MATLAB: How to obtain the initial states estimated by the COMPARE function in the System Identification Toolbox

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I am comparing my data to the estimated model using COMPARE; however, I am only able to obtain the output of my estimated model from my data's input and the fit of my model. Since the default choice of initial conditions is to estimate them since this performs a better fit, I would like to know if there is a way to obtain these initial conditions used in COMPARE.

Best Answer

This enhancement has been incorporated in Release 2008b (R2008b). For previous product releases, try using the PE command to obtain the estimated initial conditions. Type at the MATLAB command prompt:
[e,x0]= pe(est_model,data,'e');
where est_model is your estimated model, and data is your IDDATA object. x0 is the initial states estimated in COMPARE.