Interfaces: Add separate formulation for initial stage cost term. #684
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
ChrisK2111
suggested changes
Dec 15, 2020
…not specified - broke MEX templating
…n-noisy param example
FreyJo
force-pushed
the
full_mhe_experience
branch
from
5d90b95
to
b6767d7
Compare
This was referenced Jan 6, 2021
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
For MHE problems, the cost term at the initial stage has a special role since it contains the arrival cost.
To model the arrival cost, the MHE example augmented the stage cost term by the arrival cost and set the corresponding weights at the intermediate shooting nodes to zero.
This PR adds the possibility to formulate the initial cost term separately, similarly to how it is done for the terminal one.
Backwards compatibility is obtained by copying the path cost formulation to the initial one, when the latter is not set.
The examples in
examples/acados_python/getting_started/mhe/were adapted accordingly.Additionally, a Matlab MHE example has been added.
Thanks for the collaboration @sandmaennchen !