Entropy rate calculations of algebraic measures
Information Theory
2012-08-30 v1 math.IT
Abstract
Let . We use a special class of translation invariant measures on 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 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}
}