The realization problem for hidden Markov models

DOI10.1007/PL00009846MaRDI QIDQ1293698zbMATH OpenOpenAlexFDO

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

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)

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Cited in

(15)

• 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
• Permutation complexity and coupling measures in hidden Markov models
• Equivalence of state representations for hidden Markov models
• Approximation of stationary processes by hidden Markov models
• The NIEP and the positive realization problem
• 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
• Hidden Markov processes in the context of symbolic dynamics
• 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

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