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does state space model suffer from the local minimum issue?
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Hi ,
I am working on system identification problem, recently I am working on state space estimation.
And in some situation working with ssest (Matlab command), I used an initial system (that I first built form tf command) to start with versus I don't use the initial system to start with but only indicated the order of model. I would get a different result.
This leads to a question I have is whether if state space model suffer from the local minimum issue?
Since I am still pretty new in this field, this could be rather obvious to you.
Any help is appreciated.
Regards,
Rex
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Sharan Paramasivam Murugesan
2017-8-21
Without giving initial conditions, the difference in behavior that you see is expected as providing an initial system might change the order of model and in turn the system dynamics. To answer your question, yes there is a possibility that the state space model might suffer from local minimum issue without providing initial system.
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