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3 changes: 2 additions & 1 deletion README.md
Original file line number Diff line number Diff line change
Expand Up @@ -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.
12 changes: 6 additions & 6 deletions src/estimator/mhe/construct.jl
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Expand Up @@ -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.
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