Information and estimation in Fokker-Planck channels.

ISIT, (2017)

Cited by: 2|Views11
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Abstract:

We study the relationship between information- and estimation-theoretic quantities in time-evolving systems. We focus on the Fokker-Planck channel defined by a general stochastic differential equation, and show that the time derivatives of entropy, KL divergence, and mutual information are characterized by estimation-theoretic quantities ...More

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