From: <HIDDEN>
Newsgroups: comp.soft-sys.matlab
Subject: Parameter estimation
Date: Wed, 14 Mar 2012 19:35:28 +0000 (UTC)
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Hi there.

Well, I'm trying to use fminsearch to find the minimum of an objective function.
The problem here is that the objective function is a set of differential equation that have to be solved numerically.... and some experimental values of them.

Let's say I have the following nonlinear system (and represents some physical phenomena)

dx1/dt = a*exp( b/x2) -x1;
dx2/dt = b*sin(x1*x2);

and some experimetal dada stored in the vectors xep1 and xexp2

I want to find the minimum of the square of the residuals

R = (xep-x)'(xep-x)

xexp = [xexp1 ; xexp2];
x = [x1 ; x2];

Any clue how to do this???