• DocumentCode
    1025434
  • Title

    Computation of Information Rates by Particle Methods

  • Author

    Dauwels, Justin ; Loeliger, Hans-Andrea

  • Author_Institution
    RIKEN Brain Sci. Inst., Wako
  • Volume
    54
  • Issue
    1
  • fYear
    2008
  • Firstpage
    406
  • Lastpage
    409
  • Abstract
    Prior work on the computation of information rates of channels with memory is extended to continuous state spaces by means of sequential Monte-Carlo integration (ldquoparticle filteringrdquo).
  • Keywords
    Monte Carlo methods; channel capacity; integration; particle filtering (numerical methods); channel information rates; continuous state spaces; memory; particle filtering; sequential Monte-Carlo integration; Belief propagation; Entropy; Information filtering; Information filters; Information rates; Information technology; Information theory; Phase noise; State-space methods; Stochastic processes; Continuous channels with memory; information rate; particle filtering; sequential Monte-Carlo integration;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/TIT.2007.911181
  • Filename
    4418471