Minimum Relative Entropy State Transitions in Linear Stochastic Systems: the Continuous Time Case

Igor G. Vladimirov Ian R. Petersen

Published in: CoRR (2012)

Keyphrases

state transitions
relative entropy
stochastic systems
state transition
information theoretic
log likelihood
stochastic models
markov chain
information theory
hidden markov models
training data
pairwise
dynamic programming
maximum entropy
kullback leibler divergence