On the entropy of a hidden markov process
Philippe Jacquet, G. Seroussi, Wojciech Szpankowski · 2004
In this paper, the entropy rate of a hidden Markov process (HMP) is computed. The HMP entropy is expressed in terms of a measure Q, which solves an integral equation dependent on the parameters of the process. The measure is hard to extract from the equation in any explicit way. The study focuses on the regime where the channel parameter (noise) /spl epsiv/ is small.