DocumentCode
2692763
Title
State bounding with minimal volume ellipsoids
Author
Maksarov, D. ; Norton, J.P.
Author_Institution
Sch. of Electron. & Electr. Eng., Birmingham Univ., UK
Volume
2
fYear
1996
fDate
2-5 Sept. 1996
Firstpage
1297
Abstract
The paper presents recursive algorithms for guaranteed state estimation using ellipsoidal bounds on the state of the system and the process and observation noises. Alternative techniques are used in the observation update to find an ellipsoid containing the feasible set. The resulting algorithms have significantly differing accuracy and computational requirements. Simulation compares their performance.
Keywords
computational complexity; matrix algebra; observability; optimisation; state estimation; ellipsoidal bounds; minimal volume ellipsoids; observation noises; state bounding; state estimation;
fLanguage
English
Publisher
iet
Conference_Titel
Control '96, UKACC International Conference on (Conf. Publ. No. 427)
ISSN
0537-9989
Print_ISBN
0-85296-668-7
Type
conf
DOI
10.1049/cp:19960740
Filename
656231
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