initial state in n4sid

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Thierry
Thierry 2013-6-20
When I execute : [m,x0]=n4sid(idata,5,opt) It gives me a non null initiale state x0 but before I did opt.InitialState = 'zero';
Why ? I need to fix x0 to a zero vector.

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回答（1 个）

Rajiv Singh
Rajiv Singh 2013-6-23
Note that N4SID always estimates initial states when using time domain data; the InitialState option does not really help here. I agree however, that returned output should be consistent with the demanded behavior.
If you must fix initial states to zero, I recommend running 0 or 1 iterations of SSEST on the returned model.
m0 = n4sid(data, 5, opt);
opt2 = ssestOptions('InitialState','zero');
opt2.SearchOption.MaxIter = 0;
m = ssest(data, m0, opt2);

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