Moving Horizon Estimation for JModelica.org

Abstract: In this thesis a Moving Horizon Estimator (MHE) has been implemented for the JModelica.org platform. JModelica.org is an open-source software platform for simulation and optimization of systems described in the modeling language Modelica. MHE is an optimization-based strategy for state estimation where, at each time step, a finite horizon optimization problem is solved to generate an estimate of the current state values. The goal has been to implement an MHE that works with many already existing Modelica models and that has an intuitive user interface. The performance of the implemented MHE is evaluated using both linear and nonlinear systems in a series of simulation examples. The results indicate that the MHE performs well.