softeye.m

马尔可夫过程是一类重要的随机过程,它的原始模型马尔可夫链,由俄国数学家Α.Α.马尔可夫于1907年提出。本程序是对隐马尔可夫模型的一个完整的建模。

function M = softeye(K, p)
% SOFTEYE Make a stochastic matrix with p on the diagonal, and the remaining mass distributed uniformly
% M = softeye(K, p)
%
% M is a K x K matrix.

M = p*eye(K);
q = 1-p;
for i=1:K
  M(i, [1:i-1  i+1:K]) = q/(K-1);
end