Extension of the Blahut-Arimoto algorithm for maximizing directed information Academic Article uri icon


  • Abstract: In this paper, 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 maximize the directed information, we apply the ideas from the regular Blahut-Arimoto algorithm, ie, the alternating maximization procedure, to our new problem. We provide both upper and lower bound sequences that converge to the optimum global value. Our main …

publication date

  • January 1, 2010