DocumentCode
1633264
Title
A fundamental limitation to the reduction of Markov chains via aggregation
Author
Kotsalis, Georgios ; Shamma, Jeff S.
Author_Institution
Sch. of Electr. & Comput. Eng., Georgia Inst. of Technol., Atlanta, GA, USA
fYear
2012
Firstpage
1449
Lastpage
1454
Abstract
This paper highlights a limitation of state space aggregation based model reduction of Markov chains. It is shown that within the set of Markov chains of a given dimension that admit an exact low order representation, the set of Markov chains where this exact low order representation can be extracted by means of aggregation based model reduction is a nowhere dense set.
Keywords
Markov processes; reduced order systems; state-space methods; Markov chain reduction; aggregation based model reduction; exact low order representation; model reduction; state space aggregation; Frequency selective surfaces; Hidden Markov models; Markov processes; Probability; Reduced order systems; Zinc;
fLanguage
English
Publisher
ieee
Conference_Titel
Communication, Control, and Computing (Allerton), 2012 50th Annual Allerton Conference on
Conference_Location
Monticello, IL
Print_ISBN
978-1-4673-4537-8
Type
conf
DOI
10.1109/Allerton.2012.6483389
Filename
6483389
Link To Document