Title :
On the entropy of a Hidden Markov process
Author :
Jacquet, Philippe ; Seroussi, Gadiel ; Szpankowski, Wojciech
Author_Institution :
INRIA, France
fDate :
27 June-2 July 2004
Abstract :
In this paper, the entropy rate of a hidden Markov process (HMP) is computed. The HMP entropy is expressed in terms of a measure Q, which solves an integral equation dependent on the parameters of the process. The measure is hard to extract from the equation in any explicit way. The study focuses on the regime where the channel parameter (noise) ε is small.
Keywords :
entropy; hidden Markov models; integral equations; HMP; channel parameter; entropy rate; hidden Markov process; integral equation; Entropy; Hidden Markov models; Integral equations; Laboratories; Markov processes; Q measurement; Random variables; Zinc;
Conference_Titel :
Information Theory, 2004. ISIT 2004. Proceedings. International Symposium on
Print_ISBN :
0-7803-8280-3
DOI :
10.1109/ISIT.2004.1365046
