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Ellipsoidal Bounds on Reachable Sets of Dynamical Systems with Matrices Subjected to Uncertain Perturbations1

F. L. Chernousko and D. Ya. Rokityanskii
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F. L. Chernousko: Russian Academy of Sciences
D. Ya. Rokityanskii: Russian Academy of Sciences

Journal of Optimization Theory and Applications, 2000, vol. 104, issue 1, No 1, 19 pages

Abstract: Abstract Linear dynamical systems described by finite-difference or ordinary differential equations are considered. The matrix of the system is uncertain or subject to disturbances, and only the bounds on admissible perturbations of the matrix are known. Outer ellipsoidal estimates of reachable sets of the system are obtained and equations describing the evolution of the approximating ellipsoids are derived. An example is presented.

Keywords: dynamical systems; reachable sets; uncertain matrix parameters; state estimation. (search for similar items in EconPapers)
Date: 2000
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Citations: View citations in EconPapers (2)

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DOI: 10.1023/A:1004687620019

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