Related papers: Generalized I-MMSE for K-User Gaussian Channels
In this paper, we generalize the fundamental relation between the derivative of the mutual information and the minimum mean squared error (MMSE) to multiuser setups. We prove that the derivative of the mutual information with respect to the…
The I-MMSE formula connects two important quantities in information theory and estimation theory: the mutual information and the minimum mean-squared error (MMSE). It states that in a scalar Gaussian channel, the derivative of the mutual…
This paper deals with arbitrarily distributed finite-power input signals observed through an additive Gaussian noise channel. It shows a new formula that connects the input-output mutual information and the minimum mean-square error (MMSE)…
Consider the minimum mean-square error (MMSE) of estimating an arbitrary random variable from its observation contaminated by Gaussian noise. The MMSE can be regarded as a function of the signal-to-noise ratio (SNR) as well as a functional…
In this paper, we derive new closed-form expressions for the gradient of the mutual information with respect to arbitrary parameters of the two-user multiple access channel (MAC). The derived relations generalize the fundamental relation…
We consider mean squared estimation with lookahead of a continuous-time signal corrupted by additive white Gaussian noise. We show that the mutual information rate function, i.e., the mutual information rate as function of the…
An alternative to extrinsic information transfer (EXIT) charts called mean squared error (MSE) charts that use a measure related to the MSE instead of mutual information is proposed. Using the relationship between mutual information and…
Taking a functional approach, we derive a general expression for the gradient of the Mutual Information (MI) with respect to the system parameters in the stochastic systems. This expression covers the cases in which the system input depends…
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 minimum mean-squared error (MMSE) is one of the most popular criteria for Bayesian estimation. Conversely, the signal-to-noise ratio (SNR) is a typical performance criterion in communications, radar, and generally detection theory. In…
I present several new relations between mutual information (MI) and statistical estimation error for a system that can be regarded simultaneously as a communication channel and as an estimator of an input parameter. I first derive a…
Consider random linear estimation with Gaussian measurement matrices and noise. One can compute infinitesimal variations of the mutual information under infinitesimal variations of the signal-to-noise ratio or of the measurement rate. We…
In continuation to a recent work on the statistical--mechanical analysis of minimum mean square error (MMSE) estimation in Gaussian noise via its relation to the mutual information (the I-MMSE relation), here we propose a simple and more…
We characterize the generalized degrees of freedom of the $K$ user symmetric Gaussian interference channel where all desired links have the same signal-to-noise ratio (SNR) and all undesired links carrying interference have the same…
The minimum mean square error of the estimation of a non Gaussian signal where observed from an additive white Gaussian noise channel's output, is analyzed. First, a quite general time-continuous channel model is assumed for which the…
The scalar additive Gaussian noise channel has the "single crossing point" property between the minimum-mean square error (MMSE) in the estimation of the input given the channel output, assuming a Gaussian input to the channel, and the MMSE…
We consider a general stochastic input-output dynamical system with output evolving in time as the solution to a functional coefficients, It\^{o}'s stochastic differential equation, excited by an input process. This general class of…
This paper investigates the minimum mean square error (MMSE) estimation of x, given the observation y = Hx+n, when x and n are independent and Gaussian Mixture (GM) distributed. The introduction of GM distributions, represents a…
Detailed derivations of two bounds of the minimum mean-square error (MMSE) of complex-valued multiple-input multiple-output (MIMO) systems are proposed for performance evaluation. Particularly, the lower bound is derived based on a…
A recent result of the authors shows a so-called I-MMSE-like relationship that, for the two-user Gaussian interference channel, an I-MMSE relationship holds in the limit, as n $\to \infty$, between the interference and the interfered-with…