hessianAnalysisDemo

版本 1.0.0.0 (5.5 KB) 作者: Steinar Elgsæter
Demo of how Hessian analysis can reveal a poorly scaled estimation problem
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更新时间 2012/2/16

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This is a demonstration of how Hessian analysis reveals that a parameter estimation problem is poorly scaled. The model investigated is nonlinear, and a local linearization is done numerically. In principle this code can be adapted to do similar anlysis on any nonlinear model.

Submission uses portions of the very useful DERVIEST suite.

引用格式

Steinar Elgsæter (2024). hessianAnalysisDemo (https://www.mathworks.com/matlabcentral/fileexchange/35116-hessiananalysisdemo), MATLAB Central File Exchange. 检索时间: .

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1.0.0.0