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GeezerVison is showing github.com — Optimization-based and moving horizon estimation by murrayrm · Pull Request #877 · python-control/python-control Conversation
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This PR adds new functionality for computing the optimal estimate for a (nonlinear) I/O system using an explicit cost function of a fixed window of applied inputs and measured outputs. This optimal estimation problem is then used to create a system for solving moving horizon estimation (MHE) problems. Documentation and unit tests are included. Summary of changes:
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Coverage: 94.533% (-0.3%) from 94.841% when pulling a329323 on murrayrm:oep_mhe-26Feb2023 into 26c44e1 on python-control:main. |
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| :math:`Y[k] \in \mathbb{R}^p`, and :math:`V[k] \in \mathbb{R}^q` and | ||
| :math:`W[k] \in \mathbb{R}^p` represent random processes that are not | ||
| necessarily Gaussian white noise processes. The estimation problem that we | ||
| wish to solve is to find the estimate :math:`\hat x[\cdot]` that matches |
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Should these be capital X-hat and Y-hat in keeping with the notation above?
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Never mind, I realize now they're random processes.
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This looks like a great feature, LGTM
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Co-authored-by: Sawyer Fuller <[email protected]>
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