Unconstrained optimization using the extended kalman filter in matlab

The following Matlab project contains the source code and Matlab examples used for unconstrained optimization using the extended kalman filter. The Kalman filter is actually a feedback approach to minimize the estimation error in terms of sum of square.

The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.

Project Files: 

File NameSize
ekfopt.m 2541
license.txt 1306