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Non-singular locally optimal ellipsoidal approximation of the estimate of the states of linear systems

✍ Scribed by A.M. Shmatkov


Publisher
Elsevier Science
Year
2008
Tongue
English
Weight
300 KB
Volume
72
Category
Article
ISSN
0021-8928

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✦ Synopsis


A problem which arises when estimating the attainability domains of linear dynamical systems by ellipsoids is investigated in a short time interval in the case when the initial position of the system in phase space is known precisely for some at least coordinates. A method is proposed which allows one to avoid problems associated with the degeneracy of the right-hand sides of the differential equations of the locally optimal ellipsoidal approximation. The mathematical meaning of these equations is made more precise in the case of the minimization of the phase volume. An example is given.


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