AU - Yari, H.
AU - Nikooravesh, Z.
TI - Relative Entropy Rate between a Markov Chain and Its Corresponding Hidden Markov Chain
PT - JOURNAL ARTICLE
TA - srtc-jsri
JN - srtc-jsri
VO - 8
VI - 1
IP - 1
4099 - http://jsri.srtc.ac.ir/article-1-85-en.html
4100 - http://jsri.srtc.ac.ir/article-1-85-en.pdf
SO - srtc-jsri 1
ABĀ - 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.
CP - IRAN
IN -
LG - eng
PB - srtc-jsri
PG - 97
PT - Research
YR - 2011