Moving Horizon Estimator (MHE)
A very nice
introduction to MHE is in Ch. 2 of this PhD thesis: Real-Time Moving Horizon Estimation for Advanced Motion Control -
Application to Friction State and Parameter Estimation by Max Boegli,
2014, KU Leuven – Faculty of Engineering Science
We will here study
a simple example implemented in the Matlab script script_mhe_2_states_and_1_dist_080418.m. (This
example can be a template of your own applications.)
Updated 12 April 2018 by Finn Aakre Haugen, course teacher.
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