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A Counterexample to Aggregation Based Model Reduction of Hidden Markov Models
Conference proceeding

A Counterexample to Aggregation Based Model Reduction of Hidden Markov Models

Georgios Kotsalis, Jeff S. Shamma and IEEE
2011 50TH IEEE CONFERENCE ON DECISION AND CONTROL AND EUROPEAN CONTROL CONFERENCE (CDC-ECC), pp.6558-6563
IEEE Conference on Decision and Control
01/01/2011
DOI: https://doi.org/10.1109/CDC.2011.6161404

Abstract

Automation & Control Systems Science & Technology Technology
This paper highlights a limitation of state space aggregation based model reduction of Hidden Markov Models. We construct an (n) over cap dimensional Hidden Markov Model that is equivalent to a lower dimensional one of order n < <(n)over cap> for which aggregation based reduction of the high dimensional model is guaranteed not to produce an error free low dimensional model of order n.

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