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Moving Horizon Estimation

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Moving Horizon Estimation

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Simulink and MATLAB Toolbox for Moving Horizon Estimation and Model Predictive Control

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Description

Moving Horizon Estimation (MHE) is an optimization approach that uses a series of measurements observed over time, containing noise (random variations) and other inaccuracies, and produces estimates of unknown variables or parameters. Unlike deterministic approaches like the Kalman filter, MHE requires an iterative approach that relies on linear programming or nonlinear programming solvers to find a solution.

See http://apmonitor.com/wiki/index.php/Main/Estimation for a tutorial video and information on using these files.

Acknowledgements

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

Required Products Simulink
MATLAB release MATLAB 8.1 (R2013a)
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