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Using fsolve with time series data


From: Terry Duell
Subject: Using fsolve with time series data
Date: Fri, 09 Aug 2013 12:43:19 +1000
User-agent: Opera Mail/12.16 (Linux)

Hello All,
I am trying to solve a system of equations that involve time series data.
My system of equations are of the general form...

A1 = A0 - R1*x(3) + R1*x(6) - R1*x(5)*x(5) -R1*x(2)*x(2)
A2 = A0 - R2*x(3) + R2*x(6) - R2*x(5)*x(5) -R2*x(2)*x(2)

etc

where A1, A2...are known vectors (1,N).
R1, R2 etc are known scalars.
A0 is an unknown vector (1,N)
The other unknown variables, x(1), x(2) etc should be vectors (1,N).
I have 8 unknowns and 8 equations.
I have set up a script, where I define the scalars (R1 etc), and my known vectors, and define my
function in this form...

fcn = @(x) [x(7) - R1*x(3) + R1*x(6) - R1*x(5)*x(5) - R1*x(2)*x(2) - A1,
...
                for all the equations
              ];

% where x(7) = A0,
and call fsolve, thus...

[x, fvec, info] = fsolve(fcn, [0 0 0 0 0 0 0 0]);

This is returning a solution, but the x(i) values that are returned are
scalars. They should be vectors (1,N).

Is it possible to solve a problem of this type, and if so, how should I reformulate/correct my approach so that the solution returns the x's as vectors?

Cheers,
--
Regards,
Terry Duell


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