How to give arguments to fmincon using ssest in system identification toolbox?

No examples exist anywhere as far as I can tell.

Answer 1

[Matt J]

Perhaps as follows,

opts=ssestOptions(SearchMethod='fmincon');

opts.SearchOptions.Algorithm='trust-region-reflective';
opts.SearchOptions.FunctionTolerance=1e-8;

opts.SearchOptions

ans = 
            Algorithm: 'trust-region-reflective'
        StepTolerance: 1.0000e-06
    FunctionTolerance: 1.0000e-08
        MaxIterations: 100

[Johan Lundström]

Thanks! I was thinking about "lower bound" etc. Any advice on that?

[Matt J]

Constraints and bounds are not set by passing arguments to fmincon. They are specified using the init_sys argument to ssest

https://www.mathworks.com/help/ident/ref/ssest.html#mw_e6d7f1cc-3ddb-4088-a662-155a9a206070

[Johan Lundström]

Great! Thanks!