The Relative Entropy Rate For Two Hidden Markov Processes

Konferenz: TURBO - CODING - 2006 - 4th International Symposium on Turbo Codes & Related Topics; 6th International ITG-Conference on Source and Channel Coding
03.04.2006 - 07.04.2006 in Munich, Germany

Tagungsband: TURBO - CODING - 2006

Seiten: 6Sprache: EnglischTyp: PDF

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Zuk, Or (Dept. of Physics of Complex Systems, Weizmann Inst. of Science, Rehovot, 76100, Israel)

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.