TY - GEN
T1 - Extension of the Blahut-Arimoto algorithm for maximizing directed information
AU - Permuter, Haim H.
AU - Naiss, Iddo
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 the 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, its complexity, and memory needed. Some numerical results are provided to illustrate the performance of the suggested algorithm.
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 the 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, its complexity, and memory needed. Some numerical results are provided to illustrate the performance of the suggested algorithm.
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=79952380254&partnerID=8YFLogxK
U2 - 10.1109/ALLERTON.2010.5707083
DO - 10.1109/ALLERTON.2010.5707083
M3 - Conference contribution
AN - SCOPUS:79952380254
SN - 9781424482146
T3 - 2010 48th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2010
SP - 1442
EP - 1449
BT - 2010 48th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2010
T2 - 48th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2010
Y2 - 29 September 2010 through 1 October 2010
ER -