TY - GEN
T1 - Limits of performance for the model reduction problem of hidden Markov models
AU - Kotsalis, Georgios
AU - Shamma, Jeff S.
N1 - KAUST Repository Item: Exported on 2020-10-01
PY - 2016/2/29
Y1 - 2016/2/29
N2 - 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.
AB - 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.
UR - http://hdl.handle.net/10754/600864
UR - http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=7402948
UR - http://www.scopus.com/inward/record.url?scp=84962037275&partnerID=8YFLogxK
U2 - 10.1109/CDC.2015.7402948
DO - 10.1109/CDC.2015.7402948
M3 - Conference contribution
SN - 9781479978861
SP - 4674
EP - 4679
BT - 2015 54th IEEE Conference on Decision and Control (CDC)
PB - Institute of Electrical and Electronics Engineers (IEEE)
ER -