test: adapt tests to new cov field

Author: franckgaga

src/ModelPredictiveControl.jl

@@ -54,7 +54,7 @@ include("plot_sim.jl")
     @compile_workload begin
         # all calls in this block will be precompiled, regardless of whether
         # they belong to your package or not (on Julia 1.8 and higher)
-    #    include("precompile.jl")
+        include("precompile.jl")
     end
 end
 

src/estimator/construct.jl

@@ -64,9 +64,33 @@ struct KalmanCovariances{
         R̂   = Hermitian(R̂, :L)
         # the following variables are only for the moving horizon estimator:
         invP̄, invQ̂, invR̂ = copy(P̂_0), copy(Q̂), copy(R̂)
-        inv!(invP̄)
-        inv!(invQ̂)
-        inv!(invR̂)
+        try
+            inv!(invP̄)
+        catch err
+            if err isa PosDefException
+                error("P̂_0 is not positive definite")
+            else
+                rethrow()
+            end
+        end
+        try
+            inv!(invQ̂)
+        catch err
+            if err isa PosDefException
+                error("Q̂ is not positive definite")
+            else
+                rethrow()
+            end
+        end
+        try
+            inv!(invR̂)
+        catch err
+            if err isa PosDefException
+                error("R̂ is not positive definite")
+            else
+                rethrow()
+            end
+        end
         invQ̂_He = repeatdiag(invQ̂, He)
         invR̂_He = repeatdiag(invR̂, He)
         invQ̂_He = Hermitian(invQ̂_He, :L)
@@ -80,7 +104,7 @@ function KalmanCovariances(
         model::SimModel{NT}, i_ym, nint_u, nint_ym, Q̂, R̂, P̂_0=nothing, He=1
     ) where {NT<:Real}
     validate_kfcov(model, i_ym, nint_u, nint_ym, Q̂, R̂, P̂_0)
-    return KalmanCovariances{NT}(model, i_ym, nint_u, nint_ym, NT.(Q̂), NT.(R̂), P̂_0, He)
+    return KalmanCovariances{NT}(model, i_ym, nint_u, nint_ym, NT.(Q̂), NT.(R̂), NT.(P̂_0), He)
 end
 
 """

src/estimator/internal_model.jl

@@ -225,8 +225,8 @@ function init_internalmodel(As, Bs, Cs, Ds)
 end
 
 "Throw an error if P̂ != nothing."
-function setstate_cov!(estim::InternalModel, P̂)
-    P̂ == nothing || error("InternalModel does not compute an estimation covariance matrix P̂.")
+function setstate_cov!(::InternalModel, P̂)
+    isnothing(P̂) || error("InternalModel does not compute an estimation covariance matrix P̂.")
     return nothing
 end
 

src/estimator/kalman.jl

@@ -214,6 +214,12 @@ function setmodel_estimator!(estim::SteadyKalmanFilter, model, _ , _ , _ , Q̂,
     return nothing
 end
 
+"Throw an error if P̂ != nothing."
+function setstate_cov!(::SteadyKalmanFilter, P̂)
+    isnothing(P̂) || error("SteadyKalmanFilter does not compute an estimation covariance matrix P̂.")
+    return nothing
+end
+
 @doc raw"""
     correct_estimate!(estim::SteadyKalmanFilter, y0m, d0)
 

src/estimator/luenberger.jl

@@ -135,8 +135,8 @@ function update_estimate!(estim::Luenberger, y0m, d0, u0)
 end
 
 "Throw an error if P̂ != nothing."
-function setstate_cov!(estim::Luenberger, P̂)
-    P̂ == nothing || error("Luenberger does not compute an estimation covariance matrix P̂.")
+function setstate_cov!(::Luenberger, P̂)
+    isnothing(P̂) || error("Luenberger does not compute an estimation covariance matrix P̂.")
     return nothing
 end
 

src/estimator/manual.jl

@@ -147,4 +147,10 @@ end
 
 Do nothing for [`ManualEstimator`](@ref).
 """
-update_estimate!(estim::ManualEstimator, y0m, d0, u0) = nothing
+update_estimate!(::ManualEstimator, y0m, d0, u0) = nothing
+
+"Throw an error if P̂ != nothing."
+function setstate_cov!(::ManualEstimator, P̂)
+    isnothing(P̂) || error("ManualEstimator does not compute an estimation covariance matrix P̂.")
+    return nothing
+end

src/estimator/mhe/execute.jl

@@ -686,8 +686,8 @@ end
 con_nonlinprog!(g, ::MovingHorizonEstimator, ::LinModel, _ , _ , _ ) = g
 
 "Throw an error if P̂ != nothing."
-function setstate_cov!(estim::MovingHorizonEstimator, P̂)
-    P̂ == nothing || error("MovingHorizonEstimator does not compute an estimation covariance matrix P̂.")
+function setstate_cov!(::MovingHorizonEstimator, P̂)
+    isnothing(P̂) || error("MovingHorizonEstimator does not compute an estimation covariance matrix P̂.")
     return nothing
 end