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MHE with cEKF : 4 cylindrical tanks

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15 May 2007 (Updated )

Moving Horizon Estimator (MHE) and cEKF applied to 4 cylindrical tanks

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Description

It's my first MHE implementation and I'm improving this yet, then I don't assure anything about it.

Note: created using Matlab 5.3 (R11)

Required Products Optimization Toolbox
MATLAB release MATLAB 5.3 (R11)
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Comments and Ratings (7)
27 Sep 2013 Bibin

Hi I found this material very usefule. I have a few questions regarding thing while trying to run it for non-linerar systems.
So as a first step I changed the
flag1 = 2; in the init file, but when I was running the simulation it cannot find few parameters like xest in the Gmatrix.m file . The linear model with flag1 = 1 option works fine though. Could you please suggest how to make the non linear model work ?

08 Nov 2011 lin

what's the model of 4 cylindrical tanks?The file of MHE_CEKF can't be opened.Thank you very much.

01 Jan 2010 Stefan Krämer

If your code is based on your ESCAPE 18 paper then your MHE is wrong. It is wrong in the paper.

You are using a smoothed update without adhering to the correct statistics. Results can be found in Rao's PhD Thesis or the Papers by Tenny.

07 Sep 2007 Mars Ld  
07 Sep 2007 Zhi Yao  
07 Sep 2007 Dong Liu  
07 Sep 2007 Dong Liu  
Updates
24 May 2007

I've up-dated some files!

24 May 2007

I did some mistakes in the previous version. I corrected some lines on the m-file "MHE_objfun.m". The calculated error on measured states was equal a zero for all cases! Now it's on his corrected form.

07 Jun 2007

I have up-dated the MHE prediction phase because it was wrong! Also, now is possible to choose which optimizer you want to perform ("fmincon" or the deterministic optimization algorithm called "hkjeeves"). See the m-file MHE_c.m.

18 Jun 2007

I have updated some m-files, I am expect that it is more accurate than the previous codes that I put here!

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