• DocumentCode
    3614641
  • Title

    A simulation based algorithm for optimal quantization of hidden Markov models

  • Author

    V.B. Tadic;A. Doucet

  • Author_Institution
    Dept. of Electr. Eng., Melbourne Univ., Parkville, Vic., Australia
  • fYear
    2003
  • fDate
    6/25/1905 12:00:00 AM
  • Firstpage
    482
  • Abstract
    A general problem of multilevel scalar quantization of hidden Markov models is considered. An algorithm for the optimal selection of the quantization levels is proposed and its asymptotic behavior is analyzed theoretically and through simulations. The proposed algorithm is based on stochastic approximation and Monte Carlo gradient estimation.
  • Keywords
    "Hidden Markov models","Quantization","Stochastic processes","Mutual information","Monte Carlo methods","Approximation algorithms","Convergence","Algorithm design and analysis","Analytical models","Closed-form solution"
  • Publisher
    ieee
  • Conference_Titel
    Information Theory, 2003. Proceedings. IEEE International Symposium on
  • Print_ISBN
    0-7803-7728-1
  • Type

    conf

  • DOI
    10.1109/ISIT.2003.1228499
  • Filename
    1228499
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3614641