forward and for this reason the technique is called moving horizon estimation. Although this approach is not optimal, in practice it has given very good results when compared with the Kalman filter and other estimation strategies.

Principles of MHE

Moving horizon estimation (MHE) is a multivariable estimation algorithm that uses:
* an internal dynamic model of the process
* a history of past measurements and
* an optimization cost function J over the estimation horizon,to

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