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Entropy and information rates for hidden Markov models

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2 Author(s)
Hanseok Ko ; Sch. of Electr. Eng., Korea Univ., Seoul, South Korea ; Baran, R.H.

A practical approach to statistical inference for hidden Markov models (HMMs) requires expressions for the mean and variance of the log-probability of an observed T-long sequence given the model parameters. From the viewpoint of Shannon theory, in the limit of large T, the expected value of the per step log-probability is minus one times the mean entropy rate at the output of a noisy channel driven by the Markov source. A novel procedure for finding the entropy rate is presented. The rate distortion function of the Markov source, subject to the requirement of instantaneous coding, is a by-product of the derivation

Published in:

Information Theory, 1998. Proceedings. 1998 IEEE International Symposium on

Date of Conference:

16-21 Aug 1998