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
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;
Conference_Titel :
Communication, Control, and Computing (Allerton), 2012 50th Annual Allerton Conference on
Conference_Location :
Monticello, IL
Print_ISBN :
978-1-4673-4537-8
DOI :
10.1109/Allerton.2012.6483389
