Relative Entropy Rate Based Multiple Hidden Markov Model Approximation

DOI10.1109/TSP.2009.2028115MaRDI QIDQ4570055zbMATH OpenOpenAlexFDO

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)

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

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