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