matrix of state ' transfer 状态转移矩阵
The key of this method is to apply the state transfer matrix between the initial state and the end state for iteration.
这种方法的关键是利用初始状态到终极状态的状态转移矩阵进行迭代。
Among them, a Markov chain is used to describe the state of the market, and the con-version between the various states will be decided by the transfer matrix.
其中，市场状态用一个马尔可夫链来描述，各种状态之间的转换也就由相应的转移矩阵刻画，而且随机回报率的均值和协方差矩阵均处决于市场的状态。
Parameters of Kalman forecast are designed according to requirements of system and subsequently, system state vector, state transfer matrix and observation matrix are determined.
根据系统的要求，确定了卡尔曼预测的参数，并由此确定了具有预测稳定性的系统状态向量、状态转移矩阵和观测矩阵。
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