Ellipsoid bundle and its application to set-membership estimation


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Abstract This paper studies set-membership estimation for discrete linear time-varying systems subject to unknown disturbance and noise, which are bounded by ellipsoids. To improve the existing ellipsoid-based set-membership estimation methods, we propose a new set representation tool, called ellipsoid bundle, which combines the advantages of ellipsoids and zonotopes for uncertainty set representation and computation. Then, ellipsoidal bundles are used to design a new set-membership estimation method.
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Key words
Ellipsoid, set-membership estimation, zonotope, ellipsoid bundle
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