Information-theoretic inequalities on unimodular Lie groups

DOI10.3934/JGM.2010.2.119zbMATH Open1215.22004arXiv0906.0330OpenAlexW1990765459WikidataQ41590348 ScholiaQ41590348MaRDI QIDQ613106FDOQ613106

Gregory S. Chirikjian

Publication date: 17 December 2010

Published in: Journal of Geometric Mechanics (Search for Journal in Brave)

Abstract: Classical inequalities used in information theory such as those of de Bruijn, Fisher, and Kullback carry over from the setting of probability theory on Euclidean space to that of unimodular Lie groups. These are groups that posses integration measures that are invariant under left and right shifts, which means that even in noncommutative cases they share many of the useful features of Euclidean space. In practical engineering terms the rotation group and Euclidean motion group are the unimodular Lie groups of most interest, and the development of information theory applicable to these Lie groups opens up the potential to study problems relating to image reconstruction from irregular or random projection directions, information gathering in mobile robotics, satellite attitude control, and bacterial chemotaxis and information processing. Several definitions are extended from the Euclidean case to that of Lie groups including the Fisher information matrix, and inequalities analogous to those in classical information theory are derived and stated in the form of fifteen small theorems. In all such inequalities, addition of random variables is replaced with the group product, and the appropriate generalization of convolution of probability densities is employed.

Full work available at URL: https://arxiv.org/abs/0906.0330

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zbMATH Keywords

Fisher informationDeBruijn inequality, unimodular Lie group

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Information theory (general) (94A15) Applications of Lie groups to the sciences; explicit representations (22E70) General properties and structure of real Lie groups (22E15)

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• Title not available (Why is that?)
• Continuous-discrete extended Kalman filter on matrix Lie groups using concentrated Gaussian distributions
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