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Estimators for the Entropy Rate of Binary Hidden Markov Processes
Chen Shuangping *,Li Jun,Zheng Haoran
Department of Computer Science, Jinan University
*Correspondence author
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Funding: 国家自然科学基金,暨南大学青年基金(No.60802026,51208030)
Opened online: 4 January 2010
Accepted by: none
Citation: Chen Shuangping,Li Jun,Zheng Haoran.Estimators for the Entropy Rate of Binary Hidden Markov Processes[OL]. [ 4 January 2010] http://en.paper.edu.cn/en_releasepaper/content/38427
 
 
The entropy rate of a hidden Markov process (HMP) is important in theory and practical applications, but it is hard to get an analytical expression or obtain a numerical estimator. In this paper, a new series of formulas for the bounds on the entropy rate of a special kinds of binary hidden Markov processes (BHMPs) are described. The convergence of the bounds is proved. Based on the convergence, several estimators have been advanced, of which the maximal error can be estimated. An algorithm for calculating the entropy rate has been provided and the numerical precision of entropy rate could be adjusted through a parameter of the algorithm. The bounds and estimators provide a numerical approach to approximate the entropy rate at any precision, which casts light on computing the entropy rate of more generalized HMPs.
Keywords:Binary hidden Markov process;entropy rate;estimator
 
 
 

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