Information-Estimation relationship in mismatched Gaussian channels

Overview & Synopsis

In this paper, we investigated the connection between information and estimation measures for mismatched Gaussian models. In addition to the input prior mismatch we take into account the noise mismatch and establish a new relation between relative entropy and excess mean square error. The derived formula shows that the input prior mismatch may be cancelled by the noise mismatch. Finally, an example illustrates the impact of model mismatches on estimation accuracy.