English

Entropy rate calculations of algebraic measures

Information Theory 2012-08-30 v1 math.IT

Abstract

Let K={0,1,...,q1}K = \{0,1,...,q-1\}. We use a special class of translation invariant measures on KZK^\mathbb{Z} called algebraic measures to study the entropy rate of a hidden Markov processes. Under some irreducibility assumptions of the Markov transition matrix we derive exact formulas for the entropy rate of a general qq state hidden Markov process derived from a Markov source corrupted by a specific noise model. We obtain upper bounds on the error when using an approximation to the formulas and numerically compute the entropy rates of two and three state hidden Markov models.

Keywords

Cite

@article{arxiv.1105.2377,
  title  = {Entropy rate calculations of algebraic measures},
  author = {Katy Marchand and Jaideep Mulherkar and Bruno Nachtergaele},
  journal= {arXiv preprint arXiv:1105.2377},
  year   = {2012}
}