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MHE with cEKF : 4 cylindrical tanks

15 May 2007 (Updated 28 Jun 2007)

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)

Tags for This File
Everyone's Tags	cekf, cylindrical, estimator, horizon, mhe, moving, simulation, tanks
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Comments and Ratings (6)
07 Sep 2007	Dong Liu
07 Sep 2007	Dong Liu
07 Sep 2007	Zhi Yao
07 Sep 2007	Mars Ld
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.
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.

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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!
28 Jun 2007	Sorry I had committed a lot of mistakes in the previous version, now I corrected it!