Title :
Estimating the number of states of a finite-state source
Author :
Ziv, Jacob ; Merhav, Neri
Author_Institution :
Dept. of Electr. Eng., Technion, Israel Inst. of Technol., Haifa, Israel
fDate :
1/1/1992 12:00:00 AM
Abstract :
The problem of estimating the number of states of a finite-alphabet, finite-state source is investigated. An estimator is developed that asymptotically attains the minimum probability of understanding the number of states, among all estimators with a prescribed exponential decay rate of overestimation probability. The proposed estimator relies on the Lempel-Ziv data compression algorithm in an intuitively appealing manner
Keywords :
data compression; information theory; probability; Lempel-Ziv data compression algorithm; exponential decay rate; finite alphabet source; finite-state source; minimum probability; number of states estimation; overestimation probability; underestimation probability; Convergence; Data compression; Hidden Markov models; Information theory; Iterative algorithms; Jacobian matrices; Random variables; State estimation; Statistics;
Journal_Title :
Information Theory, IEEE Transactions on
