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Support custom constraints for MovingHorizonEstimator #350

@franckgaga

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@franckgaga

As a first step, custom nonlinear inequality constrains should be implemented, and maybe custom linear inequality constraint as a second step.

In terms of API, the arguments of the custom nonlinear function $\mathbf{g_c}$ should have a physical meaning to the user, so it's better to left out the estimated noises:

  1. The estimated states $\mathbf{\hat{x}}$ over $H_e$
  2. The measured outputs $\mathbf{y^m}$ over $H_e$
  3. The manipulated inputs $\mathbf{u}$ over $H_e$
  4. The measured disturbances $\mathbf{d}$ over $H_e$
  5. The parameter argument $\mathbf{p}$
  6. The slack variable $\varepsilon$

The estimated process and sensor noises can be deduced from the above information, in the rare cases that the user would need them.

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