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Optimal ellipsoidal estimates of control and uncertain systems (survey). (English) Zbl 1179.93156

Summary: The method of ellipsoids for the guaranteed state estimation of dynamical systems subjected to control and/or uncertain perturbations is associated with optimal two-sided ellip- soidal bounds for reachable sets of the systems. Being based on the set-membership approach to uncertainties, the method applied to uncertain systems can be regarded as a natural coun- terpart to the well-known stochastic, or probabilistic, techniques. Basic concepts and results of the method are outlined, and certain recent results are presented. Various possible applications to problems in control, estimation, and observation are considered.

MSC:

93E10 Estimation and detection in stochastic control theory
49N30 Problems with incomplete information (optimization)
93C41 Control/observation systems with incomplete information
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