dc.contributor.author | Tzortzis, I. | en |
dc.contributor.author | Charalambous, Charalambos D. | en |
dc.contributor.author | Charalambous, T. | en |
dc.contributor.author | Hadjicostis, Christoforos N. | en |
dc.contributor.author | Johansson, M. | en |
dc.creator | Tzortzis, I. | en |
dc.creator | Charalambous, Charalambos D. | en |
dc.creator | Charalambous, T. | en |
dc.creator | Hadjicostis, Christoforos N. | en |
dc.creator | Johansson, M. | en |
dc.date.accessioned | 2019-04-08T07:48:35Z | |
dc.date.available | 2019-04-08T07:48:35Z | |
dc.date.issued | 2014 | |
dc.identifier.uri | http://gnosis.library.ucy.ac.cy/handle/7/45022 | |
dc.description.abstract | In this paper, we investigate the problem of aggregating a given finite-state Markov process by another process with fewer states. The aggregation utilizes total variation distance as a measure of discriminating the Markov process by the aggregate process, and aims to maximize the entropy of the aggregate process invariant probability, subject to a fidelity described by the total variation distance ball. An iterative algorithm is presented to compute the invariant distribution of the aggregate process, as a function of the invariant distribution of the Markov process. It turns out that the approximation method via aggregation leads to an optimal aggregate process which is a hidden Markov process, and the optimal solution exhibits a water-filling behavior. Finally, the algorithm is applied to specific examples to illustrate the methodology and properties of the approximations. © 2014 IEEE. | en |
dc.publisher | Institute of Electrical and Electronics Engineers Inc. | en |
dc.source | Proceedings of the IEEE Conference on Decision and Control | en |
dc.source | Proceedings of the IEEE Conference on Decision and Control | en |
dc.source.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-84988042223&doi=10.1109%2fCDC.2014.7040082&partnerID=40&md5=79b03ef771de37ba1ef5d372ffc5f05f | |
dc.title | Approximation of Markov processes by lower dimensional processes | en |
dc.type | info:eu-repo/semantics/conferenceObject | |
dc.identifier.doi | 10.1109/CDC.2014.7040082 | |
dc.description.volume | 2015-February | en |
dc.description.startingpage | 4441 | |
dc.description.endingpage | 4446 | |
dc.author.faculty | Πολυτεχνική Σχολή / Faculty of Engineering | |
dc.author.department | Τμήμα Ηλεκτρολόγων Μηχανικών και Μηχανικών Υπολογιστών / Department of Electrical and Computer Engineering | |
dc.type.uhtype | Conference Object | en |
dc.contributor.orcid | Hadjicostis, Christoforos N. [0000-0002-1706-708X] | |
dc.contributor.orcid | Charalambous, Charalambos D. [0000-0002-2168-0231] | |
dc.gnosis.orcid | 0000-0002-1706-708X | |
dc.gnosis.orcid | 0000-0002-2168-0231 | |