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• W1967664476 abstract "We first prove that under certain mild assumptions, the entropy rate of a hidden Markov chain, observed when passing a finite-state stationary Markov chain through a discrete-time continuous-output channel, is analytic with respect to the input Markov chain parameters. We then further prove, under strengthened assumptions on the channel, that the entropy rate is jointly analytic as a function of both the input Markov chain parameters and the channel parameters. In particular, the main theorems establish the analyticity of the entropy rate for two representative channels: 1) Cauchy and 2) Gaussian. The analyticity results obtained are expected to be helpful in computation/estimation of entropy rate of hidden Markov chains and capacity of finite-state channels with continuous output alphabet." @default.
• W1967664476 created "2016-06-24" @default.
• W1967664476 creator A5000081781 @default.
• W1967664476 creator A5065384253 @default.
• W1967664476 date "2015-06-01" @default.
• W1967664476 modified "2023-10-01" @default.
• W1967664476 title "Analyticity of Entropy Rate of Hidden Markov Chains With Continuous Alphabet" @default.
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• W1967664476 doi "https://doi.org/10.1109/tit.2015.2423558" @default.
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