 Moving horizon estimation

Moving Horizon Estimation (MHE) is an advanced state estimation technique commonly used in control engineering and systems dynamics. It is particularly useful in situations where system states are not directly measurable, such as in nonlinear, time-varying, or complex systems. ### Key Concepts: 1. **Finite Horizon**: MHE operates over a finite time horizon, which means it considers a certain period in the past (called the moving horizon) to estimate the current state of a system.