findstates

Estimate initial states of model

Description

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x0 = findstates(sys,Data) estimates the initial states, x0, of an identified model sys, to maximize the fit between the model response and the output signal in the estimation data.

example

x0 = findstates(sys,Data,Horizon) specifies the prediction horizon for computing the response of sys.

example

x0 = findstates(sys,Data,Horizon,Options) specifies additional options for computation of x0.

example

[x0,Report]= findstates(___) delivers a report on the initial state estimation. Report is returned with any of the previous syntaxes.

Examples

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Create a nonlinear grey-box model. The model is a linear DC motor with one input (voltage), and two outputs (angular position and angular velocity). The structure of the model is specified by dcmotor_m.m file.

FileName = 'dcmotor_m';
Order = [2 1 2];
Parameters = [0.24365;0.24964];
nlgr = idnlgrey(FileName,Order,Parameters);
nlgr = setinit(nlgr, 'Fixed', false(2,1)); % set initial states free

Load data for initial state estimation.

'iddemos','data','dcmotordata'));
z = iddata(y,u,0.1);

Estimate the initial states such that the model's response using the estimated states X0 and measured input u is as close as possible to the measured output y.

X0 = findstates(nlgr,z,Inf);

Estimate an idss model and simulate it such that the response of the estimated model matches the estimation data's output signal as closely as possible.

Estimate a linear model from the data.

model = ssest(z1,2);

Estimate the value of the initial states to best fit the measured output z1.y.

x0est = findstates(model,z1,Inf);

Simulate the model.

opt = simOptions('InitialCondition',x0est);
sim(model,z1(:,[],:),opt); Estimate the initial states of a model selectively by fixing the first state and allowing the second state of the model to be estimated.

Create a nonlinear grey-box model.

FileName = 'dcmotor_m';
Order = [2 1 2];
Parameters = [0.24365;0.24964];
nlgr = idnlgrey(FileName,Order,Parameters);

The model is a linear DC motor with one input (voltage), and two outputs (angular position and angular velocity). The structure of the model is specified by dcmotor_m.m file.

'iddemos','data','dcmotordata'));
z = iddata(y,u,0.1);

Hold the first state fixed at zero, and estimate the value of the second.

x0spec = idpar('x0',[0;0]);
x0spec.Free(1) = false;
opt = findstatesOptions;
opt.InitialState = x0spec;
[X0,Report] = findstates(nlgr,z,Inf,opt)
X0 = 2×1

0
0.0061

Report =
Status: 'Estimated by simulation error minimization'
Method: 'lsqnonlin'
Covariance: [2x2 double]
DataUsed: [1x1 struct]
Termination: [1x1 struct]

Create a nonlinear grey-box model.

FileName = 'dcmotor_m';
Order = [2 1 2];
Parameters = [0.24365;0.24964];
nlgr = idnlgrey(FileName,Order,Parameters);

The model is a linear DC motor with one input (voltage), and two outputs (angular position and angular velocity). The structure of the model is specified by dcmotor_m.m file.

'iddemos','data','dcmotordata'));
z = iddata(y,u,0.1);

Specify an initial guess for the initial states.

x0spec = idpar('x0',[10;10]);

x0spec.Free is true by default

Estimate the initial states

opt = findstatesOptions;
opt.InitialState = x0spec;
x0 = findstates(nlgr,z,Inf,opt)
x0 = 2×1

0.0362
-0.1322

Create a nonlinear grey-box model.

FileName = 'dcmotor_m';
Order = [2 1 2];
Parameters = [0.24365;0.24964];
nlgr = idnlgrey(FileName,Order,Parameters);
set(nlgr, 'InputName','Voltage','OutputName', ...
{'Angular position','Angular velocity'});

The model is a linear DC motor with one input (voltage), and two outputs (angular position and angular velocity). The structure of the model is specified by dcmotor_m.m file.

'iddemos','data','dcmotordata'));
z = iddata(y,u,0.1,'Name','DC-motor',...
'InputName','Voltage','OutputName',...
{'Angular position','Angular velocity'});

Create a three-experiment data set.

z3 = merge(z,z,z);

Choose experiment for estimating the initial states:

• Estimate initial state 1 for experiments 1 and 3

• Estimate initial state 2 for experiment 1

The fixed initial states have zero values.

x0spec = idpar('x0',zeros(2,3));
x0spec.Free(1,2) = false;
x0spec.Free(2,[2 3]) = false;
opt = findstatesOptions;
opt.InitialState = x0spec;

Estimate the initial states

[X0,EstInfo] = findstates(nlgr,z3,Inf,opt);

Input Arguments

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Identified model whose initial states are estimated, represented as a linear state-space (idss or idgrey) or nonlinear model (idnlarx, idnlhw, or idnlgrey).

Estimation data, specified as an iddata object with input/output dimensions that match sys.

If sys is a linear model, Data can be a frequency-domain iddata object. For easier interpretation of initial conditions, make the frequency vector of Data be symmetric about the origin. For converting time-domain data into frequency-domain data, use fft with 'compl' input argument, and ensure that there is sufficient zero padding. Scale your data appropriately when you compare x0 between the time-domain and frequency-domain. Since for an N-point fft, the input/output signals are scaled by 1/sqrt(N), the estimated x0 vector is also scaled by this factor.

Prediction horizon for computing the response of sys, specified as a positive integer between 1 and Inf. The most common values used are:

• Horizon = 1 — Minimizes the 1-step prediction error. The 1–step ahead prediction response of sys is compared to the output signals in Data to determine x0. See predict for more information.

• Horizon = Inf — Minimizes the simulation error. The difference between measured output, Data.y, and simulated response of sys to the measured input data, Data.u is minimized. See sim for more information.

Specify Horizon as any positive integer between 1 and Inf, with the following restrictions:

ScenarioHorizon

Continuous-time model with time-domain data

1 or Inf

Continuous-time frequency-domain data (data.Ts = 0)

Inf

Output Error models (trivial noise component):

• Nonlinear grey-box (idnlgrey)

• Hammerstein-Wiener (idnlhw)

• Linear state-space with disturbance matrix, K = 0

Irrelevant

Any value of Horizon returns the same answer for x0

Nonlinear ARX (idnlarx)1 or Inf

Estimation options for findstates, specified as an option set created using findstatesOptions

Output Arguments

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Estimated initial states of model sys, returned as a vector or matrix. For multi-experiment data, x0 is a matrix with one column for each experiment.

Initial state estimation information, returned as a structure. Report contains information about the data used, state covariance, and results of any numerical optimization performed to search for the initial states. Report has the following fields:

Report FieldDescription
Status

Summary of how the initial state were estimated.

Method

Search method used.

Covariance

Covariance of state estimates, returned as a Ns-by-Ns matrix, where Ns is the number of states.

DataUsed

Attributes of the data used for estimation, returned as a structure with the following fields.

FieldDescription
Name

Name of the data set.

Type

Data type.

Length

Number of data samples.

Ts

Sample time.

InterSample

Input intersample behavior, returned as one of the following values:

• 'zoh' — Zero-order hold maintains a piecewise-constant input signal between samples.

• 'foh' — First-order hold maintains a piecewise-linear input signal between samples.

• 'bl' — Band-limited behavior specifies that the continuous-time input signal has zero power above the Nyquist frequency.

InputOffset

Offset removed from time-domain input data during estimation. For nonlinear models, it is [].

OutputOffset

Offset removed from time-domain output data during estimation. For nonlinear models, it is [].

Termination

Termination conditions for the iterative search used for initial state estimation of nonlinear models. Structure with the following fields:

FieldDescription
WhyStop

Reason for terminating the numerical search.

Iterations

Number of search iterations performed by the estimation algorithm.

FirstOrderOptimality

$\infty$-norm of the gradient search vector when the search algorithm terminates.

FcnCount

Number of times the objective function was called.

UpdateNorm

Norm of the gradient search vector in the last iteration. Omitted when the search method is 'lsqnonlin' or 'fmincon'.

LastImprovement

Criterion improvement in the last iteration, expressed as a percentage. Omitted when the search method is 'lsqnonlin' or 'fmincon'.

Algorithm

Algorithm used by 'lsqnonlin' or 'fmincon' search method. Omitted when other search methods are used.

Termination is empty for linear models.

Extended Capabilities 