Abstract
This paper proposes constructive algorithms for ellipsoidal estimation of state vectors measured under bounded disturbances in families of linear and a rather wide class of nonlinear dynamic systems. The algorithms are based on the use of support functions and approximation of generally non-convex sets of estimates by ellipsoids.
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1This work was financially supported by the NASU Target Complex Program on Scientific Space Research for 2012–2016.
Translated from Kibernetika i Sistemnyi Analiz, No. 1, pp. 73–84, January–February, 2015.
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Kuntsevich, V.M., Volosov, V.V. Ellipsoidal and Interval Estimation of State Vectors for Families of Linear and Nonlinear Discrete-Time Dynamic Systems1 . Cybern Syst Anal 51, 64–73 (2015). https://doi.org/10.1007/s10559-015-9698-9
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DOI: https://doi.org/10.1007/s10559-015-9698-9