摘要
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.
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.
出处
《北京师范大学学报（自然科学版）》
CAS
CSCD
北大核心
2014年第6期587-591,共5页
Journal of Beijing Normal University(Natural Science)
基金
教育部博士点新教师基金资助项目(105273934)
教育部留学回国人员科研启动基金资助项目
