Balanced Truncation for a Class of Stochastic Jump Linear Systems and Model Reduction for Hidden Markov Models

Georgios Kotsalis, Alexandre Megretski, Munther A. Dahleh. Balanced Truncation for a Class of Stochastic Jump Linear Systems and Model Reduction for Hidden Markov Models. IEEE Trans. Automat. Contr., 53(11):2543-2557, 2008. [doi]

Abstract

Abstract is missing.