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.
Steinar Elgsæter (2020). hessianAnalysisDemo (https://www.mathworks.com/matlabcentral/fileexchange/35116-hessiananalysisdemo), MATLAB Central File Exchange. Retrieved .
Inspired by: Adaptive Robust Numerical Differentiation