Maximum entropy property of discrete-time stable spline kernel

Tohid Ardeshiri; Tianshi Chen

ICASSP 2015accepted0 citations

Maximum entropy property of discrete-time stable spline kernel

Abstract

In this paper, the maximum entropy property of the discrete-time first-order stable spline kernel is studied. The advantages of studying this property in discrete-time domain instead of continuous-time domain are outlined. One of such advantages is that the differential entropy rate is well-defined for discrete-time stochastic processes. By formulating the maximum entropy problem for discrete-time stochastic processes we provide a simple and self-contained proof to show what maximum entropy property the discrete-time first-order stable spline kernel has.

BibTeX

@inproceedings{icassp2015_maximumentropypr,
  title = {Maximum entropy property of discrete-time stable spline kernel},
  author = {Tohid Ardeshiri and Tianshi Chen},
  booktitle = {ICASSP 2015},
  year = {2015}
}