I. INTRODUCTION
Nonlinear Model Predictive Control (NMPC) [1] and Moving Horizon Estimation (MHE) [2] are popular approaches for real-time optimal control and estimation, since they can explicitly handle constraints and nonlinear dynamics. In the case of a system with fast dynamics, the high computational burden forms a major challenge. An Optimal Control Problem (OCP) needs to be solved at each sampling time, respecting the hard timing constraints which are imposed by real-time applications. Recent algorithmic progress [3], [4] allows to consider NMPC and MHE also for fast systems. Among the available online algorithms, the Real-Time Iteration (RTI) scheme [5] has been proposed as a highly competitive approach. It is an SQP-type algorithm that uses a Gauss-Newton Hessian approximation.