External ellipsoidal approximations for set evolution equations (Q2116601)

In this article, numerical approximation of the reachable set of a control system with uncertainties using external ellipsoids is studied. The ellipsoidal approximation is an extension of a concept from Kurzhanski and co-authors. The approach allows for nonlinear differential inclusions and sets which are not necessarily convex. It is proven that the resulting set evolution problem is well posed and a nonlinear system of ordinary differential equations is specified for a number of time-dependent ellipsoids whose intersections serve as approximations. The ODE system is easy to solve numerically using standard methods. The solution can be approximated to any precision by choosing enough ellipsoids. \ An advantage of the use of ellipsoids is that they are easily characterized. The proofs make use of ideas from [\textit{T. Lorenz}, Mutational analysis. A joint framework for Cauchy problems in and beyond vector spaces. Berlin: Springer (2010; Zbl 1198.37003)] among other sources. \ A numerical example is also given.