Unconstrained Optimization using the Extended Kalman Filter

Version 1.0.0.0 (2,08 KB) von Yi Cao
A function using the extended Kalman filter to perform unconstrained nonlinear optimization
3.5
(2)
6,2K Downloads
Aktualisiert 4. Feb 2008

Lizenz anzeigen

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/fileexchange/loadFile.do?objectId=18189&objectType=FILE

Zitieren als

Yi Cao (2024). Unconstrained Optimization using the Extended Kalman Filter (https://www.mathworks.com/matlabcentral/fileexchange/18286-unconstrained-optimization-using-the-extended-kalman-filter), MATLAB Central File Exchange. Abgerufen.

Kompatibilität der MATLAB-Version
Erstellt mit R2007b
Kompatibel mit allen Versionen
Plattform-Kompatibilität
Windows macOS Linux

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Version Veröffentlicht Versionshinweise
1.0.0.0

update description