EKF#

class EKF(model)[source]#

Bases: Estimator

Extended Kalman Filter. Setup this class and use EKF.make_step() during runtime to obtain the currently estimated states given the measurements y0.

Warning

Not currently implemented.

Methods#

make_step#

make_step(self, y0)#

Main method during runtime. Pass the most recent measurement and retrieve the estimated state.

reset_history#

reset_history(self)#

Reset the history of the estimator

Return type:

None

Attributes#

t0#

EKF.t0#

Current time marker of the class. Use this property to set of query the time.

Set with int, float, numpy.ndarray or casadi.DM type.

u0#

EKF.u0#

Initial input and current iterate. This is the numerical structure holding the information about the current input in the class. The property can be indexed according to the model definition.

Example:

model = do_mpc.model.Model('continuous')
model.set_variable('_u','heating', shape=(4,1))

...
mhe = do_mpc.estimator.MHE(model)
# or
mpc = do_mpc.estimator.MPC(model)

# Get or set current value of variable:
mpc.u0['heating', 0] # 0th element of variable
mpc.u0['heating']    # all elements of variable
mpc.u0['heating', 0:2]    # 0th and 1st element

Useful CasADi symbolic structure methods:

  • .shape

  • .keys()

  • .labels()

x0#

EKF.x0#

Initial state and current iterate. This is the numerical structure holding the information about the current states in the class. The property can be indexed according to the model definition.

Example:

model = do_mpc.model.Model('continuous')
model.set_variable('_x','temperature', shape=(4,1))

...
mhe = do_mpc.estimator.MHE(model)
# or
mpc = do_mpc.estimator.MPC(model)

# Get or set current value of variable:
mpc.x0['temperature', 0] # 0th element of variable
mpc.x0['temperature']    # all elements of variable
mpc.x0['temperature', 0:2]    # 0th and 1st element

Useful CasADi symbolic structure methods:

  • .shape

  • .keys()

  • .labels()

z0#

EKF.z0#

Initial algebraic state and current iterate. This is the numerical structure holding the information about the current algebraic states in the class. The property can be indexed according to the model definition.

Example:

model = do_mpc.model.Model('continuous')
model.set_variable('_z','temperature', shape=(4,1))

...
mhe = do_mpc.estimator.MHE(model)
# or
mpc = do_mpc.estimator.MPC(model)

# Get or set current value of variable:
mpc.z0['temperature', 0] # 0th element of variable
mpc.z0['temperature']    # all elements of variable
mpc.z0['temperature', 0:2]    # 0th and 1st element

Useful CasADi symbolic structure methods:

  • .shape

  • .keys()

  • .labels()