User`s guide

9 Simulation and Prediction
Specifying Initial States
In this section...
“When to Specify Initial States” on page 9-8
“Setting Initial States to Zero” on page 9-8
“Setting Initial States to Equilib ri um Values” on page 9- 9
“Estimating Initial States from the Data” on page 9-9
When to Specify Initial States
The sim and predict commands require initial states to start the
computations. If you prefer to u se d if ferent i ni tial sta tes fo r s tat e- sp ace
models, or if you are working with other model types, y ou must specify the
initial states for simulatio n or predictio n.
By default, simulating or predicting output for state-space models uses
the initial states stored in the
X0 model property after estimation. For
multiexperiment state-space models, the stored initial states corre spo n d to
the data in the last experiment. These stored initial states might not be
appropriate when you simulate or predict model output using new data.
Use the follow ing general syntax for s pe cifying initial states for simulation
or prediction:
y=sim(model,data,'InitialState',S)
y=predict(model,data,'InitialState',S)
where S represents a vector of states.
Note The co mpare command automatically estimates the initial states from
the data and ensures consistency.
Setting Initial States to Zero
If the system starts at rest, or if transient e ffects are n o t important, then
you can set the initial states to zero.
9-8