MUTUAL INFORMATION FOR GAUSSIAN PROCESSES
MUTUAL INFORMATION FOR GAUSSIAN PROCESSES
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DOI：
10.1137/0119044
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发表时间：
1970-01-01
影响因子：
1.9
通讯作者：
BAKER, CR
中科院分区：
文献类型：
--
作者：
BAKER, CR
获得了两个高斯过程的平均互信息（AMI）的新表达式，扩展了 Gel'fand 和 Yaglom 的早期工作。该结果用两个过程的协方差和互协方差算子来表示，而之前的结果是用随机变量空间中的投影算子来表示的。还获得了有限或无限 AMI 的出现与嵌入加性高斯噪声中的高斯信号的非奇异或奇异检测之间的关系。
A new expression for average mutual information (AMI) of two Gaussian processes is obtained, extending earlier work of Gel’fand and Yaglom. This result is expressed in terms of the covariance and cross-covariance operators of the two processes, while the previous results were stated in terms of projection operators in random variable space. Relations are also obtained between the occurrence of finite or infinite AMI and nonsingular or singular detection for a Gaussian signal imbedded in additive Gaussian noise.