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Article: Analyticity of Entropy Rate of Hidden Markov Chains With Continuous Alphabet
Title | Analyticity of Entropy Rate of Hidden Markov Chains With Continuous Alphabet |
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Authors | |
Keywords | analyticity continuous alphabet entropy rate hidden Markov chain Hilbert metric |
Issue Date | 2015 |
Citation | IEEE Transactions on Information Theory, 2015, v. 61, p. 3013-3028 How to Cite? |
Abstract | We 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 Identifier | http://hdl.handle.net/10722/218754 |
ISSN | 2023 Impact Factor: 2.2 2023 SCImago Journal Rankings: 1.607 |
ISI Accession Number ID |
DC Field | Value | Language |
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dc.contributor.author | Han, G | - |
dc.contributor.author | Marcus, B | - |
dc.date.accessioned | 2015-09-18T06:52:30Z | - |
dc.date.available | 2015-09-18T06:52:30Z | - |
dc.date.issued | 2015 | - |
dc.identifier.citation | IEEE Transactions on Information Theory, 2015, v. 61, p. 3013-3028 | - |
dc.identifier.issn | 0018-9448 | - |
dc.identifier.uri | http://hdl.handle.net/10722/218754 | - |
dc.description.abstract | We 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.language | eng | - |
dc.relation.ispartof | IEEE Transactions on Information Theory | - |
dc.subject | analyticity | - |
dc.subject | continuous alphabet | - |
dc.subject | entropy rate | - |
dc.subject | hidden Markov chain | - |
dc.subject | Hilbert metric | - |
dc.title | Analyticity of Entropy Rate of Hidden Markov Chains With Continuous Alphabet | - |
dc.type | Article | - |
dc.identifier.email | Han, G: ghan@hku.hk | - |
dc.identifier.authority | Han, G=rp00702 | - |
dc.description.nature | link_to_subscribed_fulltext | - |
dc.identifier.doi | 10.1109/TIT.2015.2423558 | - |
dc.identifier.scopus | eid_2-s2.0-84930226781 | - |
dc.identifier.hkuros | 253247 | - |
dc.identifier.volume | 61 | - |
dc.identifier.spage | 3013 | - |
dc.identifier.epage | 3028 | - |
dc.identifier.eissn | 1557-9654 | - |
dc.identifier.isi | WOS:000354943600005 | - |
dc.identifier.issnl | 0018-9448 | - |