On divergence-power inequalities

被引：4
作者：
Binia, Jacob [1 ]
机构：
[1] New Elect Engn Serv Ltd, IL-34970 Haifa, Israel
来源：
IEEE TRANSACTIONS ON INFORMATION THEORY | 2007年 / 53卷 / 03期
关键词：
causal minimum mean-square error (CMMSE); divergence rate; divergence-power inequality; entropy-power inequality;
D O I：
10.1109/TIT.2006.890715
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
Expressions for (entropy-power inequality (EPI) Shannon type) divergence-power inequalities (DPIs) in two cases (time-discrete and time-continuous) of stationary random processes are given. The new expressions connect the divergence rate of the sum of independent processes, the individual divergence rate of each process, and their power spectral densities. All divergences are between a process and a Gaussian process with same second-order statistics, and are assumed to be finite. A new proof of the Shannon EPI, based on the relationship between divergence and causal minimum mean-square error (CMMSE) in Gaussian channels with large signal-to-noise ratio, is also shown.
引用
收藏
页码：1179 / 1182
页数：4
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