File Exchange

image thumbnail

hessianAnalysisDemo

version 1.0.0.0 (5.51 KB) by Steinar Elgsæter
Demo of how Hessian analysis can reveal a poorly scaled estimation problem

1 Download

Updated 16 Feb 2012

View License

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.

Cite As

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

Comments and Ratings (0)

MATLAB Release Compatibility
Created with R2007b
Compatible with any release
Platform Compatibility
Windows macOS Linux
Acknowledgements

Inspired by: Adaptive Robust Numerical Differentiation