Title :
An alternative expression of the mutual information for Gaussian processes (Corresp.)
Author :
Omatu, S. ; Tomita, Y. ; Soeda, T.
fDate :
9/1/1976 12:00:00 AM
Abstract :
The mutual information plays a central role in communication theory; its general expression for stochastic processes has already been derived. Based on this expression, this correspondence provides an alternative representation of the mutual information for Gaussian processes which is useful in estimation problems.
Keywords :
Gaussian processes; Mutual information; Covariance matrix; Estimation error; Gaussian channels; Gaussian processes; Genetic expression; Information science; Information theory; Mutual information; Stochastic processes; Systems engineering and theory;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1976.1055608
