Balanced truncation for a class of stochastic jump linear systems and model reduction for hidden markov models

IEEE Transactions on Automatic Control

Volumn 53, Issue 11, 2008, Pages 2543-2557

  Kotsalis, Georgios ^a,b   Megretski, Alexandre ^a   Dahleh, Munther A ^a  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

^b GEORGIA INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Balanced truncation; Error bound; Finite state machines; Hidden Markov models; Jump systems; Model reduction; Reduced order systems; Stochastic automata; Stochastic hybrid systems

Indexed keywords

COMPUTATIONAL GRAMMARS; CONTOUR FOLLOWERS; CONTROL THEORY; ELECTRIC GROUNDING; FINITE AUTOMATA; HYBRID COMPUTERS; HYBRID SENSORS; INVARIANCE; LINEAR SYSTEMS; MARKOV PROCESSES; MATHEMATICAL MODELS; OBJECT RECOGNITION; STOCHASTIC CONTROL SYSTEMS; STOCHASTIC MODELS; STRUCTURAL OPTIMIZATION; TIME VARYING CONTROL SYSTEMS; TRANSLATION (LANGUAGES); WAVELET TRANSFORMS;

BALANCED TRUNCATION; ERROR BOUND; FINITE STATE MACHINES; JUMP SYSTEMS; MODEL REDUCTION; REDUCED ORDER SYSTEMS; STOCHASTIC AUTOMATA; STOCHASTIC HYBRID SYSTEMS;

HIDDEN MARKOV MODELS;

EID: 58249140843     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/TAC.2008.2006931     Document Type: Article

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