Calculating information loss in a signal after smoothing? I have a signal. I applied Gaussian smoothing to it and then for baseline reduction I appied Tophat filter to the smoothed version.

This is the original signal:



This is the final signal:



I read that KL Divergence helps in finding the information loss between two signals but then again a condition was that the elements of the two distributions must be 1 i.e. There are two distributions P &amp; Q then Pi + Qi = 1.

So is there any other way by which I can do that ?
Information loss and KL Divergence are functions that describe the behavior of random variables, in other words a set of random signals from some distribution. When you only have one signal, like you do in this case, calculating the information loss doesn't make sense. You can calculate mean squared error like the other comment suggests.