RT - Journal Article
T1 - Relative Entropy Rate between a Markov Chain and Its Corresponding Hidden Markov Chain
JF - srtc-jsri
YR - 2011
JO - srtc-jsri
VO - 8
IS - 1
UR - http://jsri.srtc.ac.ir/article-1-85-en.html
SP - 97
EP - 110
K1 - Relative entropy rate
K1 - stochastic channel
K1 - Markov chain
K1 - hidden Markov chain
AB - 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.
LA eng
UL http://jsri.srtc.ac.ir/article-1-85-en.html
M3 10.18869/acadpub.jsri.8.1.97
ER -