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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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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.

Comments and Ratings (1)

wrong code and model

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

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