Moving Horizon Estimation
The DBS file parameter imode is used to control the simulation mode. This option is set to 5 for dynamic parameter estimation.
NLC.imode = 5
Moving horizon estimation is optimization of model parameters based on a time series of data measurements. The APMonitor solution engine uses sparse large-scale nonlinear solvers to reconcile the model to available measurements. This approach is desireable for problems with:
- Constraints
- Nonlinear Models
- Infrequent Measurements
- Explicit Measurement Ranking
- Rejection of Statistically Insignificant Noise and Outliers
- Reliable real-time solutions
Moving horizon estimation uses a moving window of previous model predictions and process measurements. As additional measurements arrive, the model is updated with the new information.
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