We study the entropy rate of a hidden Markov process (HMP) defined by observing the output of a binary symmetric channel whose input is a first-order binary Markov process. Despit...
Philippe Jacquet, Gadiel Seroussi, Wojciech Szpank...
We calculate the Shannon entropy rate of a binary Hidden Markov Process (HMP), of given transition rate and noise (emission), as a series expansion in . The first two orders are ca...
The Shannon-McMillan-Breiman theorem asserts that the sample entropy of a stationary and ergodic stochastic process converges to the entropy rate of the same process almost surely...
Consider a hidden Markov chain obtained as the observation process of an ordinary Markov chain corrupted by noise. Zuk, et. al. [13, 14] showed how, in principle, one can explicit...