SET-MEMBERSHIP ESTIMATION WITH THE TRACE CRITERION MADE SIMPLER THAN WITH THE DETERMINANT CRITERION

摘要

The problem considered is outer ellipsoidal bounding of the state of a MIMO linear discrete-time model with bounded process perturbations and measurement noise. In the literature, two main measures of the size of bounding ellipsoids have been considered, namely the determinant and trace criteria. The determinant criterion is directly related to the volume of the ellipsoid and has been employed most frequently. It may, however, lead to narrow elongated ellipsoids. The trace algorithm tends to avoid this drawback, but has earned a reputation for complexity. We show that it can be made even simpler globally than the determinant algorithm. A complete filter based on the trace criterion is presented.