On the Real-Time Compliance of Moving-Horizon Simultaneous Input-and-State Estimation Problems

Mikael Manngard; Dimitrios Bouzoulas; Urho Hakonen; Raine Viitala; Jan Kronqvist

doi:10.23919/ACC63710.2025.11107824

On the Real-Time Compliance of Moving-Horizon Simultaneous Input-and-State Estimation Problems

Mikael Manngard^*
, Dimitrios Bouzoulas
, Urho Hakonen
, Raine Viitala
, Jan Kronqvist

^*Corresponding author for this work

Research output: Chapter in Book/Conference proceeding › Published conference proceeding › Scientific › peer-review

Abstract

The real-time compliance of a family of movinghorizon simultaneous input-and-state estimation (MH-SISE) problems is assessed. Given the strict real-time requirements of practical applications, the use of numerical optimization techniques for estimation has been limited for systems with fast dynamics. Thus, we explore the use of solver code generation to improve solution times. By generating high-speed solver code tailored to this specific class of moving-horizon problems, substantial improvements in solution times compared to conventional solvers are observed. The proposed methods are evaluated through simulated benchmark tests on lumped-element models of rotating shafts to assess the real-time compliance with respect to measurement sampling rate, model size, and estimation horizon length.

Original language	English
Title of host publication	2025 American Control Conference, ACC 2025
Publisher	the Institute of Electrical and Electronics Engineers, Inc.
Pages	1902-1907
Number of pages	6
ISBN (Electronic)	9798331569372
DOIs	https://doi.org/10.23919/ACC63710.2025.11107824
Publication status	Published - 21 Aug 2025
MoE publication type	A4 Article in a conference publication
Event	2025 American Control Conference, ACC 2025 - Denver, United States Duration: 8 Jul 2025 → 10 Jul 2025

Publication series

Name	Proceedings of the American Control Conference
ISSN (Print)	0743-1619

Conference

Conference	2025 American Control Conference, ACC 2025
Country/Territory	United States
City	Denver
Period	08/07/25 → 10/07/25

Funding

This research was supported by Business Finland (CO-DES Digital transformation of collaborative powertrain design, under Grant 243/31/2022 and Virtual Sea Trial under Grant 7316/31/2023.

Keywords

Code generation
CVXGEN
moving-horizon estimation
real-time convex optimization
simultaneous input-and-state estimation
virtual sensors

Access to Document

10.23919/ACC63710.2025.11107824

Cite this

Manngard, M., Bouzoulas, D., Hakonen, U., Viitala, R., & Kronqvist, J. (2025). On the Real-Time Compliance of Moving-Horizon Simultaneous Input-and-State Estimation Problems. In 2025 American Control Conference, ACC 2025 (pp. 1902-1907). (Proceedings of the American Control Conference). the Institute of Electrical and Electronics Engineers, Inc.. https://doi.org/10.23919/ACC63710.2025.11107824

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title = "On the Real-Time Compliance of Moving-Horizon Simultaneous Input-and-State Estimation Problems",

abstract = "The real-time compliance of a family of movinghorizon simultaneous input-and-state estimation (MH-SISE) problems is assessed. Given the strict real-time requirements of practical applications, the use of numerical optimization techniques for estimation has been limited for systems with fast dynamics. Thus, we explore the use of solver code generation to improve solution times. By generating high-speed solver code tailored to this specific class of moving-horizon problems, substantial improvements in solution times compared to conventional solvers are observed. The proposed methods are evaluated through simulated benchmark tests on lumped-element models of rotating shafts to assess the real-time compliance with respect to measurement sampling rate, model size, and estimation horizon length.",

keywords = "Code generation, CVXGEN, moving-horizon estimation, real-time convex optimization, simultaneous input-and-state estimation, virtual sensors",

author = "Mikael Manngard and Dimitrios Bouzoulas and Urho Hakonen and Raine Viitala and Jan Kronqvist",

note = "Publisher Copyright: {\textcopyright} 2025 AACC.; 2025 American Control Conference, ACC 2025 ; Conference date: 08-07-2025 Through 10-07-2025",

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doi = "10.23919/ACC63710.2025.11107824",

language = "English",

series = "Proceedings of the American Control Conference",

publisher = "the Institute of Electrical and Electronics Engineers, Inc.",

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Manngard, M, Bouzoulas, D, Hakonen, U, Viitala, R & Kronqvist, J 2025, On the Real-Time Compliance of Moving-Horizon Simultaneous Input-and-State Estimation Problems. in 2025 American Control Conference, ACC 2025. Proceedings of the American Control Conference, the Institute of Electrical and Electronics Engineers, Inc., pp. 1902-1907, 2025 American Control Conference, ACC 2025, Denver, United States, 08/07/25. https://doi.org/10.23919/ACC63710.2025.11107824

On the Real-Time Compliance of Moving-Horizon Simultaneous Input-and-State Estimation Problems. / Manngard, Mikael; Bouzoulas, Dimitrios; Hakonen, Urho et al.
2025 American Control Conference, ACC 2025. the Institute of Electrical and Electronics Engineers, Inc., 2025. p. 1902-1907 (Proceedings of the American Control Conference).

Research output: Chapter in Book/Conference proceeding › Published conference proceeding › Scientific › peer-review

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AU - Kronqvist, Jan

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N2 - The real-time compliance of a family of movinghorizon simultaneous input-and-state estimation (MH-SISE) problems is assessed. Given the strict real-time requirements of practical applications, the use of numerical optimization techniques for estimation has been limited for systems with fast dynamics. Thus, we explore the use of solver code generation to improve solution times. By generating high-speed solver code tailored to this specific class of moving-horizon problems, substantial improvements in solution times compared to conventional solvers are observed. The proposed methods are evaluated through simulated benchmark tests on lumped-element models of rotating shafts to assess the real-time compliance with respect to measurement sampling rate, model size, and estimation horizon length.

AB - The real-time compliance of a family of movinghorizon simultaneous input-and-state estimation (MH-SISE) problems is assessed. Given the strict real-time requirements of practical applications, the use of numerical optimization techniques for estimation has been limited for systems with fast dynamics. Thus, we explore the use of solver code generation to improve solution times. By generating high-speed solver code tailored to this specific class of moving-horizon problems, substantial improvements in solution times compared to conventional solvers are observed. The proposed methods are evaluated through simulated benchmark tests on lumped-element models of rotating shafts to assess the real-time compliance with respect to measurement sampling rate, model size, and estimation horizon length.

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KW - real-time convex optimization

KW - simultaneous input-and-state estimation

KW - virtual sensors

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On the Real-Time Compliance of Moving-Horizon Simultaneous Input-and-State Estimation Problems

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