From finite-system entropy to entropy rate for a hidden Markov process

Or Zuk, Eytan Domany, Ido Kanter, Michael Aizenman

Research output: Contribution to journalArticlepeer-review

12 Scopus citations


A recent result presented the expansion for the entropy rate of a hidden Markov process (HMP) as a power series in the noise variable ε. The coefficients of the expansion around the noiseless (ε = 0) limit were calculated up to 11th order, using a conjecture that relates the entropy rate of an HMP to the entropy of a process of finite length (which is calculated analytically). In this letter, we generalize and prove the conjecture and discuss its theoretical and practical consequences.

Original languageEnglish (US)
Pages (from-to)517-520
Number of pages4
JournalIEEE Signal Processing Letters
Issue number9
StatePublished - Sep 2006

All Science Journal Classification (ASJC) codes

  • Signal Processing
  • Electrical and Electronic Engineering
  • Applied Mathematics


  • Entropy
  • Hidden markov process (HMP)
  • Taylor series


Dive into the research topics of 'From finite-system entropy to entropy rate for a hidden Markov process'. Together they form a unique fingerprint.

Cite this