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1 parent 27d5943 commit 2bd9355Copy full SHA for 2bd9355
src/estimator/mhe.jl
@@ -289,10 +289,10 @@ estimated sensor noise over the time window is given by:
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```math
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\begin{aligned}
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[\begin{smallmatrix}\mathbf{x̄} \\ \mathbf{V̂} \end{smallmatrix}]
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- &= \mathbf{Y^m - Ŷ^m} \\
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- &= \mathbf{Y^m - (E Z + G U + J D)} \\
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- &= \mathbf{Y^m - (E Z + F)}
+ &= \mathbf{E Z + G U + J D + L Y^m + K x}_{k-N_k}(k-N_k+1) \\
+ &= \mathbf{E Z + F}
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\end{aligned}
+```
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in which ``Y^m``, ``U`` and ``D`` contains respectively the measured outputs, manipulated
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inputs and measured disturbances from time ``k-N_k+1`` to ``k``. The method also returns
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similar matrices for the estimation error at arrival ``k-N_k+1``:
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