Efficient computation of the Hidden Markov model entropy for a given observation sequence

IEEE Transactions on Information Theory

Volumn 51, Issue 7, 2005, Pages 2681-2685

  Hernando, Diego ^a   Crespi, Valentino ^b   Cybenko, George ^c  

^a University of Illinois at Urbana Champaign   (United States)

^b CALIFORNIA STATE UNIVERSITY   (United States)

^c DARTMOUTH COLLEGE   (United States)

Author keywords

Entropy; Hidden Markov model (HMM); Performance measurement; Process query system; Viterbi algorithm

Indexed keywords

ALGORITHMS; COMPUTATIONAL COMPLEXITY; MARKOV PROCESSES; MATHEMATICAL MODELS; MATRIX ALGEBRA; PROBABILITY DISTRIBUTIONS;

HIDDEN MARKOV MODEL (HMM); PERFORMANCE MEASUREMENT; PROCESS QUERY SYSTEM; VITERBI ALGORITHM;

INFORMATION THEORY;

EID: 23744447734     PISSN: 00189448     EISSN: None     Source Type: Journal    
DOI: 10.1109/TIT.2005.850223     Document Type: Article

References (8)

1. T. M. Cover and J. A. Thomas, Elements of Information Theory. New York, NY: Wiley, 1991, Wiley Series in Telecommunications.
2. Y. Ephraim and N. Merhav, "Hidden Markov processes," IEEE Trans. Inf. Theory, vol. 48, no. 6, pp. 1518-1569, Jun. 2002.
3. J. Proakis and M. Salehi, Communications Systems Engineering. Upper Saddle River, NJ: Prentice-Hall, 2002.
4. L. Rabiner, "A tutorial on hidden Markov models and selected applications in speech recognition," Proc. IEEE, vol. 77, no. 2, pp. 257-286, Feb. 1989.
5. N. Seshadri and C. Sundberg, "List Viterbi decoding algorithms with applications," IEEE Trans. Commun., vol. 42, no. 2/3/4, pp. 313-323, Feb./Mar./Apr. 1994.
6. L. Bahl, J. Cocke, F. Jelinek, and J. Raviv, "Optimal decoding of linear codes for minimizing symbol error rate," IEEE Trans. Inf. Theory, vol. IT-20, no. 2, pp. 284-287, Mar. 1974.
7. G. D. Forney, "The Viterbi algorithm" Proc. IEEE, vol. 61, no. 3, pp. 268-278, Mar. 1973.
8. V. Berk et al., "Process query systems for surveillance and awareness," in Proc. 7th World Conf. Systemics, Cybernetics and Informatics (SC12003), Orlando, FL, Jul. 2003.