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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 G., Z. Nikooravesh *
, z_nikooravesh@iust.ac.ir
Abstract:   (1850 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]   (993 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


Volume 8, Issue 1 (9-2011) Back to browse issues page
مجله‌ی پژوهش‌های آماری ایران (علمی - پژوهشی) Journal of Statistical Research of Iran JSRI
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