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Properties of optimal ellipsoids approximating reachable sets of uncertain systems

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  • F.L. Chernousko

Abstract

The ellipsoidal estimation of reachable sets is an efficient technique for the set-membership modelling of uncertain dynamical systems. In this paper, the optimal outer ellipsoidal approximation of reachable sets is considered, and attention is paid to the new criterion associated with the projection of the approximating ellipsoid onto a given direction. Nonlinear differential equations governing the evolution of ellipsoids are analysed and simplified. The asymptotic behaviour of ellipsoids near the initial point and at infinity is studied. It is shown that the optimal ellipsoids under consideration touch the corresponding reachable sets at all time instants. A control problem for a system subjected to uncertain perturbations is investigated in the framework of the optimal ellipsoidal estimation of reachable sets.

Suggested Citation

  • F.L. Chernousko, 2005. "Properties of optimal ellipsoids approximating reachable sets of uncertain systems," Mathematical and Computer Modelling of Dynamical Systems, Taylor & Francis Journals, vol. 11(2), pages 135-147, June.
    • Handle: RePEc:taf:nmcmxx:v:11:y:2005:i:2:p:135-147
    DOI: 10.1080/13873950500068427
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