Equality in the Matrix Entropy-Power Inequality and Blind Separation of Real and Complex sources

Abstract

The matrix version of the entropy-power inequality for real or complex coefficients and variables is proved using a transportation argument that easily settles the equality case. An application to blind source extraction is given.

arXiv comment5 pages, in Proc. 2019 IEEE International Symposium on Information Theory (ISIT 2019), Paris, France, July 7-12, 2019