markov.m

一些常被用于教学或者参考的概率论的实例的源代码

%markov.m/created by PJNahin for "Duelling Idiots"(3/20/99)
%
%
p0=[1 0 0 0];             %make initial state vector p0 a row vector;
r1=[.97 .03 0 0];
r2=[0 .98 .02 0];
r3=[0 0 .99 .01];
r4=[0 0 0 1];
A=[r1;r2;r3;r4];
B=A;
for n=1:800
   p=p0*B;                %form new state vector; 
   C=A*B;
   B=C;
   prob3(n)=p(4);         %save new state vector elements in
   prob2(n)=p(3);         %prob* (where * = 4, 3, 2, 1);
   prob1(n)=p(2);
   prob0(n)=p(1);
end
n=1:800;
plot(n,prob3,n,prob2,'.',n,prob1,'+',n,prob0,'*')
legend('state 3','state 2','state 1','state 0')
xlabel('time n (in microseconds)')
ylabel('probability')
title('Fig.3.5-Probability the Path is in State k at Time n')
grid
figure(1)