Lumpable hidden Markov models-model reduction and reduced complexity filtering

DOI10.1109/9.895565zbMath0991.93114OpenAlexW2168334427MaRDI QIDQ2730324

Langford B. White, Gary D. Brushe, Robert Mahony

Publication date: 5 August 2001

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2440/2376

zbMATH Keywords

model reductionoptimal filteringstate reductionHidden Markov models

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) System structure simplification (93B11)

Related Items (8)

Stability, performance and sensitivity analysis of I.I.D. jump linear systems ⋮ Testing lumpability for marginal discrete hidden Markov models ⋮ On the Relationships Between Lumpability and Filtering of Finite Stochastic Systems ⋮ A mixed integer linear program to compress transition probability matrices in Markov chain bootstrapping ⋮ Markov property for a function of a Markov chain: A linear algebra approach ⋮ Hidden Markov models with state-dependent mixtures: minimal representation, model testing and applications to clustering ⋮ Estimating the order of a hidden markov model ⋮ The evolution of aggregated Markov chains

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