Presentation 2013-03-07
Order Estimator of Stationary Markov Sources Using Codeword Length of Universal Code
Shinji KANAZAWA, Tomohiko UYEMATSU,
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Abstract(in English) Merhav et al. studied the problem of estimating the order of stationary Markov sources. They proposed an order estimator using codeword length of the Lempel-Ziv(LZ) code. In this paper, We propose an alternative order estimator using codeword length of a general universal code. The universal code means the code whose compression ratio asymptotically achieves the normalized empirical entropy rate of any order. The proposed order estimator is shown to be asymptotically optimal in the following performance criterion. For the sequence length n, the probability P_u of underestimating the order and the probability P_o of overestimating it, the order estimator minimizes the limit superior of (1/n) log P_u while keeping the limit inferior of -(1/n)log P_o more than a given prescribed level.
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Keyword(in English) asymptotical ptimality / Markov source / order estimator / universal code
Paper # IT2012-65,ISEC2012-83,WBS2012-51
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Committee ISEC
Conference Date 2013/2/28(1days)
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Language JPN
Title (in Japanese) (See Japanese page)
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Title (in English) Order Estimator of Stationary Markov Sources Using Codeword Length of Universal Code
Sub Title (in English)
Keyword(1) asymptotical ptimality
Keyword(2) Markov source
Keyword(3) order estimator
Keyword(4) universal code
1st Author's Name Shinji KANAZAWA
1st Author's Affiliation Dept. of Communications and Integrated Systems, Tokyo Institute of Technology()
2nd Author's Name Tomohiko UYEMATSU
2nd Author's Affiliation Dept. of Communications and Integrated Systems, Tokyo Institute of Technology
Date 2013-03-07
Paper # IT2012-65,ISEC2012-83,WBS2012-51
Volume (vol) vol.112
Number (no) 461
Page pp.pp.-
#Pages 6
Date of Issue