Abstract
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.
| Original language | English |
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| Title of host publication | TURBO - CODING 2006 - 4th International Symposium on Turbo Codes and Related Topics and 6th International ITG-Conference on Source and Channel Coding |
| Publisher | VDE Verlag GmbH |
| ISBN (Electronic) | 3800729474, 9783800729470 |
| State | Published - 2006 |
| Externally published | Yes |
| Event | 4th International Symposium on Turbo Codes and Related Topics and 6th International ITG-Conference on Source and Channel Coding, TURBOCODING 2006 - Munich, Germany Duration: 3 Apr 2006 → 7 Apr 2006 |
Publication series
| Name | TURBO - CODING 2006 - 4th International Symposium on Turbo Codes and Related Topics and 6th International ITG-Conference on Source and Channel Coding |
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Conference
| Conference | 4th International Symposium on Turbo Codes and Related Topics and 6th International ITG-Conference on Source and Channel Coding, TURBOCODING 2006 |
|---|---|
| Country/Territory | Germany |
| City | Munich |
| Period | 3/04/06 → 7/04/06 |
Bibliographical note
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