Optimal Hankel-norm approximation approach to model reduction of large-scale Markov chains

DOI10.1080/00207729208949383zbMath0754.60080OpenAlexW2077612779MaRDI QIDQ4017528

Yu Yaoqi, Guan-Rong Chen, Charles K. Chui

Publication date: 16 January 1993

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207729208949383

zbMATH Keywords

large-scale Markov chainsHankel-norm approximationstationary state- transition matrix

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Related Items (1)

Suboptimal Kalman filtering for linear systems with Gaussian-sum type of noise

Cites Work

• A Kalman filtering technique for certain Markov chains
• Signal processing and systems theory. Selected topics
• All optimal Hankel-norm approximations of linear multivariable systems and theirL,^∞-error bounds†
• Principal component analysis in linear systems: Controllability, observability, and model reduction
• Infinite Hankel block matrices and related extension problems
• Two-dimensional discrete Markovian fields
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