Markov Chain, Transition Probability Matrix, hmmestimate MATLAB

I have a sequence of States b=[S1,S1,S3,S1,S4,S2,S2,....]; four states.

(I had a large set of data (10000*1), then clustered the data into four clusters where I call them States, S1...S4)

Now, I would like to create a Markov model for these states. Can I use hmmestimate(b,b) (MATLAB function) to calculate the Transition Probability Matrix for this Markov model with the four states, S1 ... S4?

Confusing thing is that this model is not a Hidden Markov Model but a Markov Chain (I think so). However, MATLAB says hmmestimate is for Hidden Markov Models.

The only thing I need is the Transition Probability Matrix.

Thanks,

Pey.

Answer 1

[John BG]

Pey

start here

http://uk.mathworks.com/help/simevents/examples/m-d-1-queuing-system.html?searchHighlight=Markov%20queue

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thanks in advance

John

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