Abstract—In this paper, the estimation of a nonlinear stochastic dependence between signals in
information-measuring and control systems is considered. The maximum correlation coefficient
and corresponding optimal transformations of the signals are estimated using the Bernstein
approximation. Some basic concepts of the copula theory are discussed. Main calculation
formulas for the maximum correlation coefficient in the case of a degenerate stochastic kernel are
presented. An estimation algorithm for the maximum correlation coefficient and corresponding
optimal (nonlinear) transformations of random signals is proposed. An example of correlation
estimation for random signals is given.