Optimal ellipsoidal estimation of dynamic systems subject to uncertain disturbances (Q1406310)

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scientific article; zbMATH DE number 1978178
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    Optimal ellipsoidal estimation of dynamic systems subject to uncertain disturbances
    scientific article; zbMATH DE number 1978178

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      Optimal ellipsoidal estimation of dynamic systems subject to uncertain disturbances (English)
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      9 September 2003
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      The author investigates external optimal ellipsoidal estimates of sets of attainability. Various optimality criteria are considered. These techniques and tools are used in various problems of control theory. Special attention is given to the criterion representing the projection of the approximating ellipsoid in a given direction. The corresponding nonlinear differential equations describing the evolution of approximating ellipsoids are considered. Transformations allowing these conditions to be simplified are described. An example is treated in which the exact solution to the nonlinear equations of ellipsoid evolution is given.
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      transformation
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      guaranteed estimation
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      ellipsoidal estimates
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      sets of attainability
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      evolution of approximating ellipsoids
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