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MHE with cEKF : 4 cylindrical tanks

version 1.0 (69.8 KB) by

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

7 Ratings



No License

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)

Comments and Ratings (7)


Bibin (view profile)

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 ?


lin (view profile)

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

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.

Mars Ld

Zhi Yao

Dong Liu

Dong Liu


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

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.

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.

I've up-dated some files!

MATLAB Release
MATLAB 5.3 (R11)

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