Title :
Computation of information rates by particle methods
Author :
Dauwels, Justin ; Loeliger, Hans-Andrea
Author_Institution :
Dept. of Inf. Technol. & Electr. Eng., ETH, Switzerland
fDate :
27 June-2 July 2004
Abstract :
Prior work on the computation of information rates of channels with memory is extended to continuous state spaces by means of sample-based numerical integration ("particle filtering"). In this paper, the problem of computing the information rate between the input and the output process of a time-variant discrete-time channel with memory and ergodic stochastic process is analyzed and the methods are extended to continuous state spaces.
Keywords :
discrete time systems; information theory; integration; stochastic processes; time-varying channels; continuous state space; ergodic stochastic process; information rate; memory stochastic process; particle method; sample-based numerical integration; time-variant discrete-time channel; Entropy; Information filtering; Information filters; Information rates; Information technology; Message passing; Probability distribution; State-space methods; Stochastic processes;
Conference_Titel :
Information Theory, 2004. ISIT 2004. Proceedings. International Symposium on
Print_ISBN :
0-7803-8280-3
DOI :
10.1109/ISIT.2004.1365215
