% estimation of transition probability matrix function [sita,n]=esti1(n,sita) global y my t n0 ty m lambda p np epsi=1; n0=epsi*ones(my,np*my^m); % occurence table uni=ones(1,my); delta=zeros(my,1); delta(y(t))=1; ty=ty+(p-1)*my^m; n(:,ty)=lambda*(n(:,ty)+delta)+(1-lambda)*n0(:,ty); sita(:,ty)=n(:,ty)/(uni*n(:,ty));