hessianAnalysisDemo

Version 1.0.0.0 (5.51 KB) by Steinar Elgsæter
Demo of how Hessian analysis can reveal a poorly scaled estimation problem
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Updated 16 Feb 2012

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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.

Cite As

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

MATLAB Release Compatibility
Created with R2007b
Compatible with any release
Platform Compatibility
Windows macOS Linux
Categories
Find more on Quadratic Programming and Cone Programming in Help Center and MATLAB Answers
Acknowledgements

Inspired by: Adaptive Robust Numerical Differentiation

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Version Published Release Notes
1.0.0.0