Is there any exmaple on how to apply fmincon function to a state space optimisation problem?

Hi all,

I can se there is a lot of examples on using fmincon in general. But I am looking ofr applying fmincon a state space optimisation problem. Any help would be greatly appreciated.

Please share any links to example codes, if possible.

Thanks in advance.

Answer 1

[Matt J]

These should be applicable,

https://www.mathworks.com/help/optim/ug/fit-ode-problem-based-least-squares.html

https://www.mathworks.com/help/optim/ug/fit-differential-equation-ode.html