Minimal Realization Problems for Hidden Markov Models

  title={Minimal Realization Problems for Hidden Markov Models},
  author={Qingqing Huang and Rong Ge and Sham M. Kakade and Munther A. Dahleh},
  journal={IEEE Transactions on Signal Processing},
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 (known as HMM partial realization problem). The second problem is concerned with learning a HMM from finite output observations of a stochastic process. We review and connect two fields of studies… CONTINUE READING
Recent Discussions
This paper has been referenced on Twitter 2 times over the past 90 days. VIEW TWEETS

From This Paper

Figures, tables, and topics from this paper.

Similar Papers

Loading similar papers…