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Demo of how Hessian analysis can reveal a poorly scaled estimation problem



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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.

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MATLAB Release
MATLAB 7.5 (R2007b)

Inspired by: Adaptive Robust Numerical Differentiation

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