IEEE - Institute of Electrical and Electronics Engineers, Inc. - Mutual Information, Relative Entropy and Estimation Error in Semi-Martingale Channels

Author(s): Jiantao Jiao ; Kartik Venkat ; Tsachy Weissman
Sponsor(s): IEEE Information Theory Society
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 October 2018
Volume: 64
Page(s): 6,662 - 6,671
ISSN (Electronic): 1557-9654
ISSN (Paper): 0018-9448
DOI: 10.1109/TIT.2018.2829889
Regular:

Fundamental relations between information and estimation have been established in the literature for the continuous time Gaussian and Poisson channels. In this paper, we demonstrate that such... View More

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