The worst additive noise under a covariance constraint

DOI10.1109/18.959289zbMath1021.94515OpenAlexW2144094762MaRDI QIDQ4544756

Thomas M. Cover, Suhas N. Diggavi

Publication date: 4 August 2002

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/51a530d8be62e20b5194812f333bd106c445049c

zbMATH Keywords

Burg's theoremmaximum entropy noisemutual information gameworst additive noise

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Other game-theoretic models (91A40) Statistical aspects of information-theoretic topics (62B10) Coding theorems (Shannon theory) (94A24)

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