Abstract
A formula is proved expressing the information contained in a stationary, linearly regular, Gaussian process with an independent additive increment relative to the original unperturbed process.
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Literature cited
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Additional information
Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova Akad. Nauk SSSR, Vol. 55, pp. 117–127, 1976.
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Solev, V.N. Information in a scheme with additive noise. J Math Sci 16, 996–1004 (1981). https://doi.org/10.1007/BF01676143
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DOI: https://doi.org/10.1007/BF01676143