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Merged
murrayrm merged 14 commits into from
Mar 31, 2023
Merged

Optimization-based and moving horizon estimation #877

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b0b6121
add pytest --skipslow
murrayrm Mar 11, 2023
823dfbc
mark selected optimal, rlocus tests as slow
murrayrm Mar 11, 2023
cf45109
initial implementation of optimal estimation problem
murrayrm Mar 6, 2023
bd7ba6d
updated documentation + Jupyter notebook
murrayrm Mar 6, 2023
8375127
add standard _process_indices function
murrayrm Mar 11, 2023
e165dd5
add {control, disturbance}_indices to create_estimator_iosystem
murrayrm Mar 11, 2023
1c1ce0c
implement {control, disturbance}_indices in oep
murrayrm Mar 13, 2023
ebedf19
regularize *_labels processing across create_*_iosystem
murrayrm Mar 13, 2023
df4508c
updated docstrings and docs, trim slow unit tests
murrayrm Mar 14, 2023
039b22d
remove pytest --skipslow; use pytest -m "not slow" instead
murrayrm Mar 24, 2023
9373f8e
fix dtime integral cost calculation; trim unit tests for speed
murrayrm Mar 25, 2023
2a42fe8
add benchmarks for optimal estimation
murrayrm Mar 26, 2023
1599f44
Update doc/optimal.rst
murrayrm Mar 31, 2023
a329323
add executed mhe-pvtol.ipynb to fix doctest failure
murrayrm Mar 31, 2023
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Update doc/optimal.rst 
Co-authored-by: Sawyer Fuller <58706249+sawyerbfuller@users.noreply.github.com>
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@murrayrm @sawyerbfuller
murrayrm and sawyerbfuller authored Mar 31, 2023
commit 1599f44079f26e2a4e346799a5b271dc3e012ea4
2 changes: 1 addition & 1 deletion doc/optimal.rst
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Expand Up @@ -129,7 +129,7 @@ The result of this optimization gives us the estimated state for the
previous :math:`N` steps in time, including the "current" time
:math:`x[N]`. The basic idea is thus to compute the state estimate that is
most consistent with our model and penalize the noise and disturbances
according to how likely the are (based on a some sort of stochastic system
according to how likely the are (based on the given stochastic system
model for each).

Given a solution to this fixed-horizon optimal estimation problem, we can
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