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Nyquist's information

  1. Jul 25, 2011 #1

    xts

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    What is a Nyquist's information in discrete measurements?

    We perform a measurement of some physical object, giving a result value in interval [0,1] in some units. The value has a gaussian statistical error of some known [itex]\sigma[/itex] (by order of magnitude comparable to 1).
    We do lots ([itex]\rightarrow \infty[/itex]) of such measurements of various real objects, our only a priori knowledge is that true values have some unknown distribution bounded within [0,1].

    What is a maximal average information (in Shannon-Nyquist meaning) carried by such measurement? Intuition tells me that Nyquist's law should apply here (with some proportionality factor maybe).

    Had anyone read (or even better: written...) any article on such topics? I would be really grateful for a reference!
     
    Last edited: Jul 25, 2011
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