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Fundamentals of Information Theory

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This book systematically introduced the fundamentals of information theory, focusing on the basic model of communication systems. It consists of 11 Chapters, including two parts, namely , basic conceptions of information theory and related applications of information theory.
Table of Contents

Chapter1 Introduction ………………………………………………………………………… 1
1.1 Conceptofinformation ………………………………………………………………… 1
1.2 Historyofinformationtheory ………………………………………………………… 2
1.3 Information,messagesandsignals …………………………………………………… 3
1.4 Communicationsystem model ………………………………………………………… 3
1.5 Informationtheoryapplications ……………………………………………………… 4
1.5.1 Electricalengineering(communicationtheory)………………………………… 4
1.5.2 Computerscience(algorithmiccomplexity) …………………………………… 5
Exercises ……………………………………………………………………………………… 5
Chapter2 StatisticalMeasureofInformation ………………………………………………… 6
2.1 Informationofrandomevents ………………………………………………………… 6
2.1.1 SelfGinformation …………………………………………………………………… 6
2.1.2 ConditionalselfGinformation ……………………………………………………… 6
2.1.3 Mutualinformationofevents …………………………………………………… 7
2.2 Informationofdiscreterandomvariables …………………………………………… 8
2.2.1 Entropyofdiscreterandomvariables …………………………………………… 8
2.2.2 Jointentropy……………………………………………………………………… 11
2.2.3 Conditionalentropy ……………………………………………………………… 11
2.2.4 Mutualinformationofdiscreterandomvariables …………………………… 11
2.3 Relationshipbetweenentropyandmutualinformation …………………………… 11
2.4 Mutualinformationandentropyofcontinuousrandomvariables………………… 12
2.4.1 Mutualinformationofcontinuousrandomvariables ………………………… 12
2.4.2 Entropyofcontinuousrandomvariables ……………………………………… 13
Exercises ……………………………………………………………………………………… 14
Chapter3 DiscreteSourceandItsEntropyRate …………………………………………… 15
3.1 Mathematicalmodelofsource ……………………………………………………… 15
3.1.1 Discretesourceandcontinuoussource ………………………………………… 16
3.1.2 Simplediscretesourceanditsextension ……………………………………… 17
3.1.3 Memorylesssourceandsourcewithmemory ………………………………… 18
3.2 Discretememorylesssource ………………………………………………………… 18
3.2.1 Definition ………………………………………………………………………… 18
3.2.2 Extensionofdiscretesource …………………………………………………… 19
3.3 Discretestationarysource …………………………………………………………… 20
3.3.1 Definition ………………………………………………………………………… 20
3.3.2 Entropyrateofdiscretestationarysource …………………………………… 21
3.4 DiscreteMarkovsource ……………………………………………………………… 24
3.4.1 Markovchain …………………………………………………………………… 24
3.4.2 Transitionprobability …………………………………………………………… 25
3.4.3 Markovsourceanditsentropyrate …………………………………………… 28
Exercises ……………………………………………………………………………………… 31
Chapter4 LosslessSourceCodingandDataCompression ………………………………… 33
4.1 Asymptoticequipartitionpropertyandtypicalsequences ………………………… 33
4.2 Losslesssourcecoding ……………………………………………………………… 34
4.2.1 Encoder …………………………………………………………………………… 34
4.2.2 Blockcode ………………………………………………………………………… 35
4.2.3 Fixedlengthcode………………………………………………………………… 36
4.2.4 Variablelengthcode …………………………………………………………… 42
4.3 Datacompression ……………………………………………………………………… 48
4.3.1 Shannoncoding ………………………………………………………………… 49
4.3.2 Huffmancoding ………………………………………………………………… 50
4.3.3 Fanocoding ……………………………………………………………………… 52
Exercises ……………………………………………………………………………………… 52
Chapter5 DiscreteChannelandItsCapacity ……………………………………………… 54
5.1 Mathematicalmodelofchannel ……………………………………………………… 54
5.2 Discretememorylesschannel ………………………………………………………… 55
5.2.1 Mathematicalmodelofdiscretememorylesschannel ………………………… 55
5.2.2 SimpleDMC ……………………………………………………………………… 56
5.2.3 Extensionofdiscretememorylesschannel …………………………………… 60
5.3 Channelcombination ………………………………………………………………… 65
5.4 Channelcapacity ……………………………………………………………………… 70
5.4.1 Conceptofchannelcapacity …………………………………………………… 70
5.4.2 Channelcapacityofseveralspecialdiscretechannels ………………………… 71
5.4.3 Channelcapacityofsymmetricchannels ……………………………………… 73
5.4.4 ChannelcapacityofextendedDMC …………………………………………… 75
5.4.5 ChannelcapacityofindependentparallelDMC ……………………………… 76
5.4.6 Channelcapacityofthesumchannel…………………………………………… 77
5.4.7 Channelcapacityofgeneraldiscretechannels ………………………………… 78
Exercises ……………………………………………………………………………………… 79
Chapter6 NoisyGchannelCoding ……………………………………………………………… 81
6.1 Probabilityoferror …………………………………………………………………… 81
6.2 Decodingrules ………………………………………………………………………… 83
6.3 Channelcoding ………………………………………………………………………… 84
6.3.1 Simplerepetitioncode …………………………………………………………… 84
6.3.2 Linearcode ……………………………………………………………………… 87
6.4 NoisyGchannelcodingtheorem ……………………………………………………… 91
Exercises ……………………………………………………………………………………… 91
Chapter7 RateDistortion …………………………………………………………………… 93
7.1 Quantization …………………………………………………………………………… 93
7.2 Distortiondefinition…………………………………………………………………… 94
7.2.1 Distortionfunction ……………………………………………………………… 94
7.2.2 MeanGdistortion ………………………………………………………………… 95
7.3 Ratedistortionfunction ……………………………………………………………… 97
7.3.1 Fidelitycriterionforgivenchannel …………………………………………… 97
7.3.2 Definitionofratedistortionfunction…………………………………………… 98
7.3.3 Propertyofratedistortionfunction …………………………………………… 98
7.4 Ratedistortiontheoremandtheconverse ………………………………………… 101
7.5 Thecalculationofratedistortionfunction ………………………………………… 103
Exercises …………………………………………………………………………………… 105
Chapter8 ContinuousSourceandItsEntropyRate ……………………………………… 107
8.1 Continuoussource …………………………………………………………………… 107
8.2 Entropyofcontinuoussource ……………………………………………………… 107
8.3 Maximumentropyofcontinuoussource…………………………………………… 109
8.4 Jointentropy,conditionalentropyandmutualinformationforcontinuous
randomvariables …………………………………………………………………… 109
8.5 Entropyrateofcontinuoussource ………………………………………………… 111
8.6 Ratedistortionforcontinuoussource ……………………………………………… 114
Exercises …………………………………………………………………………………… 117
Chapter9 ContinuousChannelandItsCapacity …………………………………………… 119
9.1 Capacityofcontinuouschannel …………………………………………………… 119
9.1.1 CapacityofdiscreteGtimechannel……………………………………………… 119
9.1.2 CapacityofcontinuousGtimechannel ………………………………………… 120
9.2 TheGaussianchannel ……………………………………………………………… 121
9.3 BandGlimitedchannels ……………………………………………………………… 122
9.4 Codingtheoremforcontinuouschannel …………………………………………… 123
Exercises …………………………………………………………………………………… 124
Chapter10 MaximumEntropyandSpectrumEstimation ………………………………… 125
10.1 Maximumentropyprobabilitydistribution ……………………………………… 125
10.1.1 Maximumentropydistribution ……………………………………………… 125
10.1.2 Examples ……………………………………………………………………… 126
10.2 Maximumentropyspectrumestimation ………………………………………… 127
10.2.1 Burgsmaxentropytheorem ………………………………………………… 127
10.2.2 Maximumentropyspectrumestimation …………………………………… 130
Exercises …………………………………………………………………………………… 137
Chapter11 ExperimentsofInformationTheory …………………………………………… 138
11.1 Measureofinformation …………………………………………………………… 138
11.1.1 Informationcalculator ………………………………………………………… 138
11.1.2 Propertiesofentropy ………………………………………………………… 139
11.2 SimulationofMarkovsource ……………………………………………………… 140
11.3 Performancesimulationforsourcecoding ……………………………………… 141
11.3.1 Shannoncoding ……………………………………………………………… 142
11.3.2 Huffmancoding ……………………………………………………………… 143
11.3.3 Fanocoding …………………………………………………………………… 144
11.4 SimulationofBSC ………………………………………………………………… 144
11.5 Simulationofthecascadechannel ………………………………………………… 145
11.6 Calculationofchannelcapacity …………………………………………………… 148
11.7 Decodingrules ……………………………………………………………………… 149
11.8 Performancedemonstrationofchannelcoding…………………………………… 150
References ……………………………………………………………………………………… 152
Fundamentals of Information Theory
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