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:: Volume 8, Issue 1 (9-2011) ::
JSRI 2011, 8(1): 97-110 Back to browse issues page
Relative Entropy Rate between a Markov Chain and Its Corresponding Hidden Markov Chain
H. Yari , Z. Nikooravesh 1
1- , z_nikooravesh@iust.ac.ir
Abstract:   (3776 Views)

 In this paper we study the relative entropy rate between a homogeneous Markov chain and a hidden Markov chain defined by observing the output of a discrete stochastic channel whose input is the finite state space homogeneous stationary Markov chain. For this purpose, we obtain the relative entropy between two finite subsequences of above mentioned chains with the help of the definition of relative entropy between two random variables then we define the relative entropy rate between these stochastic processes and study the convergence of it.

Keywords: Relative entropy rate, stochastic channel, Markov chain, hidden Markov chain
Full-Text [PDF 199 kb]   (3744 Downloads)    
Type of Study: Research | Subject: General
Received: 2016/01/2 | Accepted: 2016/01/2 | Published: 2016/01/2
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Yari H, Nikooravesh Z. Relative Entropy Rate between a Markov Chain and Its Corresponding Hidden Markov Chain. JSRI 2011; 8 (1) :97-110
URL: http://jsri.srtc.ac.ir/article-1-85-en.html


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Creative Commons License This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.
Volume 8, Issue 1 (9-2011) Back to browse issues page
مجله‌ی پژوهش‌های آماری ایران Journal of Statistical Research of Iran JSRI
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