A Markov chain {s}... with state space N={1, 2, 3} has a sequence of realizations and process transitions as follows: Transition (1,1) | (1,2) | (1,3) (2,1) | (2,2) S+1 _(2,3) (3,1) (3,2) (3,3) 2 1 1 1 1 1 3 1 3 3 3 4 3 2 1 3 3 2 7 2 2 8 2 2 1 3 10 3 2 11 2 12 1 2 13 2 1. 14 1 3 15 3 16 1 Number of frequencies : 1 1 2 3 2 1 3 1 91 92 93 a determine the transition frequency matrix 0- 2 021 °22 °23 (31 °32 °33, 1 A1 P12 P13 b. determine the estimated transition probability matrix| P= 2 p,, P22 P23 P31 P32 P33,

MATLAB: An Introduction with Applications
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A Markov chain {s} with state space n={1, 2, 3} has a sequence of realizations and process
transitions as follows:
Transition
(1,1) (1,2) (1,3) (2,1) (2,2) (2,3)
(3.1) (3,2) (3,3)
t
S:
S+1
2
1
1.
1
1
1
1
1
3
1
3
3
3
4
3
1.
2
3
1.
2
1
7
2
2
1.
8
2
2
1
9
2
3
1.
10
3
11
1
1
12
1
1.
13
1
1.
14
1.
1.
15
3
1.
1.
16
1.
Number of frequencies :
1
3.
2
2
1
1
1 1
a. determine the transition frequency matrix O= 2
12 93
021
022 °23
%3D
31 °32 °33)
1 P1 P12 P13
b. determine the estimated transition probability matrixP= 2 P21 P22 P23
3
P31 P32 P33)
Transcribed Image Text:A Markov chain {s} with state space n={1, 2, 3} has a sequence of realizations and process transitions as follows: Transition (1,1) (1,2) (1,3) (2,1) (2,2) (2,3) (3.1) (3,2) (3,3) t S: S+1 2 1 1. 1 1 1 1 1 3 1 3 3 3 4 3 1. 2 3 1. 2 1 7 2 2 1. 8 2 2 1 9 2 3 1. 10 3 11 1 1 12 1 1. 13 1 1. 14 1. 1. 15 3 1. 1. 16 1. Number of frequencies : 1 3. 2 2 1 1 1 1 a. determine the transition frequency matrix O= 2 12 93 021 022 °23 %3D 31 °32 °33) 1 P1 P12 P13 b. determine the estimated transition probability matrixP= 2 P21 P22 P23 3 P31 P32 P33)
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