Fminunc

FMINLBFGS is a Memory efficient optimizer for problems such as image registration with large amounts of unknowns, and cpu-expensive gradients.Supported:- Quasi Newton Broydend-deOCtFletcherd-deOCtGoldfarbd-deOCtShanno (BFGS).- Limited memory BFGS (L-BFGS).- Steepest Gradient Descent... Platforms: Matlab

- Filter can be FIR or IIR.- Filter type can be lowpass, highpass, bandpass, or bandstop.- Direct methods or optimization ones can be used during the design procedure.In order to learn how you can use this toolbox, please copy all the codes included in the "Dig_Filter" folder into the current... Platforms: Matlab

It may not be a bug but something I am missing. In some cases fminuc starts a line search during the first iteration and returns the message that it cannot find a good solution along the search direction, although it went through some points with a lower cost (easily seen by printing the cost... Platforms: Matlab

This toolbox was designed to simulate and fit linear state space models. The main literature I used for this particular package is Kim and Nelson (1999). A state space model (without non stochastic coefficients) is given by:y(t)=beta(t)*x(t)'+e(t)... Platforms: Matlab