The worst additive noise under a covariance constraint

IEEE Transactions on Information Theory

Volumn 47, Issue 7, 2001, Pages 3072-3081

  Diggavi, Suhas N ^a,b   Cover, Thomas M ^a,c  

^a IEEE   (United States)

^b AT AND T LABS RESEARCH   (United States)

^c Stanford University   (United States)

Author keywords

Burg's theorem; Mutual information game; Worst additive noise

Indexed keywords

BURG'S THEOREM;

COMMUNICATION CHANNELS (INFORMATION THEORY); CONSTRAINT THEORY; MARKOV PROCESSES; MATRIX ALGEBRA;

SPURIOUS SIGNAL NOISE;

EID: 0035504557     PISSN: 00189448     EISSN: None     Source Type: Journal    
DOI: 10.1109/18.959289     Document Type: Article

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