Approximation of stationary processes by hidden Markov models
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Publication:661013
DOI10.1007/s00498-010-0050-7zbMath1248.93151arXivmath/0606591WikidataQ63196627 ScholiaQ63196627MaRDI QIDQ661013
Lorenzo Finesso, Angela Grassi, Peter Spreij
Publication date: 6 February 2012
Published in: MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0606591
approximation; Hankel matrix; Kullback-Leibler divergence; hidden Markov model (HMM); divergence rate; nonnegative matrix factorization (NMF)
60J20: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)
93E03: Stochastic systems in control theory (general)
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Structured nonnegative matrix factorization with applications to hidden Markov realization and clustering, Equivalence of state representations for hidden Markov models
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