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sannikov2013-11-24 09:01:51
Probability theory
sannikov, 2013-11-24 09:01:51

How to make a Markov chain simulation in Simulink or AnyLogic?

There is the following Markov chain (random process):
4801033.png
The chain reflects the states of the spacecraft that got into the asteroid belt: S1 is in good order, S2 is out of order. 0.12 - the probability of the ship being destroyed by a collision with an asteroid, 0.88 - the probability that the collision will not be critical and the ship will be able to continue moving. It is necessary to find the probability of the ship being in good condition after the third collision.
The analytical solution shows an answer of 0.681. But it is necessary to solve the problem by simulation using any mathematical package - Matlab (Simulink), Scilab, AnyLogic, etc.
Does anyone have similar experience? (Imitation of the model in time with the calculation of parameters and plotting). How is this done, for example, in Simulink?

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3 answer(s)
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slovak, 2013-11-25
@slovak

It seems to me that the Simulink / Stateflow product is quite applicable here. It is in it that the simulation of states and transition conditions between them is implemented.
Yes, such a model can be built, but how to get the probability?
The first thing that comes to mind is to simulate the nth number of times in a cycle and look at the statistics. But not the fact that it is optimal.
If the question is still relevant - knock, we'll think:
[email protected]

S
slovak, 2013-11-25
@slovak

It seems to me that the Simulink / Stateflow product is quite applicable here. It is in it that the simulation of states and transition conditions between them is implemented.
Yes, such a model can be built, but how to get the probability?
The first thing that comes to mind is to simulate the nth number of times in a cycle and look at the statistics. But not the fact that it is optimal.
If the question is still relevant - knock, we'll think:
[email protected]

S
slovak, 2013-11-25
@slovak

It seems to me that the Simulink / Stateflow product is quite applicable here. It is in it that the simulation of states and transition conditions between them is implemented.
Yes, such a model can be built, but how to get the probability?
The first thing that comes to mind is to simulate the nth number of times in a cycle and look at the statistics. But not the fact that it is optimal.
If the question is still relevant - knock, we'll think:
[email protected]

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