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debug: correctly warm-start MHE with OrthogonalCollocation #456

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franckgaga merged 2 commits into from
Sep 24, 2026
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debug: correctly warm-start MHE with OrthogonalCollocation #456

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18ac0ef
debug: correctly warm-start MHE with `OrthogonalCollocation`
franckgaga Sep 24, 2026
2af3149
test: new test related to the last bugfix
franckgaga Sep 24, 2026
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13 changes: 9 additions & 4 deletions src/estimator/mhe/transcription.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -1083,9 +1083,12 @@ function reset_warmstart!(estim::MovingHorizonEstimator, ::TrapezoidalCollocatio
end
return nothing
end
function reset_warmstart!(estim::MovingHorizonEstimator, ::OrthogonalCollocation)
function reset_warmstart!(estim::MovingHorizonEstimator, transcription::OrthogonalCollocation)
model = estim.model
nx, nx̂, nx̃, nε, He, na = model.nx, estim.nx̂, estim.nx̃, estim.nε, estim.He, get_na(model)
no = transcription.no
nx, nx̂, nx̃, nε, He = model.nx, estim.nx̂, estim.nx̃, estim.nε, estim.He
na = get_na(model)
nā, nk̄ = get_nā(model, transcription), get_nk̄(model, transcription)
as_0 = get_as_0(model)
x0s = model.buffer.x
x0s .= model.xs_0 .- model.xop
Expand All @@ -1096,9 +1099,11 @@ function reset_warmstart!(estim::MovingHorizonEstimator, ::OrthogonalCollocation
for j in 1:He
estim.Z̃[(nx̃+(j-1)*nx̂+1):(nx̃+(j-1)*nx̂+nx)] .= x0s
estim.Z̃[(nx̃+nx̂*He+na+(j-1)*na+1):(nx̃+nx̂*He+na+j*na)] .= a0s
estim.Z̃[(nx̃+nx̂*He+na+na*He+(j-1)*nx+1):(nx̃+nx̂*He+na+na*He+j*nx)] .= x0s
estim.Z̃[(nx̃+nx̂*He+na+na*He+nx*He+(j-1)*na+1):(nx̃+nx̂*He+na+na*He+nx*He+j*na)] .= a0s
end
K̄ = @views estim.Z̃[(nx̃+nx̂*He+na+na*He+1):(nx̃+nx̂*He+na+na*He+nk̄*He)]
repeat!(K̄, x0s, no*He)
Ā = @views estim.Z̃[(nx̃+nx̂*He+na+na*He+nk̄*He+1):(nx̃+nx̂*He+na+na*He+nk̄*He+nā*He)]
repeat!(Ā, a0s, no*He)
return nothing
end
function reset_warmstart!(estim::MovingHorizonEstimator, ::SingleShooting)
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6 changes: 4 additions & 2 deletions test/2_test_state_estim.jl
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Expand Up @@ -1524,8 +1524,10 @@ end
@test mhe2.Z̃[2:2] ≈ mhe2.Z̃[4:4] ≈ mhe2.Z̃[6:6] ≈ xs_0 # xd in X̂0
@test mhe2.Z̃[3:3] ≈ mhe2.Z̃[5:5] ≈ mhe2.Z̃[7:7] ≈ [0.0] # xs in X̂0
@test mhe2.Z̃[8:8] ≈ mhe2.Z̃[9:9] ≈ mhe2.Z̃[10:10] ≈ as_0 # â0 in Â0
@test mhe2.Z̃[11:11] ≈ mhe2.Z̃[12:12] ≈ xs_0 # xd in K̄
@test mhe2.Z̃[13:13] ≈ mhe2.Z̃[14:14] ≈ as_0 # a in Ā
@test mhe2.Z̃[11:11] ≈ mhe2.Z̃[12:12] ≈ xs_0 # xd in 1st k̄
@test mhe2.Z̃[13:13] ≈ mhe2.Z̃[14:14] ≈ xs_0 # xd in 2nd k̄
@test mhe2.Z̃[15:15] ≈ mhe2.Z̃[16:16] ≈ as_0 # a in 1st ā
@test mhe2.Z̃[17:17] ≈ mhe2.Z̃[18:18] ≈ as_0 # a in 2nd ā
end

@testitem "MHE estim. with unfilled window" setup=[SetupMPCtests] begin
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