The Relative Entropy Rate For Two Hidden Markov Processes

Conference: TURBO - CODING - 2006 - 4th International Symposium on Turbo Codes & Related Topics; 6th International ITG-Conference on Source and Channel Coding
04/03/2006 - 04/07/2006 at Munich, Germany

Proceedings: TURBO - CODING - 2006

Pages: 6Language: englishTyp: PDF

Personal VDE Members are entitled to a 10% discount on this title

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.