PDEFIT solves parameter estimation (data fitting, system identification, nonlinear regression) problems where the parameters are part of a system of one-dimensional linear or nonlinear partial differential equations. Equations that do not depend on time derivatives, are treated as algebraic ones. The system may possess coupled ordinary differential equations and transition conditions between different integration areas, moreover additional equality or inequality constraints.
In cooperation with Klaus Schittkowski.
TOMLAB /MODFIT v4.0
MODFIT solves parameter estimation (data fitting, system identification, nonlinear regression) problems, where parameters in explicit model functions, Laplace transforms, steady-state systems, systems of ordinary differential equations, or systems of differential algebraic equations are to be identified. The problem may possess additional equality or inequality constraints. A statistical analysis provides confidence intervals for estimated parameters, correlation and covariance matrix, identification of significance levels for estimated parameters, and optimum experimental design. As a by-product, curve and surface fits are available.
In cooperation with Klaus Schittkowski.
TOMLAB /PENNON v2.1
General smooth nonlinear objective with nonlinear, LMI and BMI constraints
TOMLAB /EXT v1.0
Nonsmooth optimization, minimax and other solvers. In development.