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The Interplay Between Information and Estimation Measures (Foundations and Trends(r) in Signal Processing)

Dongning Guo, Shlomo Shamai, Sergio Verdu




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 | #4577111 in Books |  2013-11-20 | Original language:English | PDF # 1 |  9.21 x.45 x6.14l,.67 | File type: PDF | 214 pages

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If information theory and estimation theory are thought of as two scientific languages, then their key vocabularies are information measures and estimation measures, respectively. The basic information measures are entropy, mutual information and relative entropy. Among the most important estimation measures are mean square error (MSE) and Fisher information. Playing a paramount role in information theory and estimation theory, those measures are akin to mass, force and ...

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