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Moving Horizon Estimation

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


Updated 28 May 2013

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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 for a tutorial video and information on using these files.

Cite As

John Hedengren (2022). Moving Horizon Estimation (, MATLAB Central File Exchange. Retrieved .

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

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