The presentation starts by demonstrating in a descriptive way the origin of
information theory in Shannon's 1948 monumental work, and pointing some
interdisciplinary aspects within general areas of electrical engineering and
beyond.
We discuss a change of paradigms in information theory from being a pure
mathematical theory of communications to a theory with widescope direct
practical implications and applications.
To demonstrate the rich aspects of the problems considered and their
implications as well as some inter-disciplinary connections, we focus on a
simple matrix based linear additive Gaussian model. We elaborate on the
information-estimation intimate connection, mentioning its impact on non-linear
filtering and on recent views of efficient coding in single and multi-terminal
channels.
Possible
extensions and a short outlook conclude the presentation
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