Are there any non-finite automata?

In automata theory, we all read automata as finite automata, from the very beginning. What I want to know is, why are automata finite? To be clear, what is it in an automaton that is finite - the alphabet, language, strings made with regular expressions, or what? And are there (in theory) any non-finite automata?

The full name is "finite state automata". The crucial part is that the state of the automaton can be fully characterized by an element of some finite set of discrete states. This means that if the (relevant) state of the automaton involves a real-valued variable, there is an infinite number of potential states (putting aside the finiteness of floating point representations), and the automaton is not finite.

This might not ever happen in theoretical computer science, but it's not too exotic in the domain of modeling real number sequences. Hidden Markov Models can be used to model a number sequence as the output of a probabilistic system consisting of one output filter for each state of a (discrete, finite) Markov model with unobservable states. The filters compute the next real-valued output from a vector of the previous outputs ("autoregressive" model), but the underlying Markov model is finite since its transition probabilities only depend on the current Markov state.

However, this article (full text) develops a variation where the transition probabilities also depend on the real-number vector of prior outputs. The state of this system is the combination of a discrete Markov state and a tuple of real numbers ("mixed state Markov model"), hence it can be in an infinite number of different states.

In short, non-finite automata are theoretically well-defined, and occasionally even encountered.

StackExchange Computer Science Q#85023, answer score: 35