Directed information and causal estimation in continuous time

Keyphrases

• Continuous-time 100%
• Directed Information 100%
• Causal Estimation 100%
• Information Estimation 100%
• Stochastic Processes 40%
• Targeting Signal 40%
• Discrete-time 20%
• Mutual Information 20%
• Operational Interpretation 20%
• Poisson Channel 20%
• Minimum Mean Square Error Estimator 20%
• Estimation Problem 20%
• Additive White Gaussian Noise 20%
• Shannon mutual Information 20%
• Channel Noise 20%
• Duncan's Theorem 20%

Computer Science

• Mutual Information 100%
• Continuous Time 100%
• discrete-time 50%
• Additive White Gaussian Noise 50%
• Operational Interpretation 50%
• Key Application 50%
• Error Estimation 50%

Earth and Planetary Sciences

• Stochastic Process 100%
• Random Noise 50%
• Channel Noise 50%