A fundamental limitation to the reduction of Markov chains via aggregation

Georgios Kotsalis*, Jeff S. Shamma

*Corresponding author for this work

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

1 Scopus citations

Abstract

This paper highlights a limitation of state space aggregation based model reduction of Markov chains. It is shown that within the set of Markov chains of a given dimension that admit an exact low order representation, the set of Markov chains where this exact low order representation can be extracted by means of aggregation based model reduction is a nowhere dense set.

Original languageEnglish (US)
Title of host publication2012 50th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2012
Pages1449-1454
Number of pages6
DOIs
StatePublished - Dec 1 2012
Event2012 50th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2012 - Monticello, IL, United States
Duration: Oct 1 2012Oct 5 2012

Publication series

Name2012 50th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2012

Other

Other2012 50th Annual Allerton Conference on Communication, Control, and Computing, Allerton 2012
CountryUnited States
CityMonticello, IL
Period10/1/1210/5/12

ASJC Scopus subject areas

  • Computer Networks and Communications
  • Computer Science Applications

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