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 n̂ < n.
|Original language||English (US)|
|Title of host publication||2015 54th IEEE Conference on Decision and Control (CDC)|
|Publisher||Institute of Electrical and Electronics Engineers (IEEE)|
|Number of pages||6|
|State||Published - Feb 29 2016|