initial state in n4sid

When I execute : [m,x0]=n4sid(idata,5,opt) It gives me a non null initiale state x0 but before I did opt.InitialState = 'zero';

Why ? I need to fix x0 to a zero vector.

Answer 1

[Rajiv Singh]

Note that N4SID always estimates initial states when using time domain data; the InitialState option does not really help here. I agree however, that returned output should be consistent with the demanded behavior.

If you must fix initial states to zero, I recommend running 0 or 1 iterations of SSEST on the returned model.

 m0 = n4sid(data, 5, opt);
 opt2 = ssestOptions('InitialState','zero');
 opt2.SearchOption.MaxIter = 0;
 m = ssest(data, m0, opt2);