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Lumpable Hidden Markov Models - Model Reduction and Reduced Complexity Filtering

White, Langford; Mahony, Robert; Brushe, Gary

Description

This paper is concerned with filtering of hidden Markov processes (HMPs) which possess (or approximately possess) the property of lumpability. This property is a generalization of the property of lumpability of a Markov chain which has been previously addressed by others. In essence, the property of lumpability means that there is a partition of the (atomic) states of the Markov chain into aggregated sets which act in a similar manner as far as the state dynamics and observation statistics are...[Show more]

CollectionsANU Research Publications
Date published: 2000
Type: Journal article
URI: http://hdl.handle.net/1885/90461
Source: IEEE Transactions on Automatic Control
DOI: 10.1109/9.895565

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