Approximations for the entropy rate of a hidden Markov process

@article{Ordentlich2005ApproximationsFT,
  title={Approximations for the entropy rate of a hidden Markov process},
  author={Erik Ordentlich and Tsachy Weissman},
  journal={Proceedings. International Symposium on Information Theory, 2005. ISIT 2005.},
  year={2005},
  pages={2198-2202}
}
Let {Xt} be a stationary finite-alphabet Markov chain and {Zt} denote its noisy version when corrupted by a discrete memoryless channel. We present an approach to bounding the entropy rate of {Zt} by the construction and study of a related measure-valued Markov process. To illustrate its efficacy, we specialize it to the case of a BSC-corrupted binary Markov chain. The bounds obtained are sufficiently tight to characterize the behavior of the entropy rate in asymptotic regimes that exhibit a… CONTINUE READING
Highly Cited
This paper has 18 citations. REVIEW CITATIONS
12 Citations
18 References
Similar Papers

Citations

Publications citing this paper.
Showing 1-10 of 12 extracted citations

References

Publications referenced by this paper.
Showing 1-10 of 18 references

The Sherrington-Kirkpatrick model: a challenge to mathematicians

  • M. Talagrand
  • Prob. Th. Relat. Fields, 110:109–176,
  • 1998
1 Excerpt

Equivalence of Boltzmann chains and hidden Markov models

  • D.J.C. MacKay
  • Neural Computation, 8:178–181, January
  • 1996
1 Excerpt

Similar Papers

Loading similar papers…