• 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