| System Identification Toolbox | |
Set initial values for the parameters to be estimated.
Syntax
Description
This function randomizes initial parameter estimates for model structures m0 for any idmodel type. m is the same model structure as m0, but with a different nominal parameter vector. This vector is used as the initial estimate by pem.
The parameters are randomized around pars with variances given by the row vector R. Parameter number k is randomized as pars(k) + e*sqrt(R(k)), where e is a normal random variable with zero mean and a variance of 1. The default value of R is all ones, and the default value of pars is the nominal parameter vector in m0.
Only models that give stable predictors are accepted. If sp = 'b', only models that are both stable and have stable predictors are accepted.
sp = 's' requires stability only of the model, and sp = 'p' requires stability only of the predictor. Sp = 'p' is the default.
Sufficiently free parameterizations can be stabilized by direct means without any random search. To just stabilize such an initial model, set R =0. With R>0 randomization is also done.
For model structures where a random search is necessary to find a stable model/predictor, a maximum of 100 trials are made by init. It may be difficult to find a stable predictor for high order systems just by trial and error.
See Also
| | impulse | ivar | |