Maximum likelihood determination using kalman filter and obtaining hessian and gradient of loglikelihood by numerical method

I want to calculate the gradient and hessian of Loglikelihood obtain from kalman filter to get my parameter by newton method. How can I calculate the gradient and hessian of the loglikelihood?

[Mithun mondal]

My loglikelihood function is multivariate gaussian. i am following this paper http://ieeexplore.ieee.org/xpl/articleDetails.jsp?arnumber=1101359 but could not code the concept.

If any matlab code is available for the same plz share.

Thanks