Relations between Mutual Information, Strong Equivalence, Signal-to-Noise Ratio, and Signal Sample Path Properties

Baker, Charles R.

doi:10.1007/978-94-009-9857-5_8

Charles R. Baker¹

Part of the book series: Czechoslovak Academy of Sciences ((TPCI,volume 8A))

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Abstract

Let (S_t) and (N_t), t ∈ [0,T], be measurable stochastic processes, with (N_t) Gaussian. Relations are obtained between the average mutual information of (S_t) and (S_t + N_t), strong equivalence of (S_t + N_t) and (N_t), the signal-to-noise ratio of a quadratic-linear test statistic, and the sample path properties of (S_t). These relations generalize previous results due to T. S. Pitcher. For the case when (S_t) and (N_t) are jointly Gaussian, it is shown that these relations cannot be substantially improved.

Research partically supported by ONR Grant N00014-75-C-0491

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Department of Statistics, University of North Carolina, 27514, Chapel Hill, North Carolina, USA
Charles R. Baker

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Charles R. Baker
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Baker, C.R. (1978). Relations between Mutual Information, Strong Equivalence, Signal-to-Noise Ratio, and Signal Sample Path Properties. In: Transactions of the Eighth Prague Conference. Czechoslovak Academy of Sciences, vol 8A. Springer, Dordrecht. https://doi.org/10.1007/978-94-009-9857-5_8

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DOI: https://doi.org/10.1007/978-94-009-9857-5_8
Publisher Name: Springer, Dordrecht
Print ISBN: 978-94-009-9859-9
Online ISBN: 978-94-009-9857-5
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