State transition matrix for CTMC

I'm new to Matlab and I need to crate a state transition matrix for a CTMC (continnuous time Markov chain) and i have not found any code, that would help me do so.

I have a table of survay data of bridge elements rated from 1 to 4, seperated by about 3 years, with 1 beeing the best state (like new) and 4 describing an element that needs replacement. Elements cant reach a beter state than it previosly had.

I need to create a transition matrix Q that would indicate the likelyhood of an element moving from one state to another every year.

The end result should be a 4x4 matrix. There is 3076 lines of data( excluding the heading) if its relevant.

I hope you can help me.

[Priit Kasari]

Follow up question.

I have managed to formulata a matrix, however the result in not correct as all the elements are either 0.100 or -0.100.

As i understand it is a issue of not haveing the dates on the correct form.

So what form should my dates be so that matlab could read the info correctly from excel table.

Answer 1

[Aghamarsh Varanasi]

Hi,

As this seems to a HW problem, I can give you documentation links and MATLAB Answers comunity links that might be helpful

1. Markov Chain Model
2. Simulate Markov chain state walks
3. Simulating a Markov chain
4. Simulating a Continuous time markov chain