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November 16, 2022

You have a process which can be in either of two states, UP or DOWN.

You have a process which can be in either of two states, UP or DOWN. The process switches randomly to the opposite state with a probability of 10% at each time step. When the process is in the UP- state, this can be observed with 100% confidence. However, when the process is in the DOWN-state it is impossible to tell, i.e., it looks equally often as an UP or a DOWN.

A) What is the transition matrix for this problem?

B) What is the emission matrix for this problem?

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