Abstract
In this paper we present a moving horizon estimation (MHE) formulation suitable to easily describe the quadratic programs (QPs) arising in constrained and nonlinear MHE. We propose algorithms for factorization and solution of the underlying Karush-Kuhn-Tucker (KKT) system, as well as the ecient implementation techniques focusing on small-scale problems. The proposed MHE solver is implemented using custom linear algebra routines and is compared against implementations using BLAS libraries. Additionally, the MHE solver is interfaced to a code generation tool for nonlinear model predictive control (NMPC) and nonlinear MHE (NMHE). On an example problem with 33 states, 6 inputs and 15 estimation intervals execution times below 500 microseconds are reported for the QP underlying the NMHE.
| Original language | English |
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| Title of host publication | Preprints of the 5th IFAC Conference on Nonlinear Model Predictive Control (NMPC) |
| Publisher | International Federation of Automatic Control |
| Publication date | 2015 |
| Pages | 80-86 |
| Publication status | Published - 2015 |
| Event | 5th IFAC Conference on Nonlinear Model Predictive Control (NMPC 2015) - Seville, Spain Duration: 17 Sept 2015 → 20 Sept 2015 Conference number: 5 http://disa.us.es/nmpc15/ |
Conference
| Conference | 5th IFAC Conference on Nonlinear Model Predictive Control (NMPC 2015) |
|---|---|
| Number | 5 |
| Country/Territory | Spain |
| City | Seville |
| Period | 17/09/2015 → 20/09/2015 |
| Internet address |