On Multifractal Spectrum of Hidden Markov Processes

Shuangping Chen

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On Multifractal Spectrum of Hidden Markov Processes

Shuangping Chen *

Department of Computer Science, Zhuhai Campus, 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: 5 January 2010

Accepted by: none

Citation: Shuangping Chen.On Multifractal Spectrum of Hidden Markov Processes[OL]. [ 5 January 2010] http://en.paper.edu.cn/en_releasepaper/content/38447

The hidden Markov processes (HMP) have been shown to be related to Cantor set which is a typical fractal. Statistical methods have been introduced to compute the multifractal spectrum of HMPs, and an example of applying the methods on a binary hidden Markov process was provided. The multifractal spectrum is a very useful tool for evaluating parameters and output of HMPs.

Keywords:binary hidden Markov processes;entropy rate;multifractal spectrum

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