Cart (Loading....) | Create Account
Close category search window
 

Information transmission with time-continuous random processes

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

2 Author(s)

Shannon's definition for the information content of a Gaussian, time-continuous process in Gaussian noise is extended to the case where the observation interval is finite, and where the processes may be nonstationary, in a straightforward way. The extension is based on a generalization of the Karhunen-Loeve Expansion, which allows both the signal and noise processes to be expanded in the same set of functions, with uncorrelated coefficients. The resultant definition is consistent with that of Gel'fand and Yaglom, and avoids the difficulties posed by Good and Doog to Shannon's original definition. This definition is shown to be useful by applying it to the calculation of the information content of some cases of stationary signals in stationary noise, with different spectra, and to one case where both are nonstationary. Limiting relations are derived, to show that this reduces to previously established results in some cases, and to enable one to obtain rule-of-thumb estimates in others. In addition, both the matched filter and the Wiener filter are related to the information; the matched filter in a very direct way, in that it converts a time-continuous process to a set of random variables while conserving the information.

Published in:

Information Theory, IEEE Transactions on  (Volume:9 ,  Issue: 2 )

Date of Publication:

Apr 1963

Need Help?


IEEE Advancing Technology for Humanity About IEEE Xplore | Contact | Help | Terms of Use | Nondiscrimination Policy | Site Map | Privacy & Opting Out of Cookies

A not-for-profit organization, IEEE is the world's largest professional association for the advancement of technology.
© Copyright 2014 IEEE - All rights reserved. Use of this web site signifies your agreement to the terms and conditions.