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• W53014910 abstract "The Finite-State Markov Channel (FSMC) is a time-varying channel having states that are characterized by a finite-state Markov chain. These channels have infinite memory, which complicates their capacity analysis. We develop a new method to characterize the capacity of these channels based on Lyapunov exponents. Specifically, we show that the input, output, and conditional entropies for this channel are equivalent to the largest Lyapunov exponents for a particular class of random matrix products. We then show that the Lyapunov exponents can be expressed as expectations with respect to the stationary distributions of a class of continuous-state space Markov chains. The stationary distributions for this class of Markov chains are shown to be unique and continuous functions of the input symbol probabilities, provided that the input sequence has finite memory. These properties allow us to express mutual information and channel capacity in terms of Lyapunov exponents. We then leverage this connection between entropy and Lyapunov exponents to develop a rigorous theory for computing or approximating entropy and mutual information for finite-state channels with dependent inputs. We develop a method for directly computing entropy of finite-state channels that does not rely on simulation and establish its convergence. We also obtain a new asymptotically tight lower bound for entropy based on norms of random matrix products. In addition, we prove a new functional central limit theorem for sample entropy and apply this theorem to characterize the error in simulated estimates of entropy. Finally, we present numerical examples of mutual information computation for ISI channels and observe the capacity benefits of adding memory to the input sequence for such channels." @default.
• W53014910 created "2016-06-24" @default.
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• W53014910 date "2003-01-01" @default.
• W53014910 modified "2023-09-27" @default.
• W53014910 title "On Entropy and Lyapunov Exponents for Finite-State Channels" @default.
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