added: custom nonlinear inequality constraints for MovingHorizonEstimator 🥳#360
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franckgaga wants to merge 53 commits into
Open
added: custom nonlinear inequality constraints for MovingHorizonEstimator 🥳#360franckgaga wants to merge 53 commits into
MovingHorizonEstimator 🥳#360franckgaga wants to merge 53 commits into
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This is needed for the custom NL constraints.
This is more explicit this way. It is also safer since If I do computation with missing data by mistake, the `NaN` will propagate, which is a good thing to catch bugs.
This reverts commit a8d8ad1.
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The custom constraint function will receive all the data windows, the arrival estimation error and covariance, a parameter argument and the slack variable. The data windows will grows with time until$N_k = H_e$ is reached. Similarly to $H_e$ times to test the growing windows, since it is expected that the user will easily forget this aspect of the MHE.
NonLinMPC, the custom function is called in the constructor to troubleshoot simple issues in it. The function is calledAs discussed in #350, the data windows in the
MovingHorizonEstimatorare inherently "misaligned". I introduced extended vectors to artificially align them, but the windows will includeNaNvalues as a side-effects. The windows are clearly (hopefully!) documented in the docstring:Closes #350