Information-Estimation relationship in mismatched Gaussian channels

Abstract : In this paper, we investigated the connection between information and estimation measures for mismatched Gaussian models. In addition to the input prior mismatch we take into account the noise mismatch and establish a new relation between relative entropy and excess mean square error. The derived formula shows that the input prior mismatch may be cancelled by the noise mismatch. Finally, an example illustrates the impact of model mismatches on estimation accuracy.
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https://hal.archives-ouvertes.fr/hal-01493481
Contributor : Saloua Chlaily <>
Submitted on : Tuesday, March 21, 2017 - 4:19:46 PM
Last modification on : Monday, July 8, 2019 - 3:11:19 PM
Long-term archiving on : Thursday, June 22, 2017 - 2:18:37 PM

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Saloua Chlaily, Chengfang Ren, Pierre-Olivier Amblard, Olivier Michel, Pierre Comon, et al.. Information-Estimation relationship in mismatched Gaussian channels. IEEE Signal Processing Letters, Institute of Electrical and Electronics Engineers, 2017, 24 (5), pp.688-692. ⟨10.1109/LSP.2017.2687764⟩. ⟨hal-01493481⟩

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