For two signals or random variables to be uncorrelated, the mutual information (MI) and correlation coefficient must be zero. Let, $error = X -Y$ where X is the desired signal and Y is the measured signal. It is desired that error tend to zero.

1. How does MI play a role if I say that MI of error must decrease?

2. Can somebody please explain What is the physical meaning of mutual information and what is the implication if mutual information between two signals increases and when it decreases?

3. What is the difference then between MI and correlation in this aspect ?