Order estimation for a special class of hidden Markov sources and binary renewal processes
作者： S. Khudanpur , P. Narayan
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摘要: We consider the estimation of order, i.e., number hidden states, a special class discrete-time finite-alphabet Markov sources. This can be characterized in terms equivalent renewal processes. No priori bound is assumed on maximum. permissible order. An order estimator based types constructed, and shown to strongly consistent by computing precise asymptotics probability error. The underestimation true decays exponentially observations while overestimation goes zero sufficiently fast. It further that this has best possible error exponent large estimators. Our results are also valid for general binary independent-renewal processes with finite mean times.
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