The ellipsoidal technique for design centering and region approximation

A technique for design centering and feasible region approximation that is based on generating a sequence of ellipsoids of decreasing volume and preserves the property of containing a bounded convex feasible region is introduced. The technique converges to an ellipsoid the center of which is the proposed design center. The ellipsoid matrix can be used to give what is called a preferable covariance matrix, assuming a multinormal distribution of parameters. This covariance matrix is preferred since it significantly increases the production yield for the feasible region under consideration. In addition, an ellipsoidal region approximation can be obtained by scaling the final ellipsoid, which allows an inexpensive yield estimate using the Monte Carlo method. Numerical and practical examples are considered