Unconstrained Optimization using the Extended Kalman Filter
A function using the extended Kalman filter to perform unconstrained nonlinear optimization
You are now following this Submission
- You will see updates in your followed content feed
- You may receive emails, depending on your communication preferences
Cite As
Yi Cao (2026). Unconstrained Optimization using the Extended Kalman Filter (https://se.mathworks.com/matlabcentral/fileexchange/18286-unconstrained-optimization-using-the-extended-kalman-filter), MATLAB Central File Exchange. Retrieved .
Acknowledgements
Inspired by: Learning the Extended Kalman Filter
Inspired: Nonlinear least square optimization through parameter estimation using the Unscented Kalman Filter
General Information
- Version 1.0.0 (2.04 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.0.0 | update description |
