arXiv · 1012.5071
Extension of the Blahut-Arimoto algorithm for maximizing directed information
Abstract
We extend the Blahut-Arimoto algorithm for maximizing Massey's directed information. The algorithm can be used for estimating the capacity of channels with delayed feedback, where the feedback is a deterministic function of the output. In order to do so, we apply the ideas from the regular Blahut-Arimoto algorithm, i.e., the alternating maximization procedure, onto our new problem. We provide both upper and lower bound sequences that converge to the optimum value. Our main insight in this paper is that in order to find the maximum of the directed information over causal conditioning probability mass function (PMF), one can use a backward index time maximization combined with the alternating maximization procedure. We give a detailed description of the algorithm, its complexity, the memory needed, and several numerical examples.
Explore related subjects
Keep this discovery
Iddo Naiss, Haim Permuter. 2010-12-27. Extension of the Blahut-Arimoto algorithm for maximizing directed information. https://arxiv.org/abs/1012.5071
Cite the original work for its findings. Save a collection to share your selection of sources.