RT - Journal Article
T1 - ADK Entropy and ADK Entropy Rate in Irreducible- Aperiodic Markov Chain and Gaussian Processes
JF - JIRSS
YR - 2010
JO - JIRSS
VO - 9
IS - 2
UR - http://jirss.irstat.ir/article-1-68-en.html
SP - 115
EP - 126
K1 - ADK entropy
K1 - ADK entropy rate
K1 - gaussian process
K1 - Markov chain
K1 - Renyi entropy
K1 - Renyi entropy rate
K1 - Shannon entropy
K1 - Shannon entropy rate
K1 - spectral density function
K1 - stationary process.
AB - In this paper, the two parameter ADK entropy, as a generalized of Re'nyi entropy, is considered and some properties of it, are investigated. We will see that the ADK entropy for continuous random variables is invariant under a location and is not invariant under a scale transformation of the random variable. Furthermore, the joint ADK entropy, conditional ADK entropy, and chain rule of this entropy is discussed. The ADK entropy rate is dened and is used for deriving the entropy rate of stationary Gaussian processes and an irreducible- aperiodic Markov chain.
LA eng
UL http://jirss.irstat.ir/article-1-68-en.html
M3
ER -