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]

Authors

Georgios Kotsalis

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Alexandre Megretski

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Munther A. Dahleh

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