quasi maximum likelihood: parameter estimation issue

Hi there. thanks for reading first. I got this problem stuck here for few days now, even it seems simple.but.... here is the problem:

I want to use mle function to estimate three parameters(u,phi,syst_sigma) in a customized PDF function. here is the code:

      y=[-6.8949   -6.9075   -6.8989   -6.7401 -6.9062];

      syms u phi syst_sigma

      assume(phi>-1&phi<1);

      mi=-1.2704;

      measur_sigma=pi^2/2;

      h(1)=0;

      p(1)=1-phi^2/syst_sigma^2;

    t=5;

      for t=1:t

        h=0.03+phi*h;
        v=y(t)-(h+mi);
        k=phi.*p/(p+measur_sigma^2);
        h=h+k.*v;
        p=(phi.*p/(phi-k))+syst_sigma^2;
        l=((y(t)-u)^2/p)
        P=sum(p)
        l=sum((y(t)-u)^2/p)
    end
    %do the parameter estimation 
    pdf=@(y,u,phi,syst_sigma) -5/2*log(2*pi)-0.5.*P-0.5.*l;
    phat=mle(y(1:end),'pdf',pdf,'start',[0,0.95,0.0]);

t will predefined to a number.I had run the section above '%do the parameter estimation' and it was fine. But after that, it keep come out a lot different error messages. So I come here to see if anyone can help to give some advices. Any comments would be appreciated. Thank you all .

[Matt J]

When I run your code, I get

Undefined function or variable 't'.

[bing xu]

Thank you Matt. I re-edit my question.I added t value and few y data on it as well.

Answer 1

[Matt J]

    %do the parameter estimation 

      nonsym=matlabFunction(-5/2*log(2*pi)-0.5.*P-0.5.*l);
      logpdf=@(y,u,phi,syst_sigma) nonsym(phi,syst_sigma,u);  
      phat=mle(y(1:end),'logpdf',logpdf,'start',[0,0.95,1],'OptimFun','fmincon');

[bing xu]

Matt Thank you so much. This really helps me a lot and your code works very well. I thought my code should modified by varargin and varargout but yours seems smarter.