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 n̂ < n.
Original languageEnglish (US)
Title of host publication2015 54th IEEE Conference on Decision and Control (CDC)
PublisherInstitute of Electrical and Electronics Engineers (IEEE)
Pages4674-4679
Number of pages6
ISBN (Print)9781479978861
DOIs
StatePublished - Feb 29 2016

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