Parameter Extraction using Least Squares

Parameter extraction is used to fit a model to measured data.

This Parameter extraction code fits a known model to a given measurement data in least-squares sense. It is generalized for any number of variables and parameters. The numerical differentiation method used is simple Quasi-Newton with simple line search. This method works for simple problem, but is very sensitive to initial point as the problem becomes larger and noisy. The user can modify it according to their own needs by writing function for calculating differentiation.