A Review of Shannon and Differential Entropy Rate Estimation

In this paper, we present a review of Shannon and differential entropy rate estimation techniques. Entropy rate, which measures the average information gain from a stochastic process, is a measure of uncertainty and complexity of a stochastic process. We discuss the estimation of entropy rate from e...

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Bibliographic Details
Main Authors: Andrew Feutrill, Matthew Roughan
Format: Article
Language:English
Published: MDPI AG 2021-08-01
Series:Entropy
Subjects:
Online Access:https://www.mdpi.com/1099-4300/23/8/1046