北京师范大学学报(自然科学版)
北京師範大學學報(自然科學版)
북경사범대학학보(자연과학판)
JOURNAL OF BEIJING NORMAL UNIVERSITY
2014年
6期
587-591
,共5页
熵率%相互信息率%隐马尔科夫过程%带状态依赖标值的马尔科夫调制Poisson过程%估计精度和效
熵率%相互信息率%隱馬爾科伕過程%帶狀態依賴標值的馬爾科伕調製Poisson過程%估計精度和效
적솔%상호신식솔%은마이과부과정%대상태의뢰표치적마이과부조제Poisson과정%고계정도화효
entropy rate%mutual information rate%hidden Markov process%Markov modulated Poisson process with marks%the accuracy and efficiency of the estimation
导出了带状态依赖标值的马尔科夫调制泊松点过程的熵率和相互信息率。模拟研究显示 MLE 的精度和效与隐马尔科夫过程的相互信息率有关。
導齣瞭帶狀態依賴標值的馬爾科伕調製泊鬆點過程的熵率和相互信息率。模擬研究顯示 MLE 的精度和效與隱馬爾科伕過程的相互信息率有關。
도출료대상태의뢰표치적마이과부조제박송점과정적적솔화상호신식솔。모의연구현시 MLE 적정도화효여은마이과부과정적상호신식솔유관。
In this note,the entropy rate and the mutual information rate of Markov modulated Poisson process (MMPP)associated with marks are explicitly derived.Simulation studies suggest the accuracy and efficiency of the Maximum Likelihood Estimation (MLE)of this class of models are closely associated with the mutual information rate between the observed marked point process and the latent Markov chain.