File Exchange

image thumbnail

Moving Horizon Estimation

version 1.0.0.0 (45.3 KB) by John Hedengren
Simulink and MATLAB Toolbox for Moving Horizon Estimation and Model Predictive Control

5 Downloads

Updated 28 May 2013

View License

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.

Comments and Ratings (1)

wrong code and model

MATLAB Release Compatibility
Created with R2013a
Compatible with any release
Platform Compatibility
Windows macOS Linux

MATLAB Online Live Editor Challenge

View the winning live scripts from faculty and students who participated in the recent challenge.

Learn more

Download apps, toolboxes, and other File Exchange content using Add-On Explorer in MATLAB.

» Watch video