Limits of performance for the model reduction problem of hidden Markov models

Georgios Kotsalis; Jeff S Shamma

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Limits of performance for the model reduction problem of hidden Markov models

Georgios Kotsalis and Jeff S Shamma

The Institute of Electrical and Electronics Engineers, Inc. (IEEE) Conference Proceedings, p.4674

01/01/2015

Abstract

(ProQuest: ... denotes formulae and/or non US-ASCII text omitted; see image) Conference Title: 2015 54th IEEE Conference on Decision and Control (CDC) Conference Start Date: 2015, Dec. 15 Conference End Date: 2015, Dec. 18 Conference Location: Osaka, Japan 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 n...

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Title: Limits of performance for the model reduction problem of hidden Markov models
Creators - without role: Georgios Kotsalis
Jeff S Shamma
Publication Details: The Institute of Electrical and Electronics Engineers, Inc. (IEEE) Conference Proceedings, p.4674
Publisher: The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Identifiers: 9944954408331
Academic Unit: King Abdullah University of Science & Technology
Language: English
Resource Type: Conference proceeding