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
Link To Document