| Abstract: | For an arbitrary set representable as the convex hull formed by the union of two concentric ellipsoids we propose a method to construct a family of external undominated ellipsoidal approximations and represent the estimated set as the intersection of all estimates from a given family. A sufficient condition of undominated guaranteed ellipsoidal approximation of a convex compactum is derived. A method is described that for certain classes of sets (such as the intersection of an ellipsoid or a cone with two halfspaces) constructs a family of internal undominated ellipsoidal approximations using the previous formulas for the external estimates of the union of concentric ellipsoids. |
