On Mutual Information, Likelihood Ratios, and Estimation Error for the Additive Gaussian Channel (Q3547870)
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scientific article; zbMATH DE number 5455180
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| English | On Mutual Information, Likelihood Ratios, and Estimation Error for the Additive Gaussian Channel |
scientific article; zbMATH DE number 5455180 |
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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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0.8505333662033081
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0.8358326554298401
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0.769946813583374
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0.7691921591758728
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0.7646596431732178
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