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Beyond Kalman Filters APMonitor is commercially available software that brings estimation into an optimization framework. With the APMonitor Modeling Language, nonlinear dynamic models are rapidly prototyped and deployed. The APMonitor solution engine uses sparse large-scale nonlinear solvers to reconcile the model to available measurements in an approach termed Moving Horizon Estimation (MHE). MHE is desireable for problems with: Constraints Nonlinear Models Infrequent Measurements Explicit Measurement Ranking Rejection of Statistically Insignificant Noise and Outliers Reliable real-time solutions Moving horizon estimation uses a moving window of previous model predictions and process measurements. As additional measurements arrive, the model is updated with the new information. The example below shows a process with one measurement every second. More information on an industrial application of moving horizon estimation can be found in: Moving Horizon Estimation for an Industrial Gas Phase Polymerization Reactor, Proc. IFAC Symposium on Nonlinear Control Systems Design (NOLCOS), Pretoria, South Africa, 2007. |
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