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

Georgios Kotsalis, Jeff S. Shamma

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

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 < n.

Original languageEnglish (US)
Title of host publication54rd IEEE Conference on Decision and Control,CDC 2015
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages4674-4679
Number of pages6
ISBN (Electronic)9781479978861
DOIs
StatePublished - Feb 8 2015
Externally publishedYes
Event54th IEEE Conference on Decision and Control, CDC 2015 - Osaka, Japan
Duration: Dec 15 2015Dec 18 2015

Publication series

NameProceedings of the IEEE Conference on Decision and Control
Volume54rd IEEE Conference on Decision and Control,CDC 2015
ISSN (Print)0743-1546

Other

Other54th IEEE Conference on Decision and Control, CDC 2015
Country/TerritoryJapan
CityOsaka
Period12/15/1512/18/15

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Modeling and Simulation
  • Control and Optimization

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