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There are multiple things involved: 1. Numerical Integration of dX/dW. Check 'help ode15s' 2. Optimization. Simplex method is coded in MATLAB function 'fminsearch'. however, I would suggest you try 'nlinfit' in your case. 3. Pose your problem properly. I would say this is the hardest step and it might take a while. Anyway, 1 and 2 are good starting points in my opinion. |
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