Related papers: Eigenvalue Estimates and Mutual Information for th…
This paper considers the model of an arbitrary distributed signal x observed through an added independent white Gaussian noise w, y=x+w. New relations between the minimal mean square error of the non-causal estimator and the likelihood…
In this paper we consider the computation of channel capacity for ergodic multiple-input multiple-output channels with additive white Gaussian noise. Two scenarios are considered. Firstly, a time-varying channel is considered in which both…
Fundamental relations between information and estimation have been established in the literature for the discrete-time Gaussian and Poisson channels. In this work, we demonstrate that such relations hold for a much larger class of…
The problem of fast point-to-point MIMO channel mutual information estimation is addressed, in the situation where the receiver undergoes unknown colored interference, whereas the channel with the transmitter is perfectly known. The…
Fundamental relations between information and estimation have been established in the literature for the continuous-time Gaussian and Poisson channels, in a long line of work starting from the classical representation theorems by Duncan and…
Nonlinear interference is modeled by a time-varying conditionally Gaussian channel. It is shown that approximating this channel with a time-invariant channel imposes considerable loss in the performance of channel decoding. An adaptive…
For information transmission a discrete time channel with independent additive Gaussian noise is used. There is also another channel with independent additive Gaussian noise (the feedback channel), and the transmitter observes without delay…
We adopt the concept of the correlation matrix to study correlations among sequences of time-extended events occuring repeatedly at consecutive time-intervals. As an application we analyse the magnetoencephalography recordings obtained from…
Using random matrix technique we determine an exact relation between the eigenvalue spectrum of the covariance matrix and of its estimator. This relation can be used in practice to compute eigenvalue invariants of the covariance…
We study the bi-parameter local linearization of the one-dimensional nonlinear stochastic wave equation driven by a Gaussian noise, which is white in time and has a spatially homogeneous covariance structure of Riesz-kernel type. We…
For a continuous-time additive white Gaussian noise (AWGN) channel with possible feedback, it has been shown that as sampling gets infinitesimally fine, the mutual information of the associative discrete-time channels converges to that of…
A continuous-time model for the additive white Gaussian noise (AWGN) channel in the presence of white (memoryless) phase noise is proposed and discussed. It is shown that for linear modulation the output of the baud-sampled filter matched…
The model considered is that of ``signal plus white noise.'' Known connections between the noncausal filtering error and mutual information are combined with new ones involving the causal estimation error, in a general abstract setup. The…
In this paper, we propose a new method of channel estimation for asynchronous additive white Gaussian noise channels in satellite communications. This method is based on signals correlation and multiuser interference cancellation which…
A continuous-time white Gaussian channel can be formulated using a white Gaussian noise, and a conventional way for examining such a channel is the sampling approach based on the Shannon-Nyquist sampling theorem, where the original…
A notion of directed information between two continuous-time processes is proposed. A key component in the definition is taking an infimum over all possible partitions of the time interval, which plays a role no less significant than the…
The minimum mean-square error of the estimation of a signal where observed from the additive white Gaussian noise (WGN) channel's output, is analyzed. It is assumed that the channel input's signal is composed of a (normalized) sum of N…
The capacity of time-varying channels with periodic feedback at the transmitter is evaluated. It is assumed that the channel state information is perfectly known at the receiver and is fed back to the transmitter at the regular…
To provide an efficient approach to characterize the input-output mutual information (MI) under additive white Gaussian noise (AWGN) channel, this short report fits the curves of exact MI under multilevel quadrature amplitude modulation…
We derive the exact form of the eigenvalue spectra of correlation matrices derived from a set of time-shifted, finite Brownian random walks (time-series). These matrices can be seen as random, real, asymmetric matrices with a special…