A counterexample to aggregation based model reduction of Hidden Markov Models

Georgios Kotsalis; Jeff S. Shamma

doi:10.1109/CDC.2011.6161404

A counterexample to aggregation based model reduction of Hidden Markov Models

Georgios Kotsalis^*, Jeff S. Shamma

^*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

3 Scopus citations

Abstract

This paper highlights a limitation of state space aggregation based model reduction of Hidden Markov Models. We construct an n̂ dimensional Hidden Markov Model that is equivalent to a lower dimensional one of order n < n̂ for which aggregation based reduction of the high dimensional model is guaranteed not to produce an error free low dimensional model of order n.

Original language	English (US)
Title of host publication	2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011
Publisher	Institute of Electrical and Electronics Engineers Inc.
Pages	6558-6563
Number of pages	6
ISBN (Print)	9781612848006
DOIs	https://doi.org/10.1109/CDC.2011.6161404
State	Published - 2011
Externally published	Yes
Event	2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011 - Orlando, FL, United States Duration: Dec 12 2011 → Dec 15 2011

Publication series

Name	Proceedings of the IEEE Conference on Decision and Control
ISSN (Print)	0743-1546
ISSN (Electronic)	2576-2370

Other

Other	2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011
Country/Territory	United States
City	Orlando, FL
Period	12/12/11 → 12/15/11

ASJC Scopus subject areas

Control and Systems Engineering
Modeling and Simulation
Control and Optimization

Access to Document

10.1109/CDC.2011.6161404

Cite this

Kotsalis, G., & Shamma, J. S. (2011). A counterexample to aggregation based model reduction of Hidden Markov Models. In 2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011 (pp. 6558-6563). Article 6161404 (Proceedings of the IEEE Conference on Decision and Control). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/CDC.2011.6161404

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title = "A counterexample to aggregation based model reduction of Hidden Markov Models",

abstract = "This paper highlights a limitation of state space aggregation based model reduction of Hidden Markov Models. We construct an {\^n} dimensional Hidden Markov Model that is equivalent to a lower dimensional one of order n < {\^n} for which aggregation based reduction of the high dimensional model is guaranteed not to produce an error free low dimensional model of order n.",

author = "Georgios Kotsalis and Shamma, {Jeff S.}",

year = "2011",

doi = "10.1109/CDC.2011.6161404",

language = "English (US)",

isbn = "9781612848006",

series = "Proceedings of the IEEE Conference on Decision and Control",

publisher = "Institute of Electrical and Electronics Engineers Inc.",

pages = "6558--6563",

booktitle = "2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011",

address = "United States",

note = "2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011 ; Conference date: 12-12-2011 Through 15-12-2011",

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Kotsalis, G & Shamma, JS 2011, A counterexample to aggregation based model reduction of Hidden Markov Models. in 2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011., 6161404, Proceedings of the IEEE Conference on Decision and Control, Institute of Electrical and Electronics Engineers Inc., pp. 6558-6563, 2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011, Orlando, FL, United States, 12/12/11. https://doi.org/10.1109/CDC.2011.6161404

A counterexample to aggregation based model reduction of Hidden Markov Models. / Kotsalis, Georgios; Shamma, Jeff S.
2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011. Institute of Electrical and Electronics Engineers Inc., 2011. p. 6558-6563 6161404 (Proceedings of the IEEE Conference on Decision and Control).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

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AU - Shamma, Jeff S.

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AB - This paper highlights a limitation of state space aggregation based model reduction of Hidden Markov Models. We construct an n̂ dimensional Hidden Markov Model that is equivalent to a lower dimensional one of order n < n̂ for which aggregation based reduction of the high dimensional model is guaranteed not to produce an error free low dimensional model of order n.

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T3 - Proceedings of the IEEE Conference on Decision and Control

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Kotsalis G, Shamma JS. A counterexample to aggregation based model reduction of Hidden Markov Models. In 2011 50th IEEE Conference on Decision and Control and European Control Conference, CDC-ECC 2011. Institute of Electrical and Electronics Engineers Inc. 2011. p. 6558-6563. 6161404. (Proceedings of the IEEE Conference on Decision and Control). doi: 10.1109/CDC.2011.6161404

A counterexample to aggregation based model reduction of Hidden Markov Models

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