• DocumentCode
    925699
  • Title

    An alternative expression of the mutual information for Gaussian processes (Corresp.)

  • Author

    Omatu, S. ; Tomita, Y. ; Soeda, T.

  • Volume
    22
  • Issue
    5
  • fYear
    1976
  • fDate
    9/1/1976 12:00:00 AM
  • Firstpage
    593
  • Lastpage
    595
  • 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;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/TIT.1976.1055608
  • Filename
    1055608