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Article: Analyticity of Entropy Rate of Hidden Markov Chains With Continuous Alphabet

TitleAnalyticity of Entropy Rate of Hidden Markov Chains With Continuous Alphabet
Authors
Issue Date2015
Citation
IEEE Transactions on Information Theory, 2015, v. 61, p. 3013-3028 How to Cite?
AbstractWe first prove that under certain mild assumptions, the entropy rate of a hidden Markov chain, observed when passing a finite-state stationary Markov chain through a discrete-time continuous-output channel, is analytic with respect to the input Markov chain parameters. We then further prove, under strengthened assumptions on the chan- nel, that the entropy rate is jointly analytic as a function of both the input Markov chain parameters and the channel parameters. In particular, the main theorems estab- lish the analyticity of the entropy rate for two representative channels: Cauchy and Gaussian.
Persistent Identifierhttp://hdl.handle.net/10722/218754

 

DC FieldValueLanguage
dc.contributor.authorHan, G-
dc.contributor.authorMarcus, B-
dc.date.accessioned2015-09-18T06:52:30Z-
dc.date.available2015-09-18T06:52:30Z-
dc.date.issued2015-
dc.identifier.citationIEEE Transactions on Information Theory, 2015, v. 61, p. 3013-3028-
dc.identifier.urihttp://hdl.handle.net/10722/218754-
dc.description.abstractWe first prove that under certain mild assumptions, the entropy rate of a hidden Markov chain, observed when passing a finite-state stationary Markov chain through a discrete-time continuous-output channel, is analytic with respect to the input Markov chain parameters. We then further prove, under strengthened assumptions on the chan- nel, that the entropy rate is jointly analytic as a function of both the input Markov chain parameters and the channel parameters. In particular, the main theorems estab- lish the analyticity of the entropy rate for two representative channels: Cauchy and Gaussian.-
dc.languageeng-
dc.relation.ispartofIEEE Transactions on Information Theory-
dc.rightsCreative Commons: Attribution 3.0 Hong Kong License-
dc.rights©2015 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.-
dc.titleAnalyticity of Entropy Rate of Hidden Markov Chains With Continuous Alphabet-
dc.typeArticle-
dc.identifier.emailHan, G: ghan@hku.hk-
dc.identifier.authorityHan, G=rp00702-
dc.description.naturepublished_or_final_version-
dc.identifier.doi10.1109/TIT.2015.2423558-
dc.identifier.hkuros253247-
dc.identifier.volume61-
dc.identifier.spage3013-
dc.identifier.epage3028-

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