Estimation of a matrix of intensities for model of Markov process

The structure of algorithm of an estimation of elements of a matrix of intensity for model generating Markov process with final number of condition and continuous time is stated. The evolution of a vector of probabilities of condition of Markov process is submitted by the equations of Kolmogorov. It is supposed that this random process serves as a dynamic model of some real process and the experimental data, being an input of algorithm of an estimation, are served by condition of real process fixed through identical intervals of time. The numerical example demonstrating serviceability of algorithm is resulted.