Ellipsoidal reachability sets of linear time-varying systems in estimation and control problems (Q2300693)

In this paper, the authors consider a linear time-varying system with an initial state and disturbance that are known imprecisely and satisfy a common constraint. The constraint is the sum of a quadratic form of the initial state and the time integral of a quadratic form of the disturbance, and these quadratic forms are allowed to be degenerate. In this context, they show that the reachability sets for a linear time-varying system are time-varying ellipsoids whose matrices satisfy a linear matrix differential equation. More specifically, this has required using an approach that leads to a linear matrix Lyapunov differential equation describing the dynamics of the ellipsoidal reachability set. They present an optimal observer equation, also in the degenerate case, which provides an estimate of the state in the form of a minimum-size ellipsoid. The authors also show how to synthesize a bounded control under which the system state falls into the ellipsoidal target set or the system trajectory is held within a given ellipsoidal tube. In the paper they also give examples for the Mathieu equation, showing the effectiveness of approach used in the present paper.