System Identification Toolbox

Local Minima

The iterative search procedures in pem, armax, oe, and bj lead to models corresponding to a local minimum of the criterion function (3-39). Nothing guarantees that this local minimum is also a global minimum. The start-up procedure for black-box models in these routines is, however, reasonably efficient in giving initial estimates that lead to the global minimum.

If there is an indication that a minimum is not as good as you expected, try starting the minimization at several different initial conditions, to see if a smaller value of the loss function can be found. The function init can be used for that.

Memory/Speed Trade-Offs

Initial Parameter Values