Entropy Power, Autoregressive Models, and Mutual Information
Autoregressive processes play a major role in speech processing (linear prediction), seismic signal processing, biological signal processing, and many other applications. We consider the quantity defined by Shannon in 1948, the entropy rate power, and show that the log ratio of entropy powers equals...
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| Format: | Article |
| Language: | English |
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MDPI AG
2018-09-01
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| Series: | Entropy |
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| Online Access: | http://www.mdpi.com/1099-4300/20/10/750 |