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]

@article{KotsalisMD08,
  title = {Balanced Truncation for a Class of Stochastic Jump Linear Systems and Model Reduction for Hidden Markov Models},
  author = {Georgios Kotsalis and Alexandre Megretski and Munther A. Dahleh},
  year = {2008},
  doi = {10.1109/TAC.2008.2006931},
  url = {http://dx.doi.org/10.1109/TAC.2008.2006931},
  researchr = {https://researchr.org/publication/KotsalisMD08},
  cites = {0},
  citedby = {0},
  journal = {IEEE Trans. Automat. Contr.},
  volume = {53},
  number = {11},
  pages = {2543-2557},
}