Parameter estimation in nonlinear state space model using lsqnonlin

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Hello All,
I have a nonlinear state space model and I would like to perform parameter estimation using the function lsqnonlin.
I want to estimate parameters both in the state and output equations and I have experimental data for the output equations.
Is there a way I can estimate also the parameters that are in the state equations?
Thanks in advance!
Gabri

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