Wiener空间中互信息与估计误差的关系
Some relations between mutual information and estimation error in Wiener space
摘要：
所考虑的模型是“信号加白噪声”模型。在一般的抽象设置中，非因果滤波误差和互信息之间的已知联系与涉及因果估计误差的新联系相结合。结果被证明是不变的广泛的因果关系模式下，他们被施加到高斯非平稳滤波问题的因果估计误差的推导和多维扩展的Yovits-Jackson公式。
英文摘要：
The model considered is that of ``signal plus white noise.'' Known connections between the noncausal filtering error and mutual information are combined with new ones involving the causal estimation error, in a general abstract setup. The results are shown to be invariant under a wide class of causality patterns; they are applied to the derivation of the causal estimation error of a Gaussian nonstationary filtering problem and to a multidimensional extension of the Yovits--Jackson formula.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
