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

^*Korresponderande författare för detta arbete

Forskningsoutput: Kapitel i bok/konferenshandling › Publicerad konferensartikel › Vetenskaplig › Peer review

Sammanfattning

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.

Originalspråk	Engelska
Titel på värdpublikation	2025 American Control Conference, ACC 2025
Förlag	the Institute of Electrical and Electronics Engineers, Inc.
Sidor	1902-1907
Antal sidor	6
ISBN (elektroniskt)	9798331569372
DOI	https://doi.org/10.23919/ACC63710.2025.11107824
Status	Publicerad - 21 aug. 2025
MoE-publikationstyp	A4 Artikel i en konferenspublikation
Evenemang	2025 American Control Conference, ACC 2025 - Denver, USA Varaktighet: 8 juli 2025 → 10 juli 2025

Publikationsserier

Namn	Proceedings of the American Control Conference
ISSN (tryckt)	0743-1619

Konferens

Konferens	2025 American Control Conference, ACC 2025
Land/Territorium	USA
Ort	Denver
Period	08/07/25 → 10/07/25

Finansiering

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.

Åtkomst av dokument

10.23919/ACC63710.2025.11107824

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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. I 2025 American Control Conference, ACC 2025 (s. 1902-1907). (Proceedings of the American Control Conference). the Institute of Electrical and Electronics Engineers, Inc.. https://doi.org/10.23919/ACC63710.2025.11107824

@inproceedings{a482296470d6467e9f4124c6aff9567a,

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",

year = "2025",

month = aug,

day = "21",

doi = "10.23919/ACC63710.2025.11107824",

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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. i 2025 American Control Conference, ACC 2025. Proceedings of the American Control Conference, the Institute of Electrical and Electronics Engineers, Inc., s. 1902-1907, 2025 American Control Conference, ACC 2025, Denver, USA, 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. s. 1902-1907 (Proceedings of the American Control Conference).

Forskningsoutput: Kapitel i bok/konferenshandling › Publicerad konferensartikel › Vetenskaplig › Peer review

TY - GEN

T1 - On the Real-Time Compliance of Moving-Horizon Simultaneous Input-and-State Estimation Problems

AU - Manngard, Mikael

AU - Bouzoulas, Dimitrios

AU - Hakonen, Urho

AU - Viitala, Raine

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.

KW - Code generation

KW - CVXGEN

KW - moving-horizon estimation

KW - real-time convex optimization

KW - simultaneous input-and-state estimation

KW - virtual sensors

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M3 - Published conference proceeding

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PB - the Institute of Electrical and Electronics Engineers, Inc.

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

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