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A key issue in the design of a mobile satellite communication system is an adequate knowledge of the statistical behavior of the propagation channel. To achieve this goal, the development of very accurate models plays a very important role. In contrast to traditional multi-state Markov chain based models, the novel approach proposed in this paper makes no prior assumptions on the number of states or on the statistical distributions characterizing each state. The sequence of channel states is blindly estimated using a Reversible Jump Monte Carlo Markov Chain algorithm.