A recursive learning algorithm for model reduction of Hidden Markov Models

Keyphrases

• Hidden Markov Model 100%
• Learning Algorithm 100%
• Model Reduction 100%
• Recursive Training 100%
• State Space 40%
• Stochastic Approximation 40%
• Law 20%
• Filter Method 20%
• State Function 20%
• Single Sample 20%
• Observation Space 20%
• Observation Process 20%
• Sample Path 20%
• Partition Function 20%
• Optimal Partition 20%
• Finite State Space 20%
• Kullback-Leibler Divergence Measure 20%
• Optimal Aggregation 20%

Mathematics

• Hidden Markov Model 100%
• Stochastics 40%
• Kullback-Leibler Divergence 20%
• Observation Space 20%
• Observation Process 20%
• Partition Function 20%
• Sample Path 20%
• Ergodicity 20%