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From finite-system entropy to entropy rate for a Hidden Markov Process

Or Zuk·Eytan Domany·Ido Kanter·Michael Aizenman
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Abstract

A recent result presented the expansion for the entropy rate of a Hidden Markov Process (HMP) as a power series in the noise variable $\eps$. The coefficients of the expansion around the noiseless ($\eps = 0$) limit were calculated up to 11th order, using a conjecture that relates the entropy rate of a HMP to the entropy of a process of finite length (which is calculated analytically). In this communication we generalize and prove the validity of the conjecture, and discuss the theoretical and practical consequences of our new theorem.

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Or Zuk, Eytan Domany, Ido Kanter, Michael Aizenman. 2005-10-06. From finite-system entropy to entropy rate for a Hidden Markov Process. https://doi.org/10.1109/lsp.2006.874466

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