Maximum Entropy Property of Discrete-time Stable Spline Kernel
Systems and Control
2015-04-14 v2
Abstract
In this paper, the maximum entropy property of the discrete-time first-order stable spline kernel is studied. The advantages of studying this property in discrete-time domain instead of continuous-time domain are outlined. One of such advantages is that the differential entropy rate is well-defined for discrete-time stochastic processes. By formulating the maximum entropy problem for discrete-time stochastic processes we provide a simple and self-contained proof to show what maximum entropy property the discrete-time first-order stable spline kernel has.
Keywords
Cite
@article{arxiv.1411.0283,
title = {Maximum Entropy Property of Discrete-time Stable Spline Kernel},
author = {Tohid Ardeshiri and Tianshi Chen},
journal= {arXiv preprint arXiv:1411.0283},
year = {2015}
}
Comments
accepted for IEEE International Conference on Acoustics, Speech and Signal Processing, Brisbane, Australia, April 2015