Unconstrained Optimization using the Extended Kalman Filter 1.0

Date Added: May 27, 2013 | Visits: 476

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The Kalman filter is actually a feedback approach to minimize the estimation error in terms of sum of square. This approach can be applied to general nonlinear optimization. This function shows a way using the extended Kalman filter to solve some unconstrained nonlinear optimization problems. Two examples are included: a general optimization problem and a problem to solve a set of nonlinear equations represented by a neural network model.This function needs the extended Kalman filter function, which can be download from the following link:http://www.mathworks.com/matlabcentral/fil...objectType=FILE

Requirements: No special requirements

Platforms: Matlab

Keyword: Download, Equations, Estimation, Examples, Extended, Included, Minimize, Modelthis, Network, Neural, Problem, Problems, Represented, Solve, Unconstrained

Users rating: 0/10

License: Freeware

Size: 10 KB

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