Model reduction of irreducible Markov chains.

Georgios Kotsalis Munther A. Dahleh

Published in: CDC (2003)

Keyphrases

markov chain
transition probabilities
markov model
stochastic process
finite state
steady state
transition matrix
graphical models
monte carlo
learning algorithm
maximum entropy
autoregressive
finite state machines
random walk
probability distribution
probabilistic model
objective function