Title :
Equivalence of state representations for hidden Markov models
Author :
Vanluyten, Bart ; De Cock, Katrien ; Willems, Jan C. ; De Moor, Bart
Author_Institution :
Electr. Eng. Dept., K.U. Leuven, Leuven, Belgium
Abstract :
In this paper we consider the following problem for (quasi) hidden Markov models: given a minimal (quasi) hidden Markov model, what can be said about the set of all equivalent (quasi) hidden Markov models of the same order. A distinction is made between Mealy and Moore type of hidden Markov models. A complete solution is presented for the quasi HMM case. For quasi Mealy models, there exists already a description of the set of equivalent models. In this paper, we prove that for minimal quasi Moore models, the set of equivalent models consists of only one element (up to a permutation of the states). Finally, we present some initial results for the positive HMM case and show a motivating simulation example.
Keywords :
equivalence classes; hidden Markov models; Mealy-type hidden Markov model; Moore-type hidden Markov model; equivalent quasihidden Markov models; minimal quasihidden Markov model; positive HMM; quasiHMM; quasiMealy models; state permutation; state representations; Computational modeling; Hidden Markov models; Markov processes; Matrix converters; Vectors; Xenon;
Conference_Titel :
Control Conference (ECC), 2007 European
Conference_Location :
Kos
Print_ISBN :
978-3-9524173-8-6