added: NonLinModelDAE and OrthogonalCollocation support in MovingHorizonEstimator - #453
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We can reuse the computation of the last iteration w/o multi-threading and with piecewise linear input `u`, but we need a special constraint to enforce that `a0` is equal to `a1` of the last iteration.
To be consistent with `X̂0` vector in the decision variables.
franckgaga
marked this pull request as ready for review
September 22, 2026 22:03
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This PR add the support of
NonLinModelDAEinMovingHorizonEstimatorusingOrthogonalTranscription🥳🍾🥳🍾transcriptionkeyword argument in the MHE constructor is nowmodel.transcriptionfor DAEs. This is non-breaking since it is stillSingleShootingfor linear and nonlinear ODEs.getinfo(estim::MovingHorizonEstimator).MovingHorzionEstimatorwith aNonLinModelDAEand aOrthogonalCollocationtranscription is added to the precompilation workflow.f_thread=trueand a race condition on Julia v1.13.0 (was not able to reproduce on LTS). Honestly, I'm not sure why my solution work (different variable names after the loop than the variable names inside the loop body, likely something to weird Julia scoping rules). I ran it like 100 hundred times and no more race condition. A race condition was hit like one time out of five before this bugfix.Related to #332.
New potential linear equality constraints (instead of nonlinear)
I also noticed also special case that could be optimized. For piecewise linear manipulated input ($\tau=1$ of the previous interval are strictly equal. This is in fact a linear equality constraint. So the number of nonlinear equality constraint could be reduced. It is currently handled as a nonlinear inequality constraint.
h==1) and:gaussradau, the algebraic variable at the sampling instantsâ0and the algebraic variable at