Title :
Computation of Information Rates by Particle Methods
Author :
Dauwels, Justin ; Loeliger, Hans-Andrea
Author_Institution :
RIKEN Brain Sci. Inst., Wako
Abstract :
Prior work on the computation of information rates of channels with memory is extended to continuous state spaces by means of sequential Monte-Carlo integration (ldquoparticle filteringrdquo).
Keywords :
Monte Carlo methods; channel capacity; integration; particle filtering (numerical methods); channel information rates; continuous state spaces; memory; particle filtering; sequential Monte-Carlo integration; Belief propagation; Entropy; Information filtering; Information filters; Information rates; Information technology; Information theory; Phase noise; State-space methods; Stochastic processes; Continuous channels with memory; information rate; particle filtering; sequential Monte-Carlo integration;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.2007.911181
