• DocumentCode
    3743788
  • 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
  • fYear
    2015
  • Firstpage
    4674
  • Lastpage
    4679
  • 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"
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control (CDC), 2015 IEEE 54th Annual Conference on
  • Type

    conf

  • DOI
    10.1109/CDC.2015.7402948
  • Filename
    7402948
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3743788