文章基本信息

标题：High-Performance Small-Scale Solvers for Moving Horizon Estimation
本地全文：下载
作者：Gianluca Frison ; Milan Vukov ; Niels Kjølstad Poulsen 等
期刊名称：IFAC PapersOnLine
印刷版ISSN：2405-8963
出版年度：2015
卷号：48
期号：23
页码：80-86
DOI：10.1016/j.ifacol.2015.11.265
语种：English
出版社：Elsevier
摘要：AbstractIn this paper we present a moving horizon estimation (MHE) formulation suitable to easilydescribe the quadratic programs (QPs) arising in constrained and nonlinear MHE. We propose algorithms for factorization and solution of the underlying Karush-Kuhn-Tucker (KKT) system, as well as the efficient implementation techniques focusing on small-scale problems. The proposed MHE solver is implemented using custom linear algebra routines and is compared against implementations using BLAS libraries. Additionally, the MHE solver is interfaced to a code generation tool for nonlinear model predictive control (NMPC) and nonlinear MHE (NMHE). On an example problem with 33 states, 6 inputs and 15 estimation intervals execution times below 500 microseconds are reported for the QP underlying the NMHE.