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...
Main Authors: | , , , |
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Other Authors: | |
Format: | Article |
Language: | en_US |
Published: |
Institute of Electrical and Electronics Engineers (IEEE)
2017
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Online Access: | http://hdl.handle.net/1721.1/110794 https://orcid.org/0000-0002-9113-7269 https://orcid.org/0000-0002-1470-2148 |