User-interface to formulate and solve moving horizon estimation problems. More...
#include <mhe_algorithm.hpp>

Public Member Functions | |
| virtual returnValue | init (const DVector &eta, const DMatrix &S) |
| MHEalgorithm () | |
| MHEalgorithm (const OCP &ocp_) | |
| MHEalgorithm (const MHEalgorithm &arg) | |
| MHEalgorithm & | operator= (const MHEalgorithm &arg) |
| virtual returnValue | shift () |
| virtual returnValue | solve (const DVector &eta, const DMatrix &S) |
| virtual returnValue | step (const DVector &eta, const DMatrix &S) |
| virtual | ~MHEalgorithm () |
Protected Member Functions | |
| virtual returnValue | initializeNlpSolver (const OCPiterate &_userInit) |
| virtual returnValue | initializeObjective (Objective *F) |
Protected Attributes | |
| DVector * | eta |
| DMatrix * | S |
User-interface to formulate and solve moving horizon estimation problems.
The class MHEalgorithm serves as a user-interface to formulate and solve moving horizon estimation problems.
Definition at line 54 of file mhe_algorithm.hpp.
Default constructor.
Definition at line 46 of file mhe_algorithm.cpp.
| MHEalgorithm::MHEalgorithm | ( | const OCP & | ocp_ | ) |
Default constructor.
Definition at line 59 of file mhe_algorithm.cpp.
| MHEalgorithm::MHEalgorithm | ( | const MHEalgorithm & | arg | ) |
Copy constructor (deep copy).
Definition at line 67 of file mhe_algorithm.cpp.
| MHEalgorithm::~MHEalgorithm | ( | ) | [virtual] |
Destructor.
Definition at line 78 of file mhe_algorithm.cpp.
| returnValue MHEalgorithm::init | ( | const DVector & | eta, |
| const DMatrix & | S | ||
| ) | [virtual] |
Initializes the MHE Algorithm.
| eta | the initial measurement |
| S | the variance-covariance of the initial measurement |
Definition at line 104 of file mhe_algorithm.cpp.
| returnValue MHEalgorithm::initializeNlpSolver | ( | const OCPiterate & | _userInit | ) | [protected, virtual] |
Reimplemented from OptimizationAlgorithm.
Definition at line 150 of file mhe_algorithm.cpp.
| returnValue MHEalgorithm::initializeObjective | ( | Objective * | F | ) | [protected, virtual] |
Reimplemented from OptimizationAlgorithm.
Definition at line 156 of file mhe_algorithm.cpp.
| MHEalgorithm & MHEalgorithm::operator= | ( | const MHEalgorithm & | arg | ) |
Assignment operator (deep copy).
Definition at line 85 of file mhe_algorithm.cpp.
| returnValue MHEalgorithm::shift | ( | ) | [virtual] |
Shifts the data for the preparation of the next step.
Definition at line 122 of file mhe_algorithm.cpp.
| returnValue MHEalgorithm::solve | ( | const DVector & | eta, |
| const DMatrix & | S | ||
| ) | [virtual] |
Solves current problem.
| eta | the current measurement |
| S | the variance-covariance of the current measurement |
Definition at line 128 of file mhe_algorithm.cpp.
| returnValue MHEalgorithm::step | ( | const DVector & | eta, |
| const DMatrix & | S | ||
| ) | [virtual] |
Executes next single step
| eta | the current measurement |
| S | the variance-covariance of the current measurement |
Definition at line 116 of file mhe_algorithm.cpp.
DVector* MHEalgorithm::eta [protected] |
Definition at line 133 of file mhe_algorithm.hpp.
DMatrix* MHEalgorithm::S [protected] |
Definition at line 134 of file mhe_algorithm.hpp.