init
Set or randomize initial parameter values
Syntax
m = init(m0)
m = init(m0,R,pars,sp)
Description
m = init(m0) randomizes initial parameter estimates for model
structures m0 for any linear or nonlinear identified model. It does
not support idnlgrey models. 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.
m = init(m0,R,pars,sp) randomizes parameters 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 is made by init. It can be
difficult to find a stable predictor for high-order systems by trial and error.
Version History
Introduced before R2006a
