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<title>HMM & HMM_ObservationSequence: Get cross-entropy</title></head><body bgcolor="#FFFFFF">

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HMM & HMM_ObservationSequence: Get cross-entropy
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Calculates the cross-entropy between the selected <a href="HMM.html">HMM</a> model and the <a href="HMM_ObservationSequence.html">HMM_ObservationSequence</a>.</p>
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The cross-entropy is a useful upper bound for the entropy of a model. An approximation to the cross-entropy for a model on a observation sequence  <i>O</i> of length <i>N</i> is: </p>
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<i>H</i>(<i>O</i>) = -1/<i>N</i> log <i>p</i>(<i>O</i>),</table>
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where <i>p</i>(<i>O</i>) is the probability of the observation sequence given the model.</p>
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	<p>&copy; djmw, October 17, 2010</p>
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