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Properties of the Optimal Ellipsoids Approximating the Reachable Sets of Uncertain Systems

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  • F. L. Chernousko
  • A. I. Ovseevich

Abstract

The ellipsoidal estimation of reachable sets is an efficient technique for the set-membership modelling of uncertain dynamical systems. In the paper, the optimal outer-ellipsoidal approximation of reachable sets is considered, and attention is paid to the criterion associated with the projection of the approximating ellipsoid onto a given direction. The nonlinear differential equations governing the evolution of ellipsoids are analyzed and simplified. The asymptotic behavior of the ellipsoids near the initial point and at infinity is studied. It is shown that the optimal ellipsoids under consideration touch the corresponding reachable sets at all time instants. A control problem for a system subjected to uncertain perturbations is investigated in the framework of the optimal ellipsoidal estimation of reachable sets.

Suggested Citation

  • F. L. Chernousko & A. I. Ovseevich, 2004. "Properties of the Optimal Ellipsoids Approximating the Reachable Sets of Uncertain Systems," Journal of Optimization Theory and Applications, Springer, vol. 120(2), pages 223-246, February.
    • Handle: RePEc:spr:joptap:v:120:y:2004:i:2:d:10.1023_b:jota.0000015683.35168.bf
    DOI: 10.1023/B:JOTA.0000015683.35168.bf
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