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