TY - JOUR
JF - srtc-jsri
JO - JSRI
VL - 8
IS - 1
PY - 2011
Y1 - 2011/9/01
TI - Relative Entropy Rate between a Markov Chain and Its Corresponding Hidden Markov Chain
TT - نرخ انتروپی نسبی بین یک زنجیر مارکوفی و زنجیر مارکوفی پنهان متناظر
N2 - 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.
SP - 97
EP - 110
AU - Yari, H.
AU - Nikooravesh, Z.
AD -
KW - Relative entropy rate
KW - stochastic channel
KW - Markov chain
KW - hidden Markov chain
UR - http://jsri.srtc.ac.ir/article-1-85-en.html
DO - 10.18869/acadpub.jsri.8.1.97
ER -