2013
DOI: 10.1109/tit.2012.2214202
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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 orde… Show more

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Cited by 37 publications
(44 citation statements)
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“…This form is the negative of a concave function, as proven in [12,Lemma 2]. Furthermore, in the same lemma, we show that the directed information is continuous with continuous partial derivatives; similar proof applies here.…”
Section: Derivation Of Algorithmsupporting
confidence: 74%
See 3 more Smart Citations
“…This form is the negative of a concave function, as proven in [12,Lemma 2]. Furthermore, in the same lemma, we show that the directed information is continuous with continuous partial derivatives; similar proof applies here.…”
Section: Derivation Of Algorithmsupporting
confidence: 74%
“…Clearly, the probability of each subset, , is since the left-hand side is a summation of the probabilities of all trees with the same branch associated with , and we are left with the probability of that one branch. Now, for every and due to the definition of , we have Therefore (12) and we obtain that where (a) follows the inequality in (12). We now use the inequality , which is true for all [2, eq.…”
Section: Achievability Proof (Theorem 1)mentioning
confidence: 99%
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“…Computation of (4) is possible by, e.g., the algorithm in [9], which is a combination of Blahut-Arimoto algorithm and dynamic programming.…”
Section: Theoremmentioning
confidence: 99%