Optimal ellipsoidal estimation of dynamic systems subject to uncertain disturbances (Q1406310)

The author investigates external optimal ellipsoidal estimates of sets of attainability. Various optimality criteria are considered. These techniques and tools are used in various problems of control theory. Special attention is given to the criterion representing the projection of the approximating ellipsoid in a given direction. The corresponding nonlinear differential equations describing the evolution of approximating ellipsoids are considered. Transformations allowing these conditions to be simplified are described. An example is treated in which the exact solution to the nonlinear equations of ellipsoid evolution is given.