MATLAB: System Identification Toolbox: How can we modify the starting parameters for the armax-algorithm

armaxstarting parametersSystem Identification Toolbox

One can calculate ARMA-coefficients using the armax-algorithm from the Systems Identification Toolbox:
estimatedPolymodel=armax(iddata(outputdata,inputdata,tsample),[na nb nc nk], opt);
ARcoeff=estimatedPolymodel.A
MAcoeff=estimatedPolymodel.B
How can we modify the starting parameters for the algorithm (to accelerate and improve the results)?

Best Answer

You can set the A, B, C values explicitly, as in
estimatedPolymodel.A = ARCoeff
Or, call the IDPOLY constructor with A, B, C polynomials initialized to the desired values.
A = [1 .1]
B = [0 0 4 1]
C = [1 .3]
m = idpoly(A,B,C,'Ts',1)
% refine model's initial parameter values 
m2 = armax(data, m)
% but I wanted to update only A and B but not C!
m.Structure.C.Free = false;
m3 = armax(data, m)
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