This thesis is concerned with characterizing the quality of Hidden Markov modeling when learning from limited data. It introduces a new perspective on different sources of errors to describe the impact of undermodeling. Our view is that modeling errors can be decomposed into two primary sources of errors: the approximation error and the estimation error. This thesis takes a first step towards exploring the approximation error of low order HMMs that best approximate the true system of a HMM. We introduce the notion minimality and show that best approximations of the true system with complexity greater or equal to the order of a minimal system are actually equivalent realizations. Understanding this further allows us to explore integer lumping and to present a new way named weighted lumping to find realizations. We also show that best approximations of order strictly less than that of a minimal realization are truly approximations; they are incapable of mimicking the true system exactly. Our work then proves that the resulting approximation error is non-decreasing as the model order decreases, verifying the intuitive idea that increasingly simplified models are less and less descriptive of the true system.
Identifer | oai:union.ndltd.org:BGMYU2/oai:scholarsarchive.byu.edu:etd-1516 |
Date | 04 July 2006 |
Creators | Lei, Lei |
Publisher | BYU ScholarsArchive |
Source Sets | Brigham Young University |
Detected Language | English |
Type | text |
Format | application/pdf |
Source | Theses and Dissertations |
Rights | http://lib.byu.edu/about/copyright/ |
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