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 | | In the former case, the set of possible system states compatible with the observations received is shown to be an ellipsoid, and equations for its center and weighting matrix are given, while in the latter case, equations describing a bounding ellipsoid to the set of possible states are derived. |
 | | This is the problem of finding a trajectory that starts at a given point, ends at the boundary of a compact set, and minimizes a cost function of the form $\int_0^Tr(x(t))dt+q(x(T)).$ For a discretized version of this problem, a Dijkstra-like method that requires one iteration per discretization point has been developed by Tsitsiklis. |
 | | Bertsekas, L. Polymenakos, and P. Tseng, "Epsilon-Relaxation and Auction Methods for Separable Convex Cost Network Flow Problems," in Network Optimization, by P. Pardalos, D. Hearn, and W. Hager (eds.), Lecture Notes in Economics and Mathematical Systems, Springer-Verlag, N.Y., 1998, pp. |
| web.mit.edu /dimitrib/www/publ.html (1681 words) |
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