NDLI: New bounds on the entropy rate of hidden Markov processes

Content Provider	IEEE Xplore Digital Library
Author	Ordentlich, E. Weissman, T.
Copyright Year	2004
Description	Author affiliation: HP Labs., Palo Alto, CA, USA (Ordentlich, E.)
Abstract	Let {X/sub t/} be a stationary finite-alphabet Markov chain and {Z/sub t/} denote its noisy version when corrupted by a discrete memoryless channel. Let P(X/sub t//spl isin//spl middot/\|Z/sub -/spl infin///sup t/) denote the conditional distribution of X/sub t/ given all past and present noisy observations, a simplex-valued random variable. We present a new approach to bounding the entropy rate of {Z/sub t/} by approximating the distribution of this random variable. This approximation is facilitated by the construction and study of a Markov process whose stationary distribution determines the distribution of P(X/sub t//spl isin//spl middot/\|Z/sub -/spl infin///sup t/). To illustrate the efficacy of this approach, we specialize it and derive concrete bounds for the case of a binary Markov chain corrupted by a binary symmetric channel (BSC). These bounds are seen to capture the behavior of the entropy rate in various asymptotic regimes.
Starting Page	117
Ending Page	122
File Size	395742
Page Count	6
File Format	PDF
ISBN	0780387201
DOI	10.1109/ITW.2004.1405285
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2004-10-24
Publisher Place	USA
Access Restriction	Subscribed
Rights Holder	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subject Keyword	Entropy Hidden Markov models Random variables Additive noise Markov processes Laboratories Milling machines Memoryless systems Concrete Kernel
Content Type	Text
Resource Type	Article

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4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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