HMM & HMMObservationSequence: Get cross-entropy

Calculates the cross-entropy between the selected HMM model and the HMMObservationSequence.

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 O of length N is:

H(O) = -1/N log p(O),

where p(O) is the probability of the observation sequence given the model.

© djmw, October 17, 2010