How to simulate 2nd order markov chain (if poss. Nth order) in MATLAB

[dexterdev]

Hi PF,
I would like to simulate N th order markov chain (not by means of hidden markov models, but ordinary markov chain) using Matlab. If n-th order is a heavy thing atleast 2nd or 3rd order will do.

TIA

 

[kreil]

Perhaps this will have some useful information for you?

http://youtu.be/aGEmT6ZL0_Y