The realization problem for hidden Markov models

DOI10.1007/PL00009846zbMATH Open0949.93015OpenAlexW2086073068MaRDI QIDQ1293698FDOQ1293698

Authors: Brian D. O. Anderson 

Publication date: 11 December 2000

Published in: MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/pl00009846

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zbMATH Keywords

hidden Markov modelslinear system theorypositive realization problemdiscrete-time finite-state Markov process

Mathematics Subject Classification ID

Stochastic systems in control theory (general) (93E03) Realizations from input-output data (93B15)

Cited In (14)

• An upper bound on the dimension of minimal positive realizations for discrete time systems
• Lumpings of Markov chains, entropy rate preservation, and higher-order lumpability
• On the Markov property of a finite hidden Markov chain
• Equivalence of state representations for hidden Markov models
• Permutation complexity and coupling measures in hidden Markov models
• Approximation of stationary processes by hidden Markov models
• Partially ordered permutation entropies
• Quantum learning of classical stochastic processes: the completely positive realization problem
• A lower bound on the dimension of minimal positive realizations for discrete time systems
• The complete realization problem for hidden Markov models: a survey and some new results
• Minimal positive realizations: A survey
• Markov property for a function of a Markov chain: A linear algebra approach
• Subspace estimation and prediction methods for hidden Markov models
• Title not available (Why is that?)

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