Title :
State bounding with minimal volume ellipsoids
Author :
Maksarov, D. ; Norton, J.P.
Author_Institution :
Sch. of Electron. & Electr. Eng., Birmingham Univ., UK
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;
Conference_Titel :
Control '96, UKACC International Conference on (Conf. Publ. No. 427)
Print_ISBN :
0-85296-668-7
DOI :
10.1049/cp:19960740
