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**Trying** Hi,

Can you solve this?

[0.25 0.25 0.5][3x3 unknown transition matrix]=[0.2083 0.4167 0.3750]

[0.2083 0.4167 0.3750][3x3 unknown transition matrix]=[0.2327 0.4757 0.2917]

[0.2327 0.4757 0.2917][3x3 unknown transition matrix]=etc

(example made with real numbers)

My problem is I have a homogeneous Markov process (extremely large) that has the same transition matrix at every discrete time step. But the transition matrix was unknown. I have the input and output distributions at every time.

Any thoughts appreciated.