Equivalence of state representations for hidden Markov models

DOI10.1016/J.SYSCONLE.2007.10.004MaRDI QIDQ2427474zbMATH OpenOpenAlexFDO

Authors Bart Vanluyten, B. De Moor, Jan C. Willems

Publication date 13 May 2008

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.sysconle.2007.10.004

zbMATH Keywords

equivalent state representationsHidden Markov modelsrealization theory

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic systems in control theory (general) (93E03)

Review text

An example of an open problem for hidden Markov models (HMM) is the realization problem: given the string probabilities of finite length strings, find all HMM that realize these string probabilities. The realization problem can be split up into three subproblems. The first is the realizability problem: derive conditions for string probabilities to be realizable by an HMM. The second subproblem is the realization problem itself: given realizable string probabilities, find a corresponding HMM. The third subproblem concerns the question of finding all possible realizations that are equivalent to a given realization. The paper considers the equivalence problem for HMM. Section 2 introduces Moore and Mealy HMM and their quasi-forms and also describes a procedure to find a minimal quasi-Mealy model equivalent to a given positive model. Section 3 describes the complete set of equivalent Mealy models. Section 4 shows, that under certain conditions, the class of equivalent quasi-Moore HMM consists of only one element up to a permutation of the states and subsequently gives a description of the set of equivalent positive Moore models. Section 5 summarizes the results concerning the equivalence sets, and Section 6 compares the results with the linear Gaussian case. Section 7 draws some conclusions.

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Cited in

(9)

• Efficient and effective learning of HMMs based on identification of hidden states
• Local equivalence problem in hidden Markov model
• Quantum hidden Markov models based on transition operation matrices
• A Posteriori Probability Distances Between Finite-Alphabet Hidden Markov Models
• Spectral simplicity of apparent complexity. I: The nondiagonalizable metadynamics of prediction
• Equivalence relations and inference for sparse Markov models
• Formal definitions equivalent for two dimensional hidden Markov models
• Robust and nonlinear control literature survey (No. 7)
• On the equivalence between standard and sequentially ordered hidden Markov models

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