Vectorize a function that depends on previous function value

[gergo]

Dear list members! 

I have have a discrete time dynamical system:

function [a,b] = dynamicalSystmem(data, params)
a(n) = a(n-1) + data(n) + b(n-1) + someNonLinearFunction(a(n-1))
b(n) = b(n-1) + someOtherNonlinearFctn(a(n-1)) 

To fit the model to my data, I'm minimizing a simple cost function, which
requires me to iterate the dynamical system function. Currently this is done
by a simple for-loop, which makes the optimization very slow, because this
is done in every optimization step.

However I couldn't find a way to vectorize this for loop. Has anybody of you
an idea how to solve this? 

Thank you very much in advance!

Gerald



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