Title :
Asymptotics of Entropy Rate in Special Families of Hidden Markov Chains
Author :
Han, Guangyue ; Marcus, Brian H.
Author_Institution :
Dept. of Math., Univ. of Hong Kong, Hong Kong, China
fDate :
3/1/2010 12:00:00 AM
Abstract :
We derive an asymptotic formula for entropy rate of a hidden Markov chain under certain parameterizations. We also discuss applications of the asymptotic formula to the asymptotic behaviors of entropy rate of hidden Markov chains as outputs of certain channels, such as binary symmetric channel, binary erasure channel, and some special Gilbert-Elliot channel.
Keywords :
entropy; hidden Markov models; telecommunication channels; Gilbert-Elliot channel; asymptotic formula; binary erasure channel; binary symmetric channel; entropy rate; hidden Markov chains; Councils; Entropy; Hidden Markov models; Mathematics; Stochastic processes; Taylor series; Entropy; entropy rate; hidden Markov chain; hidden Markov model; hidden Markov process;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.2009.2039094
