Unconstrained Optimization using the Extended Kalman Filter: All Files - File Exchange

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[x,e]=ekfopt(h,x,tol,P,Q,R) EKFOPT Unconstrained optimization using the extended Kalman filter
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from Unconstrained Optimization using the Extended Kalman Filter by Yi Cao
A function using the extended Kalman filter to perform unconstrained nonlinear optimization

All files for Unconstrained Optimization using the Extended Kalman Filter
/ekfopt.m /license.txt