reduce allocation Luenberge

Author: franckgaga

src/estimator/luenberger.jl

@@ -108,6 +108,14 @@ Same than [`update_estimate!(::SteadyKalmanFilter)`](@ref) but using [`Luenberge
 function update_estimate!(estim::Luenberger, u, ym, d=empty(estim.x̂))
     Â, B̂u, B̂d, Ĉm, D̂dm = estim.Â, estim.B̂u, estim.B̂d, estim.Ĉm, estim.D̂dm
     x̂, K̂ = estim.x̂, estim.K̂
-    x̂[:] = Â*x̂ + B̂u*u + B̂d*d + K̂*(ym - Ĉm*x̂ - D̂dm*d)
+    v̂, ŷm, x̂LHS = similar(ym), similar(ym), similar(x̂)
+    # in-place operations to recuce allocations:
+    ŷm  .= mul!(v̂, Ĉm, x̂) 
+    ŷm .+= mul!(v̂, D̂dm, d)
+    v̂   .= ym .- ŷm
+    x̂   .= mul!(x̂LHS, Â, x̂)
+    x̂  .+= mul!(x̂LHS, B̂u, u)
+    x̂  .+= mul!(x̂LHS, B̂d, d)
+    x̂  .+= mul!(x̂LHS, K̂, v̂)
     return nothing
 end