Abstract
In the sixth chapter, we study the mutual information-based identification criteria: the minimum mutual information (MinMI) criterion and the maximum mutual information (MaxMI) criterion. System identification under MinMI criterion can be converted to an independent component analysis (ICA) problem. The optimal solution under MaxMI criterion is, in general, nonunique. In order to uniquely determine an optimal solution under MaxMI criterion, we may resort to some a priori information about the unknown parameters, or adopt a double-criterion identification method.
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