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About the Authors
Symbols and Abbreviations
1.1 Elements of System Identification
1.2 Traditional Identification Criteria
1.3 Information Theoretic Criteria
1.4 Organization of This Book
Appendix A Unifying Framework of ITL
2. Information Measures
2.2 Mutual Information
2.3 Information Divergence
2.4 Fisher Information
2.5 Information Rate
Appendix B -Stable Distribution
Appendix C Proof of (2.17)
Appendix D Proof of Cramer–Rao Inequality
3. Information Theoretic Parameter Estimation
3.1 Traditional Methods for Parameter Estimation
3.2 Information Theoretic Approaches to Classical Estimation
3.3 Information Theoretic Approaches to Bayes Estimation
3.4 Information ...
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