On the entropy of a hidden Markov process

IEEE International Symposium on Information Theory - Proceedings

Volumn , Issue , 2004, Pages 10-

  Jacquet, Philippe ^a   Seroussi, Gadiel ^b   Szpankowski, Wojciech ^c  

^a INRIA ROCQUENCOURT   (France)

^b HEWLETT PACKARD LABORATORIES   (United States)

^c Purdue University   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ASYMPTOTIC EXPANSION; BINARY TRIPLETS; HIDDEN MARKOV PROCESS (HMP); LYAPUNOV EXPONENTS;

ASYMPTOTIC STABILITY; COMPUTATIONAL METHODS; INTEGRAL EQUATIONS; LYAPUNOV METHODS; MATHEMATICAL MODELS; PROBABILITY; PROBLEM SOLVING; THEOREM PROVING;

MARKOV PROCESSES;

EID: 5044252178     PISSN: 21578097     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (5)

1. Y. Ephraim and N. Merhav, "Hidden Markov processes," IEEE Trans. Inform. Theory, vol. IT-48, pp. 1518-1569, June 2002.
2. D. Blackwell, "The entropy of functions of finite-state Markov chains," in Trans. First Prague Conf. Information Theory, Statistical Decision Functions, Random Processes, (Prague, Czechoslovakia), pp. 13-20, Pub. House Czechoslovak Acad. Sci., 1957.
3. J. Tsitsiklis and V. Blondel, "The Lyapunov exponent and joint spectral radius of pairs of matrices are hard - when not impossible - to compute and to approximate," Mathematics of Control, Signals, and Systems, vol. 10, pp. 31-40, 1997.
4. H. Furstenberg and H. Kesten, "Products of random matrices," Ann. Math. Statist, pp. 457-189, 1960.
5. V. Oseledec, "A multiplicative ergodic theorem," Trudy Moskov Mat. Obsc, 1968.