n_th = length(free);
  error_old = inf;
  error=1e50;
  theta = theta_0;
  Theta = [];
  Error = [];
  Y = [];
  iterations = -1;
  iterations = 0;
  while (abs(error_old-error)>criterion)&&(iterations<max_iterations)
    iterations = iterations + 1;
    error_old_old = error_old;
    error_old = error;
    eval(sprintf("[t,y,y_theta] = \
	mtt_s%s(system_name,theta,free);",method)); # Simulate system