Relative Entropy Rate Based Multiple Hidden Markov Model Approximation

DOI10.1109/TSP.2009.2028115zbMATH Open1392.94632OpenAlexW1983421174MaRDI QIDQ4570055FDOQ4570055

Authors:

Publication date: 9 July 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tsp.2009.2028115

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Inference from stochastic processes and prediction (62M20) Detection theory in information and communication theory (94A13)

Cited In (5)

• Practical stability of approximating discrete-time filters with respect to model mismatch
• Airborne vision-based collision-detection system
• Space and spectral domain relative entropy for homogeneous random fields
• Nonparametric inference of stochastic differential equations based on the relative entropy rate
• THE STRONG LIMIT THEOREM FOR RELATIVE ENTROPY DENSITY RATES BETWEEN TWO ASYMPTOTICALLY CIRCULAR MARKOV CHAINS

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