English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Plus monthly

Global: Zendy Tools annual

Global: Zendy Tools monthly

Global: Zendy Free Plan

We consider a general stochastic input-output dynamical system with outputevolving in time as the solution to a functional coefficients, It\^{o}'sstochastic differential equation, excited by an input process. This generalclass of stochastic systems encompasses not only the classical communicationchannel models, but also a wide variety of engineering systems appearingthrough a whole range of applications. For this general setting we findanalogous of known relationships linking input-output mutual information andminimum mean causal and non-causal square errors, previously established in thecontext of additive Gaussian noise communication channels. Relationships arenot only established in terms of time-averaged quantities, but also theirtime-instantaneous, dynamical counterparts are presented. The problem ofappropriately introducing in this general framework a signal-to-noise rationotion expressed through a signal-to-noise ratio parameter is also taken intoaccount, identifying conditions for a proper and meaningful interpretation.

On the Relationship between Mutual Information and Minimum Mean-Square Errors in Stochastic Dynamical Systems