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This is a demonstration of how Hessian analysis reveals that a parameter estimation problem is poorly scaled. The model investigated is nonlinear, and a local linearization is done numerically. In principle this code can be adapted to do similar anlysis on any nonlinear model.
Submission uses portions of the very useful DERVIEST suite.
Cite As
Steinar Elgsæter (2026). hessianAnalysisDemo (https://uk.mathworks.com/matlabcentral/fileexchange/35116-hessiananalysisdemo), MATLAB Central File Exchange. Retrieved .
Acknowledgements
Inspired by: Adaptive Robust Numerical Differentiation
Categories
Find more on Quadratic Programming and Cone Programming in Help Center and MATLAB Answers
General Information
- Version 1.0.0.0 (5.51 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.0.0.0 |
