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A fundamental limitation to the reduction of Markov chains via aggregation
Conference proceeding

A fundamental limitation to the reduction of Markov chains via aggregation

Georgios Kotsalis, Jeff S. Shamma and IEEE
2012 50TH ANNUAL ALLERTON CONFERENCE ON COMMUNICATION, CONTROL, AND COMPUTING (ALLERTON), pp.1449-1454
Annual Allerton Conference on Communication Control and Computing
01/01/2012
DOI: https://doi.org/10.1109/Allerton.2012.6483389

Abstract

Automation & Control Systems Computer Science Computer Science, Theory & Methods Engineering Engineering, Electrical & Electronic Science & Technology Technology Telecommunications
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.

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