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Specifying Initial Conditions for Iterative Estimation of Transfer Functions

If you estimate transfer function models using tfest, you can specify how the algorithm treats initial conditions.

In the System Identification app, set Initial condition to one of the following options:

  • auto — Automatically chooses Zero, Estimate, or Backcast based on the estimation data. If initial conditions have negligible effect on the prediction errors, the initial conditions are set to zero to optimize algorithm performance.

  • Zero — Sets all initial conditions to zero.

  • Estimate — Treats the initial conditions as an estimation parameters.

  • Backcast — Estimates initial conditions using a backward filtering method (least-squares fit).

At the command line, specify the initial conditions by using an estimation option set. Use tfestOptions to create the estimation option set. For example, create an options set that sets the initial conditions to zero:

opt = tfestOptions('InitialCondition','zero');

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