Ellipsoidal State Estimates of Linear Dynamic Systems: Their Limiting Behavior

In guaranteed estimation of the states of dynamic systems under deterministic bounded disturbances, use of made of outer ellipsoidal estimates that are optimal relative to the volume and sum of squares of the semiaxes of the ellipsoid. The boundedness and convergence of a sequence of such ellipsoids for stable discrete systems are investigated. The asymptotic behavior of these estimates mostly depends on the minimality criterion chosen for the ellipsoid dimension.