Title :
A counterexample to aggregation based model reduction of Hidden Markov Models
Author :
Kotsalis, Georgios ; Shamma, Jeff S.
Author_Institution :
Sch. of Electr. & Comput. Eng., Georgia Inst. of Technol., Atlanta, GA, USA
Abstract :
This paper highlights a limitation of state space aggregation based model reduction of Hidden Markov Models. We construct an n̂ dimensional Hidden Markov Model that is equivalent to a lower dimensional one of order n <; n̂ for which aggregation based reduction of the high dimensional model is guaranteed not to produce an error free low dimensional model of order n.
Keywords :
hidden Markov models; reduced order systems; state-space methods; error free low dimensional model; hidden Markov models; high dimensional model; state space aggregation based model reduction; Automata; Hidden Markov models; Joints; Markov processes; Mathematical model; Reduced order systems;
Conference_Titel :
Decision and Control and European Control Conference (CDC-ECC), 2011 50th IEEE Conference on
Conference_Location :
Orlando, FL
Print_ISBN :
978-1-61284-800-6
Electronic_ISBN :
0743-1546
DOI :
10.1109/CDC.2011.6161404
