Information Theory

During the last twenty years three theories dealing with the interaction of signals and noise in communication systems have come into being: detection theory; the statistical theory of filtering and prediction; and Shannon´s information theory. They have developed rapidly and now play a key role in the communication engineer´s understanding of his field. This paper presents a brief description of the central concepts of each of these theories, discusses their differences and common parts, and attempts to point out both their successes and shortcomings.