Mathematics, 13.11.2019 00:31 heids17043
Reducing a markov model to a linear dynamical system. consider the 2-markov model xt+1= a1xt+a2xt-1, t= 2, xt is an n-vector. define zt =(xt, t-1). show that zt satisfies the linear dynamical system equation zt+1=bzt, for t= 2. where b is a (2n) x (2n) matrix. this idea can be used to express any k-markov model as a linear dynamical system, with state ( xt-k+1).
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Reducing a markov model to a linear dynamical system. consider the 2-markov model xt+1= a1xt+a2xt-1,...
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