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Russian Academy of Sciences
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IssuesArchive of Issues2008-2pp.144-151

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A.M. Shmatkov, "Non-singular locally optimal ellipsoidal approximation of the estimate of the states of linear systems," J. Appl. Math. Mech. 72 (2), 144-151 (2008)
Year 2008 Volume 72 Issue 2 Pages 144-151
Title Non-singular locally optimal ellipsoidal approximation of the estimate of the states of linear systems
Author(s) A.M. Shmatkov (Moscow, Russia, shmatkov@ipmnet.ru)
Abstract 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.
Received 7 June 2007
Link to Fulltext http://www.sciencedirect.com/science/journal/00218928
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