Asymptotics of entropy rate in special families of hidden Markov chains

Authors:
Guangyue Han;Brian H. Marcus
Affiliations:
Department of Mathematics, The University of Hong Kong, Hong Kong;Department of Mathematics, The University of British Columbia, Vancouver, B.C., Canada
Venue:
IEEE Transactions on Information Theory
Year:
2010

Citing 8
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Abstract

We derive an asymptotic formula for entropy rate of a hidden Markov chain under certain parameterizations. We also discuss applications of the asymptotic formula to the asymptotic behaviors of entropy rate of hidden Markov chains as outputs of certain channels, such as binary symmetric channel, binary erasure channel, and some special Gilbert-Elliot channel.