The STATESPACE Procedure
INITIAL Statement
INITIAL F (row,column)= value …G(row, column)= value … ;
The INITIAL statement gives initial values to the specified elements of the 
and 
matrices. These initial values are used as starting values for the iterative estimation.
Parts of the and matrices represent fixed structural identities. If an element specified is a fixed structural element instead of a free parameter,
the corresponding initialization is ignored.
The following is an example of an INITIAL statement:
initial f(3,2)=0 g(4,1)=0 g(5,1)=0;