Computationally efficient algorithms for
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D. G. Maksarov; J. P. Norton
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Article
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2002
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John Wiley and Sons
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English
β 205 KB
## Abstract Computationally efficient algorithms for computing minimalβvolume ellipsoidal bounds on the state of a linear, discreteβtime dynamical system are presented. Ellipsoidally bounded noise is considered, rather than the scalarβnoise case usually treated; the latter is covered as a degenerat