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added: `MultipleShooting` support for the `MovingHorizonEstimator` 🍾 - #411

Merged

franckgaga merged 64 commits into

mainfrom

Jul 31, 2026

Commits on Jul 14, 2026

changed: new general `transcription.jl` file
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6f6643c
doc: `SingleShooting` decision var. for MHE
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d34b413
doc: minor correction
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cc14cb9

Commits on Jul 15, 2026

doc: wip transcription for MHE
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3fbb6de

Commits on Jul 16, 2026

Merge branch 'main' into ms_mhe
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4d69551

Commits on Jul 19, 2026

Merge branch 'main' into ms_mhe
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613f575

Commits on Jul 20, 2026

Merge branch 'main' into ms_mhe
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ce2cee7
doc: `MultipleShooting` for `MovingHorizonEstimator`
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6faff9a

Commits on Jul 21, 2026

Merge branch 'main' into ms_mhe
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6b35182
doc: mistake `UnscentedKalmanFilter` correction equations
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4390346
added: `transcription` field in `MovingHorizonEstimator`
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8c6b691

Commits on Jul 22, 2026

wip: support `MultipleShooting` in MHE
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267673c
wip: idem
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3b72b79
wip: idem
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0c7ceec
wip: idem
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0195ef8

Commits on Jul 23, 2026

Merge branch 'main' into ms_mhe
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4680bc1
wip: support `MultipleShooting` in MHE
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bdbcd02
wip: idem
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0307ec9
wip: idem
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e96d656
added: warm-starting for MHE with `MultipleShooting`
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6be6e5a
debug: warm-starting MHE MS
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7c49622

Commits on Jul 24, 2026

added: `MultipleShooting` for MHE starts to work 🍾🍾🍾
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bcfe2b5

Commits on Jul 26, 2026

changed: output argument order in `trunc_windows`
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5a12238

Commits on Jul 28, 2026

changed: more efficient eq. lin. constraint
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91b923f
removed: `estim.Ŵ` field in `MovingHorizonEstimator`
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8a90b28
changed: code cleaning and new docstrings
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a5012d9
removed: useless argument in `init_predmat_mhe`
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73213e1
added: treat `X̂` bounds as box constraints for MHE w/o `SingleShooting`
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258ec86
doc: add `transcription` kwarg in `MovingHorizonEstimator`
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d318c30
doc: re-add `covestim` details in the extended help
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325259e
debug: correct output `arg`s
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b63a510
debug: correct variable name in `@warn` of `LinearMPCext`
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28bfd02
changed: simplifying default backends, QP and NLP optimizers
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ef45ae3
debug: correct `const` order
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26d0d51
debug: correct method order definition
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44e8f20
debug: solve ambiguous methods
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04523af

Commits on Jul 29, 2026

wip : `MultipleShooting` for `NonLinModel` in MHE
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dae3886
changed: clean-up `predict_mhe!`
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f9a1463
changed: moving `predict_mhe!` to `transcription.jl`
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dd5a829
changed: all `predict_mhe!` calls with capital letter mutated arguments
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b8ae649
added : `predict_mhe!` for non-`SingleShooting` and `NonLinModel`
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3e75ba2
doc: add a docstring to aforementioned method
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0bb15bf
added: `geq` argument in `update_predictions`
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fbcc23f

Commits on Jul 30, 2026

added: generate `geq_oracle` for `MovingHorizonEstimator`
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4f47b7f
debug: correct `eq` for `MultipleShooting` and MHE
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87ed494
doc: minor precisions
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6fa5c01
deleted: old outdated `getŴ!` method
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aad77fb
added: `MultipleShooting` and `NonLinModel` with MHE work🥳🥳🥳
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e624458
added: NL equality constraints info in `getinfo(mhe)`
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137d950
doc: `getinfo` fields about NL eq. constraints for MHE
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4cf4f8f
changed: minor format modification
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02921ba
debug: correct variable name
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ebe6c6e
removed: print
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054eb56

Commits on Jul 31, 2026

Merge branch 'main' into ms_mhe
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4a7db59
debug: replying merged bugfix on each `TranscriptionMethod`
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ad6b723
debug: truncate `:Ŷ` field in `getinfo(mhe)`
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6ec44c1
debug: avoid undefined elements in `Ŵ`
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f1eca6b
test: debug tests
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98653e6
doc: update `jldoctest`s
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576fe92
doc: debug doc
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6be4552
doc: debug cross-ref
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a38fa6a
doc: more precise definition of the decision vector for the MHE
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5fe5483
doc: similar precisions fot MHE warm-starting
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33f8d6c
test: `MultipleShooting` tests for `MovingHorizonEstimator`
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5c0942b