Minimal Realization Problems for Hidden Markov Models

This paper addresses two fundamental problems in the context of hidden Markov models (HMMs). The first problem is concerned with the characterization and computation of a minimal order HMM that realizes the exact joint densities of an output process based on only finite strings of such densities (kn...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awduron: Ge, Rong, Kakade, Sham, Huang, Qingqing, Dahleh, Munther A
Awduron Eraill: Massachusetts Institute of Technology. Institute for Data, Systems, and Society
Fformat: Erthygl
Iaith:en_US
Cyhoeddwyd: Institute of Electrical and Electronics Engineers (IEEE) 2017
Mynediad Ar-lein:http://hdl.handle.net/1721.1/110794
https://orcid.org/0000-0002-9113-7269
https://orcid.org/0000-0002-1470-2148