Analyticity of entropy rates of continuous-state hidden Markov models
The analyticity of the entropy and relative entropy rates of continuous-state hidden Markov models is studied here. Using the analytic continuation principle and the stability properties of the optimal filter, the analyticity of these rates is established for analytically parameterized models. The o...
| Main Authors: | , |
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| Format: | Journal article |
| Language: | English |
| Published: |
IEEE
2019
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