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Moving Horizon Estimation (MHE) is an efficient optimization-based strategy for state estimation. Despite the attractiveness of this method, its application in industrial settings has been rather limited. This has been mainly due to the difficulty to solve, in real-time, the associated dynamic optimization problems. In this work, a fast MHE algorithm able to overcome this bottleneck is proposed. The strategy exploits recent advances in nonlinear programming algorithms and sensitivity concepts.doi:10.1016/j.jprocont.2008.06.003 fatcat:dadopdhlgfh7hdkczr4mpsv7za