An alternative expression of the mutual information for Gaussian processes (Corresp.)
Sigeru Omatu, Yutaka Tomita, Takasi Soeda · IEEE Transactions on Information Theory · 1976
The mutual information plays a central role in communication theory; its general expression for stochastic processes has already been derived. Based on this expression, this correspondence provides an alternative representation of the mutual information for Gaussian processes which is useful in estimation problems.