The Interplay Between Information and Estimation Measures

Abstract

1. Introduction 2: Basic Information and Estimation Measures 3: Properties of the MMSE in Gaussian Noise 4: Mutual Information and MMSE: Basic Relationship 5: Mutual Information and MMSE in Discrete- and Continuous-time Gaussian Channels 6: Entropy, Relative Entropy, Fisher Information, and Mismatched Estimation 7: Applications of I-MMSE 8: Information and Estimation Measures in Poisson Models and Channels 9: Beyond Gaussian and Poisson Models 10: Outlook. Acknowledgements. Appendices. References.