Moving Horizon Estimation in MATLAB and Simulink

APMonitor Package for implementing Moving Horizon Estimation

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Dynamic models constructed with equations that describe physical phenomena may need to be tuned by adjusting parameters so that predicted outputs match with experimental data. Moving Horizon Estimation is an optimization approach to align dynamic models with successive measurements. See additional information and download source code at the Dynamic Optimization course: http://apmonitor.com/do/index.php/Main/MovingHorizonEstimation
https://youtu.be/yQWgSByYjd8

Cite As

John Hedengren (2026). Moving Horizon Estimation in MATLAB and Simulink (https://se.mathworks.com/matlabcentral/fileexchange/50801-moving-horizon-estimation-in-matlab-and-simulink), MATLAB Central File Exchange. Retrieved .

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
Version Published Release Notes Action
1.0.0.0