Approximation of stationary processes by hidden Markov models (Q661013)

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Approximation of stationary processes by hidden Markov models
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    Approximation of stationary processes by hidden Markov models (English)
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    6 February 2012
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    hidden Markov model (HMM)
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    approximation
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    Kullback-Leibler divergence
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    divergence rate
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    nonnegative matrix factorization (NMF)
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    Hankel matrix
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