matlab画随机过程的图像,MATLAB 随机过程仿真

MATLAB 随机过程仿真

１．离散时间的马尔科夫链仿真

P = [0.2, 0.3, 0.5; 0.5, 0.1, 0.4; 0.6, 0.2, 0.2];

% 给出一步转移矩阵

S = [1, 2, 3];

n = 1;

% 给出状态空间 X

%初始时刻

N = 100; %迭代步数

i = 1;

U = rand;

Compare2 = sum(P(i,1:2));% 累加获得概率

Compare3 = sum(P(i,:));

if (U < P(i,1))

Y(i) = 1;

elseif ((U > P(i,1))&(U < Compare2))

Y(i) = 2;

elseif ((U > Compare2)&(U < Compare3))

Y(i) = 3;

end

X(1) = Y(i);

while (n < N)

i = X(n);

U = rand;

if (U < P(i,1))

Y(i) = 1;

elseif ((U > P(i,1))&(U < Compare2))

Y(i) = 2;

elseif ((U > Compare2)&(U < Compare3))

Y(i) = 3;

end

n = n+1;

X(n) =