How do I change my fminsearch to fmincon with some restrictions on the parameters?

1 次查看（过去 30 天）

Steven 2013-5-11

0
链接

此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/75420-how-do-i-change-my-fminsearch-to-fmincon-with-some-restrictions-on-the-parameters

Hi,

I am running an fminsearch function but some parameter estimates are coming out as greater than one. As the parameters are for an autoregressive function they should be between zero and one. How can I change my fminsearch to the right fmincon? I don't know where exactly to put the restrictions and how to define them. My fminsearch is:

[results,fval]  = fminsearch('kalmanf',param,['MaxFunEvals',100000],data,xt_init,sigma_FC, sigma_FS);

Where the first 6 rows of the vector "param" should be restricted to be between zero and one. data,xt_init,sigma_FC, sigma_FS are the inputs of the function.

thank you!