Multi-input multi-output ellipsoidal state bounding
Multi-input multi-output ellipsoidal state bounding
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DOI：
10.1023/a:1011978200643
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发表时间：
2001-11-01
影响因子：
1.9
通讯作者：
Polyak, B
中科院分区：
文献类型：
--
作者：
Durieu, C;Walter, É;Polyak, B
自六十年代末以来，文献中一直在考虑椭球态外边界。与卡尔曼滤波一样，两个基本步骤交替进行：基于椭球体之和的近似的预测阶段和涉及椭球体交集的近似的校正阶段。本文考虑每一步都涉及 K 个椭球的一般情况。椭圆体尺寸的两种度量用于表征不确定性，即其体积和其半轴的平方和。在多输入多输出状态边界的情况下，所提出的算法比逐个合并椭球体的通常方法产生更少的悲观椭球体。
Ellipsoidal state outer bounding has been considered in the literature since the late sixties. As in the Kalman filtering, two basic steps are alternated: a prediction phase, based on the approximation of the sum of ellipsoids, and a correction phase, involving the approximation of the intersection of ellipsoids. The present paper considers the general case where K ellipsoids are involved at each step. Two measures of the size of an ellipsoid are employed to characterize uncertainty, namely, its volume and the sum of the squares of its semiaxes. In the case of multi-input multi-output state bounding, the algorithms presented lead to less pessimistic ellipsoids than the usual approaches incorporating ellipsoids one by one.