrecy capacity. Finally, numerical results are presented to confirm the optimality of the solutions.
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