Skip to content

debug: correctly fill the nonlinear equality constraints for MovingHorizonEstimator with non-SingleShooting #426

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Merged
franckgaga merged 3 commits into from
Aug 12, 2026
Merged

debug: correctly fill the nonlinear equality constraints for MovingHorizonEstimator with non-SingleShooting #426

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
3 commits
Select commit Hold shift + click to select a range
7adb2ce
debug: `nx*Nk` nonlin. eq. const. for MHE with `TrapezoidalCollocation`
franckgaga Aug 12, 2026
2019369
debug: same for `MultipleShooting` and MHE
franckgaga Aug 12, 2026
2d34426
test: new `getinfo(mhe)` tests when `Nk < He`
franckgaga Aug 12, 2026
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
4 changes: 2 additions & 2 deletions src/estimator/mhe/transcription.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -1383,7 +1383,7 @@ function con_nonlinprogeq_mhe!(
x̂dnext .+= ŵd
sdnext .= @. x̂dnext - x̂dnext_Z̃
end
Nk < He && (geq[nx̂*Nk+1:end] .= 0)
Nk < He && (geq[nx*Nk+1:end] .= 0)
return geq
end

Expand Down Expand Up @@ -1462,7 +1462,7 @@ function con_nonlinprogeq_mhe!(
sdnext .= @. x̂d_Z̃ - x̂dnext_Z̃ + 0.5*Ts*(k̇1 + k̇2)
sdnext .+= ŵd
end
Nk < He && (geq[nx̂*Nk+1:end] .= 0)
Nk < He && (geq[nx*Nk+1:end] .= 0)
return geq
end

Expand Down
16 changes: 15 additions & 1 deletion test/2_test_state_estim.jl
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -1145,6 +1145,7 @@ end
using .SetupMPCtests, ControlSystemsBase, LinearAlgebra, ForwardDiff
using JuMP, Ipopt, DifferentiationInterface, SparseMatrixColorings, SparseConnectivityTracer
import ForwardDiff

linmodel = LinModel(sys,Ts,i_u=[1,2], i_d=[3])
linmodel = setop!(linmodel, uop=[10,50], yop=[50,30], dop=[5])
f(x,u,d,model) = model.A*x + model.Bu*u + model.Bd*d
Expand Down Expand Up @@ -1237,7 +1238,13 @@ end
end
preparestate!(mhe3, [50, 30], [5])
@test mhe3([5]) ≈ [50, 30] atol=1e-3

initstate!(mhe3, [10, 50], [50, 30], [5])
setstate!(mhe3, [0.0, 0.0, 0.0, 0.0, 0.0, 0.0])
preparestate!(mhe3, [50, 30], [5])
updatestate!(mhe3, [10, 50], [50, 30], [5])
info = getinfo(mhe3) # test getinfo when Nk<He
@test info[:Ŵ] ≈ [0.0, 0.0, 0.0, 0.0, 0.0, 0.0]
@test info[:V̂] ≈ [0.0, 0.0]

Q̂ = diagm([1/4, 1/4, 1/4, 1/4].^2)
R̂ = diagm([1, 1].^2)
Expand Down Expand Up @@ -1267,6 +1274,7 @@ end
end
preparestate!(mhe6, [13])
@test mhe6() ≈ [13] atol=1e-3

transcription = TrapezoidalCollocation(1)
mhe7 = MovingHorizonEstimator(
nonlinmodel_c; He=3, direct=true, transcription
Expand All @@ -1277,6 +1285,12 @@ end
end
preparestate!(mhe7, [13])
@test mhe7() ≈ [13] atol=1e-3
initstate!(mhe7, [0.0], [0.0])
setstate!(mhe7, [0.0, 0.0])
preparestate!(mhe7, [0.0])
info = getinfo(mhe7) # test getinfo when Nk<He
@test info[:Ŵ] ≈ [0.0, 0.0]
@test info[:V̂] ≈ [0.0]

# coverage of the branch with error termination status (with an infeasible problem):
mhe_infeas = MovingHorizonEstimator(nonlinmodel, He=1, Cwt=Inf)
Expand Down