On the Information Loss in Memoryless Systems: The Multivariate Case

Abstract: In this work we give a concise definition of information loss from a system-theoretic point of view. Based on this definition, we analyze the information loss in static input-output systems subject to a continuous-valued input. For a certain class of multiple-input, multiple-output systems the information loss is quantified. An interpretation of this loss is accompanied by upper bounds which are simple to evaluate. Finally, a class of systems is identified for which the information loss is necessarily infinite. Quantizers and limiters are shown to belong to this class.