added: custom nonlinear inequality constraints for MovingHorizonEstimator 🥳#360
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This is needed for the custom NL constraints.
This reverts commit a8d8ad1.
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Coverage 98.55% 98.56%
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The custom constraint function will receive all the data windows, the arrival estimation error and covariance, a parameter argument and the slack variable. The data windows will grows with time until$N_k = H_e$ is reached. Similarly to $H_e$ times to test the growing windows, since it is expected that the user will easily forget this aspect of the MHE.
NonLinMPC, the custom function is called in the constructor to troubleshoot simple issues in it. The function is calledAs discussed in #350, the data windows in the
MovingHorizonEstimatorare inherently "misaligned". I introduced extended vectors to artificially align them, but the windows will includeNaNvalues as a side-effects. The windows are clearly (hopefully!) documented in the docstring:Closes #350