nuderst - Set step size for numerical differentiation
Syntax
nds = nuderst(pars)
Description
The function pem uses
numerical differentiation with respect to the model parameters when
applied to state-space structures. The same is true for many functions
that transform model uncertainties to other representations.
The step size used in these numerical derivatives is determined
by the M-file nuderst. The output argument nds is
a row vector whose kth entry gives the increment
to be used when differentiating with respect to the kth
element of the parameter vector pars.
The default version of nuderst uses a very
simple method. The step size is the maximum of
times
the absolute value of the current parameter and
.
You can adjust this to the actual value of the corresponding parameter
by editing nuderst. Note that the nominal value,
for example 0, of a parameter might not reflect its normal size.
 | noisecnv | | nyquist |  |
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