Merge pull request #99 from JuliaControl/covestim_skf

added: support `SteadyKalmanFilter` for `covestim` argument of `MovingHorizonEstimator`

docs/src/manual/nonlinmpc.md

@@ -359,7 +359,6 @@ function sim_adapt!(mpc, nonlinmodel, N, ry, plant, x_0, x̂_0, y_step=[0])
  setstate!(plant, x_0)
  initstate!(mpc, [0], plant())
  setstate!(mpc, x̂_0)
- x̂ = x̂_0
  for i = 1:N
  y = plant() + y_step
  x̂ = preparestate!(mpc, y)

src/estimator/mhe/construct.jl

@@ -395,7 +395,7 @@ Construct the estimator from the augmented covariance matrices `P̂_0`, `Q̂` an
 This syntax allows nonzero off-diagonal elements in ``\mathbf{P̂_i}, \mathbf{Q̂, R̂}``,
 where ``\mathbf{P̂_i}`` is the initial estimation covariance, provided by `P̂_0` argument. The
 keyword argument `covestim` also allows specifying a custom [`StateEstimator`](@ref) object
-for the estimation of covariance at the arrival ``\mathbf{P̂}_{k-N_k}(k-N_k+1)``. The
+for the estimation of covariance at the arrival ``\mathbf{P̂}_{k-N_k}(k-N_k+p)``. The
 supported types are [`KalmanFilter`](@ref), [`UnscentedKalmanFilter`](@ref) and 
 [`ExtendedKalmanFilter`](@ref).
 """