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added: custom nonlinear inequality constraints for `MovingHorizonEstimator` 🥳 - #360

Merged

franckgaga merged 58 commits into

mainfrom

mhe_custom_con

May 24, 2026

Merged

added: custom nonlinear inequality constraints for `MovingHorizonEstimator` 🥳#360
franckgaga merged 58 commits into
mainfrom
mhe_custom_con

Commits on May 13, 2026
- changed: typo correction
  franckgaga
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  ec68817
- test: verify inverted cov. for `setmodel!` on MHE
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  ff6a6af
- test: negative matrices for MHE covs in `setmodel!`
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  42760bf
- doc: wip `gc` function in MHE
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  1fecaa1
Commits on May 15, 2026
Commits on May 16, 2026
- added: `gc` argument in `MovingHorizonEstimator`
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  3b2c844
Commits on May 17, 2026
- doc: clearer `gc` arguments information for MHE
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  323592e
- changed: default to `Ipopt` if `nc>0`
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  2d210d2
- wip : validation of `gc` function for MHE
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  8e7a683
Commits on May 18, 2026
- added: windows with op. points in MHE
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  928445d
- doc: shorter custom NL constraints in `NonLinMPC`
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  883f2c1
- doc: organize the MHE extended Help
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  4ae4eb5
- added: including `gc` in `mhe.con.i_g` field
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  4e03edc
- changed: more precise error for `setconstraint!` of MHE
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  4942411
- changed : minor improvement in `NonLinMPC`
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  e39e601
- wip: custom nl constraint for MHE
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  1377cc4
Commits on May 19, 2026
- debug: doc building on windows now work
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  8ebe639
- debug: solve method ambiguity
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  f7a6a72
- added: distinct `Ŵ` variable in MHE (filled from `Z̃`)
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  3296c86
Commits on May 20, 2026
- debug: ignore slack in MHE objective if `Cwt=Inf`
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  af9df42
- added: `x̂0arr` argument in `update_prediction!` for MHE
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  35b2683
- changed: cosmetic modification
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  44f3159
- added: `getinfo!` back on tracks for MHE
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  a1a6e23
- debug: correct arg init `init_predmat_mhe`
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  35605b3
- debug: `getinfo!` for MHE correct sizes
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  916c24d
Commits on May 21, 2026
- doc: extended vectors for MHE custom NL constraint
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  10263e9
- doc: idem
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  0d40d69
- added: filling the extended windows of MHE
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  f6dbcfe
- change: code cleaning in `add_data_windows!`
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  9eeb35c
- changed: fill all windows with `NaN` when no data
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  82726f1
- wip: debug `init_pred` for `LinModel` in MHE
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  1dc619a
Commits on May 22, 2026
- removed: useless file
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  3a30eb5
- wip: idem
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  a3ab09c
- debug: `D0` window 1 add. sample in `initpred!`
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  1c3cf3d
- added: custom NL con in MHE now works!
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  42ebcbc
- debug: `NonLinMPC` slack weight is in `Ñ_Hc` field
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  4a79e8b
- added: simple test of the custom constraint function for MHE
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  4dd600f
- changed: better testing function for MHE
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  ef2c67f
- debug: `getinfo` for MHE with `NonLinModel`
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  ee2d681
Commits on May 23, 2026
- test: correct field
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  815f824
- debug: avoid deprecated function in `FastGaussQuadrature`
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  a8d8ad1
- Revert "debug: avoid deprecated function in `FastGaussQuadrature`"
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  7c0a70a
- debug: correctly initialize `mhe.D0` window
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  c4c9672
- debug: extract fields
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  abbbaa8
- debug: idem
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  c9e4c56
- test: debug
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  5e3a996
- test: check op pts only beginning of windows
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  17fd2f7
- debug: `mhe.D0` contains one add. sample
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  committed
  b92be59
- debug: use `gc!` instead of `gc` in MHE construction
  franckgaga
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  ff923d2
- removed: useless print
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  339ca24
- test: wip new tests for MHE custom constraints
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  e18ab07
Commits on May 24, 2026
- debug: fill MHE predictios with 0s when Nk < He
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  f26344f
- bump
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  9df75ed
- test: cleanup and rework MHE custom constraints
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  d7f752e
- test: shorter title
  franckgaga
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  0c979c9
- test: improve coverage
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  committed
  08b7d9b

Commits

Commits on May 13, 2026

Commits on May 15, 2026

Commits on May 16, 2026

Commits on May 17, 2026

Commits on May 18, 2026

Commits on May 19, 2026

Commits on May 20, 2026

Commits on May 21, 2026

Commits on May 22, 2026

Commits on May 23, 2026

Commits on May 24, 2026