A counterexample to aggregation based model reduction of Hidden Markov Models

Georgios Kotsalis*, Jeff S. Shamma

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

3 Scopus citations

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.

Original languageEnglish (US)
Title of host publication2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011
Pages6558-6563
Number of pages6
DOIs
StatePublished - Dec 1 2011
Event2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011 - Orlando, FL, United States
Duration: Dec 12 2011Dec 15 2011

Publication series

NameProceedings of the IEEE Conference on Decision and Control
ISSN (Print)0191-2216

Other

Other2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011
CountryUnited States
CityOrlando, FL
Period12/12/1112/15/11

ASJC Scopus subject areas

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

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