How to choose initial parameters for grey-box model for estimation, which can give stable initial model?

4 次查看（过去 30 天）
Himanshu Nagpal
Himanshu Nagpal 2020-5-1
回答： 佳伟 王 2023-7-21
Hi, I am using "greyest" function to estimate a model which has 50 paramters. I use "idgrey" to define the estimation model. However, when I use "greyest" to identify the parameters, it shows the following error -
Error using iddata/greyest (line 40) The initial computation of the loss function failed. The initial model, if specified, may be unstable. Consider setting the "EnforceStability" option to TRUE. Also make sure that the parameter bounds do not make the model unstable.
I understand the error, it tells me that the initial values of parameters I chose leads to an unstable model. I tried to set "EnforceStability" to true also, but with no avail. Also tried to set 'InitialState' to 'estimate', no success. Does anyone know how to choose initial parameters of a state-space model in such a way that resulting model is stable?

请先登录，再回答此问题。

回答（1 个）

佳伟 王
佳伟 王 2023-7-21
I also have this problem. And what confused me is that, I can't set the "EnforceStability" option to TRUE.
Here is my code :
optEst = greyestOptions('InitialState','estimate','EnforceStability','true');
And matlab shows the errors:
Error using greyestOptions,the value of the "EnforceStability" option must be TRUE or FALSE.
I don't know why, and I think my model is stable.

类别

在 Help Center 和 File Exchange 中查找有关 Grey-Box Model Estimation 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by