## Abstract Computationally efficient algorithms for computing minimalโvolume ellipsoidal bounds on the state of a linear, discreteโtime dynamical system are presented. Ellipsoidally bounded noise is considered, rather than the scalarโnoise case usually treated; the latter is covered as a degenerat
Algorithms for Polyhedral Approximation of Multidimensional Ellipsoids
โ Scribed by Mario A Lopez; Shlomo Reisner
- Publisher
- Elsevier Science
- Year
- 1999
- Tongue
- English
- Weight
- 316 KB
- Volume
- 33
- Category
- Article
- ISSN
- 0196-6774
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โฆ Synopsis
We present efficient and simple algorithms for the approximation of a d-dimensional ellipsoid by polytopes of a prescribed size which are either contained in or contain the ellipsoid. The polytopes provided by our algorithms have a high degree of regularity, which enables us to construct their j-skeletons, j s 0, . . . , d y 1, efficiently. The rate of approximation, as measured by the symmetric distance and up to a constant, is best possible by any algorithm.
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