Model reduction, optimal prediction, and the Mori-Zwanzig representation of Markov chains

Carolyn L. Beck, Sanjay Lall, Tzuchen Liang, Matthew West. Model reduction, optimal prediction, and the Mori-Zwanzig representation of Markov chains. In Proceedings of the 48th IEEE Conference on Decision and Control, CDC 2009, combined withe the 28th Chinese Control Conference, December 16-18, 2009, Shanghai, China. pages 3282-3287, IEEE, 2009. [doi]

Abstract

Abstract is missing.