ELLIPSOIDAL ESTIMATION WITH RESPECT TO A GENERALIZED CRITERION

It is proposed to apply ellipsoidal estimates that are optimal with re spect to a generalized criterion (previously the volume of an ellipsoi d was used as the criterion) for problems of estimating parameters and states of systems with deterministic bounded disturbances. Such an ap proach allows us to simplify calculation of explicit estimates and obt ain less "elongated" ellipsoids. Methods for constructing an approxima tion for the union and intersection of ellipsoids are presented. A tec hnique for transition from ellipsoidal estimators to the interval ones and vice versa is described.