debug: force update of gradient/jacobian in MovingHorzionEstimator
when window not filled
#207
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In some corner cases (e.g. when$N_k \ne H_e$ ). I added a hack with a clever warm-starting to force the update of the gradient/jacobian when the window is not filled.
nint_u≠0
, not sure why I did not see this bug whennint_ym≠0
), the caching of the gradient and jacobianMovingHorizonEstimator
NLP problem was not working well at the beginning (when the measurement window is not filled, orNote that it's impossible to shrink the decision variable vector
Z̃
inJuMP.jl
, AFAIK. That would be the cleanest solution when the window is not filled (at the beginning). My workaround is to "ignore" some decision variable inZ̃
in the cost and constraint functions at the beginning (for the NLP case, not QP). That is why this clever hack work.I will add a test for this bug.