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Comparison of 5 Estimator Methods



Example Kalman Filter, Implicit Dynamic Feedback, Filter Bias Update, and Moving Horizon Estimation

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Example problem included with book chapter on Optimization and Analytics in the Oil and Gas Industry. For more information see:

Hedengren, J. D., Advanced Process Monitoring, Chapter in Optimization and Analytics in the Oil and Gas Industry, Springer-Verlag, 2013 (to appear).

A preprint is available here:

A principle advantage of the L1 MHE is improved rejection of data outliers compared to the other techniques.


Optimization, Nonlinear Control, And Estimation Toolbox, Minlp: Mixed Integer Nonlinear Programming, and Model Predictive Control inspired this file.

MATLAB release MATLAB 7.13 (R2011b)
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