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

F. L. Chernousko ()
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F. L. Chernousko: Russian Academy of Sciences

Chapter Chapter 7 in Coping with Uncertainty, 2010, pp 141-161 from Springer

Abstract: 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.

Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:spr:lnechp:978-3-642-03735-1_7

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DOI: 10.1007/978-3-642-03735-1_7

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