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Dynamic Parameter Estimation and Confidence Intervals

version 1.0.0.0 (2.78 KB) by John Hedengren
Tutorial video and files on solving a dynamic optimization problem

4 Downloads

Updated 11 Feb 2014

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This tutorial covers MATLAB programming to simulate a differential equation model and optimize parameters to match measurements. In this exercise, the model is simulated with an ODE integrator (ode15s) and optimized with fmincon or fminsearch. A confidence interval for the parameter is also calculated.

Cite As

John Hedengren (2021). Dynamic Parameter Estimation and Confidence Intervals (https://www.mathworks.com/matlabcentral/fileexchange/45496-dynamic-parameter-estimation-and-confidence-intervals), MATLAB Central File Exchange. Retrieved .

Comments and Ratings (2)

ms me

John Hedengren

Here is the video tutorial that demonstrates the development of the files:

http://youtu.be/ynm7B0N0_Yw

MATLAB Release Compatibility
Created with R2013a
Compatible with any release
Platform Compatibility
Windows macOS Linux

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