“…The preceding information-estimation relationships have found a number of applications, e.g., in nonlinear filtering [1], [3], in multiuser detection [4], in power allocation over parallel Gaussian channels [5], [6], in the proof of Shannon's entropy power inequality (EPI) and its generalizations [2], [7], [8], and in the treatment of the capacity region of several multiuser channels [9]- [11]. Relationships between relative entropy and mean-square error are also found in [12], [13].…”