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determine_transition_matrix [2011/05/11 22:15] hermann |
determine_transition_matrix [2011/05/11 22:16] hermann |
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| P^t=H*V^t*H^{-1} | P^t=H*V^t*H^{-1} | ||
| </m> | </m> | ||
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| + | H and V are Eigen values and Eigen vector matrices. | ||
| ===== Internal Name ===== | ===== Internal Name ===== | ||