diff --git a/src/estimator/mhe/construct.jl b/src/estimator/mhe/construct.jl index 8ac7a487..23f50707 100644 --- a/src/estimator/mhe/construct.jl +++ b/src/estimator/mhe/construct.jl @@ -929,9 +929,9 @@ the matrices for the estimation error at arrival: ``` in which ``\mathbf{e_x̄} = [\begin{smallmatrix} -\mathbf{I} & \mathbf{0} & \cdots & \mathbf{0} \end{smallmatrix}]``, and ``\mathbf{f_x̄} = \mathbf{x̂_0^†}(k-N_k+K)``. The latter is the deviation vector of the -state at arrival ``\mathbf{x̂}_{k-N_k}(k-N_k+K) - \mathbf{x̂_{op}}`` (estimated at ``k-N_k``). -Lastly, the estimated states ``\mathbf{x̂_0}(k-j+K)`` from ``j=N_k-1`` to ``0``, also in -deviation form, are calculated with: +state at arrival estimated at ``k-N_k`` i.e. ``\mathbf{x̂_0^†}(k-N_k+K) = +\mathbf{x̂}_{k-N_k}(k-N_k+K) - \mathbf{x̂_{op}}``. Lastly, the estimated states +``\mathbf{x̂_0}(k-j+K)`` from ``j=N_k-1`` to ``0``, also in deviation form, are computed with: ```math \begin{aligned} \mathbf{X̂_0} &= \mathbf{E_x̂ Z + G_x̂ U_0 + J_x̂ D_0 + B_x̂} \\ @@ -968,7 +968,7 @@ deviation form, are calculated with: \mathbf{Ĉ^m S}(H_e-1) \end{bmatrix} \mathbf{\big(f̂_{op} - x̂_{op}\big)} \end{aligned} ``` - and, for ``K=1``, the matrices are given by: + or, for ``K=1``, the matrices are given by: ```math \begin{aligned} \mathbf{E} &= - \begin{bmatrix} @@ -993,9 +993,7 @@ deviation form, are calculated with: \mathbf{Ĉ^m S}(H_e-2) \end{bmatrix} \mathbf{\big(f̂_{op} - x̂_{op}\big)} \end{aligned} ``` - The matrices for the estimated states does not depend on ``K``: - ```math - and for the estimated states: + The matrices for the estimated states does not depend on the constant ``K``: ```math \begin{aligned} \mathbf{E_x̂} &= \begin{bmatrix}