On Mutual Information, Likelihood Ratios, and Estimation Error for the Additive Gaussian Channel (Q3547870)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Mutual Information, Likelihood Ratios, and Estimation Error for the Additive Gaussian Channel |
scientific article |
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On Mutual Information, Likelihood Ratios, and Estimation Error for the Additive Gaussian Channel (English)
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21 December 2008
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Gaussian channel
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Malliavin calculus
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logarithmic Sobolev inequality
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minimal mean-square estimation error
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mutual information
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nonlinear filtering
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relative entropy
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