I do not quite understand the state-scpace model formation and would like to ask for some simple explanation.
Im trying to fit real data with a 4-order state-space model. Number of inputs and outputs are 14 and 3 respectively. Hence, nx=4; Nk=ones(14,1)
(1) Why the resulting model has 4 states, the same as the model order nx?
(2) I guess the x(k) must be 4x1 vector in this case. Hence it seems that the x(k) does not have physical meaning. I would like to make estimation myself, so what (values) shall I use for x(k) to initialize the model:
y(k) = Ax(k)+Du(k)
(3) Please, if possible, give some nice MIMO example or reference to it.
Thank you kindly!