The Interplay Between Information and Estimation Measures
نویسندگان
چکیده
This monograph surveys the interactions between information mea-sures and estimation measures as well as their applications. The em-phasis is on formulas that express the major information measures,such as entropy, mutual information and relative entropy in terms ofthe minimum mean square error achievable when estimating randomvariables contaminated by Gaussian noise. These relationships lead towide applications ranging from a universal relationship in continuous-time nonlinear filtering to optimal power allocation in communicationsystems, to the simplified proofs of important results in informationtheory such as the entropy power inequality and converses in multiuserinformation theory. D. Guo, S. Shamai, S. Verdú. The Interplay Between Information and EstimationMeasures. Foundations and Trends R• in Signal Processing, vol. 6, no. 4,pp. 243–429, 2012.DOI: 10.1561/2000000018.Full text available at: http://dx.doi.org/10.1561/2000000018
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عنوان ژورنال:
- Foundations and Trends in Signal Processing
دوره 6 شماره
صفحات -
تاریخ انتشار 2013