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Optimal Ellipsoidal Estimates of Uncertain Systems: An Overview and New Results

In: Coping with Uncertainty

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  • F. L. Chernousko

    (Russian Academy of Sciences)

Abstract

The method of ellipsoids for the guaranteed state estimation of uncertain dynamical systems is associated with optimal two-sided ellipsoidal bounds for reachable sets of the systems. Being based on the set-membership approach to uncertainties, the method can be regarded as a natural counterpart to well-known stochastic, or probabilistic, techniques. Basic concepts and results of the method are outlined, and certain results are presented. Various possible applications to problems in control, estimation, and observation are considered.

Suggested Citation

  • F. L. Chernousko, 2010. "Optimal Ellipsoidal Estimates of Uncertain Systems: An Overview and New Results," Lecture Notes in Economics and Mathematical Systems, in: Kurt Marti & Yuri Ermoliev & Marek Makowski (ed.), Coping with Uncertainty, chapter 0, pages 141-161, Springer.
    • Handle: RePEc:spr:lnechp:978-3-642-03735-1_7
    DOI: 10.1007/978-3-642-03735-1_7
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    Cited by:

    1. Steven Duda & Edeltraud Gehrig & Thomas Lorenz, 2022. "External Ellipsoidal Approximations for Set Evolution Equations," Journal of Optimization Theory and Applications, Springer, vol. 192(3), pages 759-798, March.

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