diff --git a/README.md b/README.md index 96c80185f..ecea194dc 100644 --- a/README.md +++ b/README.md @@ -109,4 +109,5 @@ for more detailed examples. - 🛣️ **Bumpless Transfer**: Smooth transitions from manual to automatic control. - ⌚️ **Timing**: Estimators available in filter (current) or predictor (delayed) forms. - 🏷️ **MHE Types**: Formulations for both linear (quadratic optimization) and nonlinear plants. -- 🛡️ **MHE Constraints**: Tunable soft/hard constraints on state and noise estimates. +- 🚧 **MHE Bounds**: Soft/hard limits on state and noise estimates. +- 🚫 **MHE Constraints**: Soft/hard custom nonlinear inequality constrains. diff --git a/src/estimator/mhe/construct.jl b/src/estimator/mhe/construct.jl index 3706356b0..80ac37f8d 100644 --- a/src/estimator/mhe/construct.jl +++ b/src/estimator/mhe/construct.jl @@ -252,12 +252,12 @@ N_k = \begin{cases} H_e & k ≥ H_e \end{cases} ``` The vectors ``\mathbf{Ŵ}`` and ``\mathbf{V̂}`` respectively encompass the estimated process -noises ``\mathbf{ŵ}(k-j+p)`` from ``j=N_k`` to ``1`` and sensor noises ``\mathbf{v̂}(k-j+1)`` -from ``j=N_k`` to ``1``. The arguments of ``\mathbf{g_c}`` include the extended vectors of -the estimated states ``\mathbf{X̂_e}``, estimated sensor noises ``\mathbf{V̂_e}``, estimated -process noises ``\mathbf{Ŵ_e}``, manipulated inputs ``\mathbf{U_e}``, measured outputs -``\mathbf{Y_e^m}``and measured disturbances ``\mathbf{D_e}``. The Extended Help details all -these vectors, the slack variable ``ε`` and the estimation of the covariance at arrival +noises ``\mathbf{ŵ}(k-j+p)`` and sensor noises ``\mathbf{v̂}(k-j+1)`` from ``j=N_k`` to ``1``. +The arguments of ``\mathbf{g_c}`` include the extended vectors of the estimated states +``\mathbf{X̂_e}``, estimated sensor noises ``\mathbf{V̂_e}``, estimated process noises +``\mathbf{Ŵ_e}``, manipulated inputs ``\mathbf{U_e}``, measured outputs ``\mathbf{Y_e^m}`` +and measured disturbances ``\mathbf{D_e}``. The Extended Help details all these vectors, the +slack variable ``ε`` and the estimation of the covariance at arrival ``\mathbf{P̂}_{k-N_k}(k-N_k+p)``. If the keyword argument `direct=true` (default value), the constant ``p=0`` in the equations above, and the MHE is in the current form. Else ``p=1``, leading to the prediction form.