TY - GEN
T1 - The relative entropy rate for two hidden markov processes
AU - Zuk, Or
PY - 2006
Y1 - 2006
N2 - The relative entropy rate is a natural and usefull measure of distance between two stochastic processes. In this paper we study the relative entropy rate between two Hidden Markov Processes (HMPs), which is of both theoretical and practical importance. We give new results showing analyticity, representation using Lyapunov exponents, and Taylor expansion for the relative entropy rate of two discrete-time finite-alphabet HMPs.
AB - The relative entropy rate is a natural and usefull measure of distance between two stochastic processes. In this paper we study the relative entropy rate between two Hidden Markov Processes (HMPs), which is of both theoretical and practical importance. We give new results showing analyticity, representation using Lyapunov exponents, and Taylor expansion for the relative entropy rate of two discrete-time finite-alphabet HMPs.
UR - http://www.scopus.com/inward/record.url?scp=42549168873&partnerID=8YFLogxK
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AN - SCOPUS:42549168873
T3 - Turbo Codes and Related Topics; 6th International ITG-Conference on Source and Channel Coding (TURBOCODING), 2006 4th International Symposium on
BT - Turbo Codes and Related Topics; 6th International ITG-Conference on Source and Channel Coding (TURBOCODING), 2006 4th International Symposium on
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 6th International ITG-Conference on Source and Channel Coding and 2006 4th International Symposium on Turbo Codes and Related Topics, TURBOCODING 2006
Y2 - 3 April 2006 through 7 April 2006
ER -