论文信息 - Analysis of signals in the Fisher–Shannon information plane

Analysis of signals in the Fisher–Shannon information plane

We show that the analysis of complex, possibly non-stationary signals, can be carried out in an information plane, defined by both Shannon entropy and Fisher information. Our study is exemplified by two large families of distributions with physical relevance: the Student-t and the power exponentials.  2003 Elsevier Science B.V. All rights reserved.

Jean-François Bercher | Christophe Vignat | C. Vignat | J. Bercher

[1] A. Kagan,et al. Relation between the covariance and Fisher information matrices , 1999 .

[2] Rory A. Fisher,et al. Theory of Statistical Estimation , 1925, Mathematical Proceedings of the Cambridge Philosophical Society.

[3] K. Zografos,et al. On maximum entropy characterization of Pearson's type II and VII multivariate distributions , 1999 .

[4] A. Plastino,et al. Fisher's information and the analysis of complex signals , 1999 .

[5] Frieden Br. Fisher information, disorder, and the equilibrium distributions of physics , 1990 .

[6] Amir Dembo,et al. Information theoretic inequalities , 1991, IEEE Trans. Inf. Theory.

[7] A. Plastino,et al. Fisher's information, Kullback's measure, and H-theorems , 1998 .

[8] C. Tsallis,et al. Student's t- and r-distributions: Unified derivation from an entropic variational principle , 1997 .