Computation of Information Rates by Particle Methods

@article{Dauwels2004ComputationOI,
  title={Computation of Information Rates by Particle Methods},
  author={Justin Dauwels and Hans-Andrea Loeliger},
  journal={International Symposium onInformation Theory, 2004. ISIT 2004. Proceedings.},
  year={2004},
  pages={178-}
}
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). 
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