Computationally Efficient Algorithms for State Estimation with Ellipsoidal Approximations

D G Maksarov, John Norton

Research output: Contribution to journalArticle

59 Citations (Scopus)

Abstract

Computationally efficient algorithms for computing minimal-volume ellipsoidal bounds on the state of a linear, discrete-time dynamical system are presented. Ellipsoidally bounded noise is considered, rather than the scalar-noise case usually treated; the latter is covered as a degenerate special case of the former. The algorithms have differing accuracy and computational requirements, resulting from differing specifications of the bounds. The paper compares these alternative approaches to computing ellipsoidal bounds on state, giving simulation results to illustrate the performance of the algorithms. Copyright (C) 2002 John Wiley Sons, Ltd.
Original languageEnglish
Pages (from-to)411-434
Number of pages24
JournalInternational Journal of Adaptive Control and Signal Processing
Volume16
Issue number6
Early online date1 Jan 2002
DOIs
Publication statusPublished - 1 Aug 2002

Keywords

  • ellipsoidal bounding
  • state estimation

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