added: 📐 OrthogonalCollocation 📐 for MovingHorizonEstimator - #427
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Finite elements would be additional subdivisions, AFAIK.
Both are kinda valid, but I think I prefer with a hat, to convey that it all comes from a state estimator at the fundamental level, and also that they are predictions in the future for the MPC.
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This PR add the support for
OrthogonalCollocationtranscriptions in theMovingHorizonEstimator. The number of collocation pointsnois also now pretty-printed, to elaborate a little bit on the number of nonlinear equality constraintsgeq(equal toHe*no*nx, that is, excluding the integrating states):There is a new "Internal -> Miscellaneous" section in the documentation. The internal details about the orthogonal collocation is now centralized there (it is now both relevant the the state estimators and the predictive controllers). The estimated process noise$\mathbf{\hat{w}}$ of the MHE is incorporated in the linear continuity constraint, effectively treating it as a discrete stochastic process (like all the other Kalman filters in the package). Here's a preview of the new section: