TY - GEN
T1 - Alternating maximization procedure for finding the global maximum of directed information
AU - Naiss, Iddo
AU - Permuter, Haim H.
PY - 2010/12/1
Y1 - 2010/12/1
N2 - We extend the Blahut-Arimoto algorithm for maximizing Massey's directed information, which can be used for estimating the capacity of channels with delayed feedback. In order to do so, we apply ideas from the regular Blahut-Arimoto algorithm, i.e., the alternating maximization procedure, onto our new problem, and show its convergence to the global 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, one can use a backward index time maximization combined with the alternating maximization procedure. We give a detailed description of the algorithm, and state its complexity and memory needed. A numerical example is presented.
AB - We extend the Blahut-Arimoto algorithm for maximizing Massey's directed information, which can be used for estimating the capacity of channels with delayed feedback. In order to do so, we apply ideas from the regular Blahut-Arimoto algorithm, i.e., the alternating maximization procedure, onto our new problem, and show its convergence to the global 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, one can use a backward index time maximization combined with the alternating maximization procedure. We give a detailed description of the algorithm, and state its complexity and memory needed. A numerical example is presented.
KW - Alternating maximization procedure
KW - Backward index time maximization
KW - Blahut-Arimoto algorithm
KW - Causal conditioning
KW - Channels with feedback
KW - Directed information
KW - Finite state channels
UR - http://www.scopus.com/inward/record.url?scp=78651232881&partnerID=8YFLogxK
U2 - 10.1109/EEEI.2010.5662161
DO - 10.1109/EEEI.2010.5662161
M3 - Conference contribution
AN - SCOPUS:78651232881
SN - 9781424486809
T3 - 2010 IEEE 26th Convention of Electrical and Electronics Engineers in Israel, IEEEI 2010
SP - 545
EP - 549
BT - 2010 IEEE 26th Convention of Electrical and Electronics Engineers in Israel, IEEEI 2010
T2 - 2010 IEEE 26th Convention of Electrical and Electronics Engineers in Israel, IEEEI 2010
Y2 - 17 November 2010 through 20 November 2010
ER -