Title :
Limits of performance for the model reduction problem of hidden Markov models
Author :
Georgios Kotsalis;Jeff S. Shamma
Author_Institution :
School of Electrical and Computer Engineering, Georgia Institute of Technology, United States of America
Abstract :
We introduce system theoretic notions of a Hankel operator, and Hankel norm for hidden Markov models. We show how the related Hankel singular values provide lower bounds on the norm of the difference between a hidden Markov model of order n and any lower order approximant of order n̂ <; n.
Keywords :
"Hidden Markov models","Yttrium","Linear systems","Reduced order systems","Markov processes","Context"
Conference_Titel :
Decision and Control (CDC), 2015 IEEE 54th Annual Conference on
DOI :
10.1109/CDC.2015.7402948
