| Paper: | SPTM-P11.6 | ||
| Session: | Nonlinear Systems and Signal Processing | ||
| Time: | Friday, May 19, 10:00 - 12:00 | ||
| Presentation: | Poster | ||
| Topic: | Signal Processing Theory and Methods: Nonlinear Systems and Signal Processing | ||
| Title: | Mutual Information between Random Processes from High Dimensional Data | ||
| Authors: | Victor Solo, University of Michigan, Ann Arbor, United States | ||
| Abstract: | A number of signal estimation problems are arising where a relatively low dimensional state is to be estimated from a high dimensional observation sequence. In previous work we have shown this leads to considerable simplification in the structure of optimal state estimators even in non-linear problems. In these and other state estimation problems there is a growing interest in the computation of mutual information between unobserved state and observed sequence. Here we show that the mutual information computation can be likewise considerably simplified. | ||
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