Title :
System Identification with Analog and Counting Process Observations II: Mutual Information
Author_Institution :
Dept of Electrical Engineering and Computer Science, University of Michigan, Ann Arbor. vsolo@umich.edu
Abstract :
We develop new formulae for the mutual information between jointly observed analog signals and point processes allowing also that there may be an underlying unobserved state. Our derivation method delivers existing results as special cases while throwing new light on them.
Keywords :
Communication networks; Entropy; Information theory; Mutual information; Neuroscience; Random variables; Signal processing; State-space methods; Stochastic processes; System identification;
Conference_Titel :
Decision and Control, 2005 and 2005 European Control Conference. CDC-ECC '05. 44th IEEE Conference on
Print_ISBN :
0-7803-9567-0
DOI :
10.1109/CDC.2005.1582660
