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From Finite-System Entropy to Entropy Rate for a Hidden Markov Process

From Finite-System Entropy to Entropy Rate for a Hidden Markov Process

A recent result presented the expansion for the entropy rate of a Hidden Markov Process (HMP) as a power series in the noise variable $\eps$. The coefficients of the expansion around the noiseless ($\eps = 0$) limit were calculated up to 11th order, using a conjecture that relates the entropy …