Lumpable Hidden Markov Models - Model Reduction and Reduced Complexity Filtering
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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]
Collections | ANU Research Publications |
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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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