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.
","abstract_html":"<p>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.</p>","abstract_has_math":false,"creators":["Lei, Lei"],"institution":"Brigham Young University - Provo","degree_name":"MS","degree_level":null,"degree_discipline":null,"degree_department":null,"school":null,"contributors":[],"advisors":[],"committee_chairs":[],"committee_members":[],"year":null,"date_issued":"","date_published":null,"updated_at":"2026-07-24T01:28:03Z","subjects":["Hidden Markov model","dynamic system","aggregation","lumping","realization","approximation","minimal system","Computer Sciences"],"languages":["English"],"rights":[],"rights_urls":[],"identifier_entries":[]},"links":{"outbound_url":"https://scholarsarchive.byu.edu/etd/517","outbound_label":"Repository record","outbound_source":"dc:identifier"},"metadata_groups":[{"id":"people","label":"People","entries":[{"key":"dc:creator","label":"Author","values":["Lei, Lei"]}]},{"id":"academic_context","label":"Academic Context","entries":[{"key":"dc:date","label":"Dc Date","values":["2006-07-04T07:00:00Z"]},{"key":"dc:publisher","label":"Institution","values":["Brigham Young University - Provo"]},{"key":"dc:type","label":"Dc Type","values":["Thesis"]},{"key":"thesis:degree_name","label":"Degree Name","values":["MS"]}]},{"id":"subjects_keywords","label":"Subjects and Keywords","entries":[{"key":"dc:subject","label":"Dc Subject","values":["Hidden Markov model","dynamic system","aggregation","lumping","realization","approximation","minimal system","Computer Sciences"]}]},{"id":"language_rights","label":"Language and Rights","entries":[{"key":"dc:language","label":"Dc Language","values":["English"]}]},{"id":"identifiers","label":"Identifiers","entries":[{"key":"dc:identifier","label":"Identifier","values":["https://scholarsarchive.byu.edu/etd/517","https://scholarsarchive.byu.edu/context/etd/article/1516/viewcontent/ETD_CISOPTR_737.pdf"]}]},{"id":"additional","label":"Additional Metadata","entries":[{"key":"dc:description","label":"Description","values":["Physical and Mathematical Sciences; Computer Science"]},{"key":"dc:description.abstract","label":"Abstract","values":["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.
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"],"dc:format":["application:pdf"],"dc:identifier":["https://scholarsarchive.byu.edu/etd/517","https://scholarsarchive.byu.edu/context/etd/article/1516/viewcontent/ETD_CISOPTR_737.pdf"],"dc:language":["English"],"dc:publisher":["Brigham Young University - Provo"],"dc:source":["Brigham Young University - Provo"],"dc:subject":["Hidden Markov model","dynamic system","aggregation","lumping","realization","approximation","minimal system","Computer Sciences"],"dc:title":["Markov Approximations: The Characterization of Undermodeling Errors"],"dc:type":["Thesis"],"thesis:degree_name":["MS"]},"updated_at":"2026-07-24T01:28:03Z"}