A fast moving horizon estimation algorithm based on nonlinear programming sensitivity
Contributor(s):: Zavala, Victor M, Laird, Carl D, Biegler, Lorenz T
Moving horizon estimation (MHE) is an efficient optimization-based strategy for state estimation. Despite the attractiveness of this method, its application in industrial settings has been rather limited. This has been mainly due to the difficulty to solve, in real-time, the associated dynamic...