sequential parameter estimation for non linear system using Matlab

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Hey,
I have written a piece of code for sequential parameter estimation for non-linear system in Matlab. But I'm not sure whether it is optimised or not, also, in some cases it is not converging to the solution. Does anyone have any idea? Does this type of tool already exist in Matlab?
I would be very thankful to you.
Any help would be appreciable.
Thank You.

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