472 search results - page 1 / 95 » On the Entropy of a Hidden Markov Process |
DCC
2004
IEEE
14 years 4 months ago
2004
IEEE
We study the entropy rate of a hidden Markov process (HMP) defined by observing the output of a binary symmetric channel whose input is a first-order binary Markov process. Despit...
DCC
2005
IEEE
14 years 4 months ago
2005
IEEE
We calculate the Shannon entropy rate of a binary Hidden Markov Process (HMP), of given transition rate and noise (emission), as a series expansion in . The first two orders are ca...
CORR
2011
Springer
12 years 12 months ago
2011
Springer
The Shannon-McMillan-Breiman theorem asserts that the sample entropy of a stationary and ergodic stochastic process converges to the entropy rate of the same process almost surely...
CORR
2008
Springer
13 years 5 months ago
2008
Springer
CORR
2006
Springer
13 years 4 months ago
2006
Springer
Consider a hidden Markov chain obtained as the observation process of an ordinary Markov chain corrupted by noise. Zuk, et. al. [13, 14] showed how, in principle, one can explicit...