设p0=(0.5,0.25,0.25)T,若该地区的天气分为阴、晴、雨三个状态,对应的转移矩阵为A2=[3/4/,1/2,1/4;1/8,1/4,1/2;1/8,1/4,1/4]
(1)求出若干天后的天气状态,并找出其特点;
(2)那么什么样的矩阵A可以使得迭代之后的结果稳定?
第一问,可以发现阴晴雨三种状态概率之和越来越小,说明马尔可夫状态转移矩阵有毛病,说明题主第一问写错了
现在予以更正:
A2 = [
3/4,1/2,1/4;
1/8,1/4,1/2;
1/8,1/4,1/4]; % A2的第二行第三列有问题现改成1/2
p = [0.5; 0.25; 0.25];
for i = 1:20
p(:,i+1) = A2*p(:,i); %
end
p
结果:
p =
列 1 至 7
0.500000000000000 0.562500000000000 0.593750000000000 0.603515625000000 0.606933593750000 0.608093261718750 0.608489990234375
0.250000000000000 0.250000000000000 0.226562500000000 0.220703125000000 0.218505859375000 0.217773437500000 0.217521667480469
0.250000000000000 0.187500000000000 0.179687500000000 0.175781250000000 0.174560546875000 0.174133300781250 0.173988342285156
列 8 至 14
0.608625411987305 0.608671665191650 0.608687460422516 0.608692854642868 0.608694696798921 0.608695325907320 0.608695540751796
0.217435836791992 0.217406511306763 0.217396497726440 0.217393077909946 0.217391910031438 0.217391511192545 0.217391374986619
0.173938751220703 0.173921823501587 0.173916041851044 0.173914067447186 0.173913393169641 0.173913162900135 0.173913084261585
列 15 至 21
0.608695614122553 0.608695639179132 0.608695647736113 0.608695650658376 0.608695651656348 0.608695651997161 0.608695652113551
0.217391328471422 0.217391312586187 0.217391307161279 0.217391305308638 0.217391304675949 0.217391304459882 0.217391304386094
0.173913057406025 0.173913048234681 0.173913045102609 0.173913044032986 0.173913043667703 0.173913043542957 0.173913043500355
可见最后是稳定的
然后第二问,其实只需要状态转移矩阵最大特征值为1即可
即最终有 Ap = λp, λ为矩阵最大特征值1,那么自然稳定【记住负特征值的绝对值要小于1】