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Internal ellipsoidal estimates of attainability sets for linear systems under conditions of uncertainty
Authors:V D Shiryaev
Institution:1. Department of Computational Mathematics and Cybernetics, Moscow State University, Moscow, 119899, Russia
Abstract:The problem of constructing internal ellipsoidal estimates of the geometric difference between two ellipsoids and applying the estimated results for the attainability sets of linear systems with a disturbance is considered. An addition to the existing method of constructing the difference between two ellipsoids is presented, and the previous constraints are removed. In the process of validating the addition, some relationships between certain properties of constructed ellipsoidal estimations and set convexity are given, being the data for the problem. A method for estimating the attainability sets for linear systems with a disturbance, equivalent to the existing approach to systems without disturbances, are given. The disturbances are considered using the obtained results.
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