Abstract
The problem of the ellipsoidal approximation of the sum of two ellipsoids optimal with respect to the minimum of multidimensional volume is considered. It is solved without the use of affinities and representation as a conditional optimization problem. The case of simultaneous degeneracy of the ellipsoids is considered. A geometrical interpretation of the approximation is given. Results of the numerical modeling are presented.
Similar content being viewed by others
References
F. L. Chernous’ko, Estimating the Phase State of Dynamic Systems. The Ellipsoid Method [in Russian], Nauka, Moscow (1988).
F. L. Chernousko, “Optimal ellipsoidal estimation of dynamic systems subject to uncertain disturbances,” Cybern. Syst. Analysis, 38, No. 2, 221–229 (2002).
B. N. Pshenichnyi, Convex Analysis and Extremum Problems [in Russian], Nauka, Moscow (1980).
J. R. Magnus and H. Neudecker, Matrix Differential Calculus with Applications in Statistics and Econometrics, Wiley (1999).
R. A. Horn and C. R. Johnson, Matrix Analysis, Cambridge Univ. Press (1985).
E. B. Vinberg, A Course in Algebra, in: Graduate Studies in Mathematics, Vol. 56, American Mathematical Society (2003).
N. A. Virchenko, I. I. Lyashko, and K. I. Shvetsov, Graphs of Functions: A Reference Book [in Russian], Naukova Dumka, Kyiv (1981).
G. E. Shilov, Mathematical Analysis (Functions of One Variable), Pts. 1–2 [in Russian], Nauka, Moscow (1969).
N. Z. Shor, “Cut-off method with space dilation to solve convex programming problems,” Kibernetika, No. 1, 94–95 (1977).
G. M. Bakan, N. N. Kussul’, and A. Yu. Shelestov, “Fuzzy ellipsoidal identification of parameters of multidimensional linear static objects,” Avtomatika, No. 5, 50–60 (1993).
G. M. Bakan and A. V. Sholokhov, “To the problem of determining the set of attainability of a controlled linear system,” J. Autom. Inform. Sci., 37, Issue 7, 10–19 (2005).
Author information
Authors and Affiliations
Corresponding author
Additional information
Translated from Kibernetika i Sistemnyi Analiz, No. 6, pp. 138–144, November–December 2011.
Rights and permissions
About this article
Cite this article
Sholokhov, O.V. Minimum-volume ellipsoidal approximation of the sum of two ellipsoids. Cybern Syst Anal 47, 954–960 (2011). https://doi.org/10.1007/s10559-011-9375-6
Received:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10559-011-9375-6