Numerical simulation of the process of guaranteed ellipsoidal estimation

An algorithm for control construction for a linear oscillating system with many degrees of freedom under perturbations is presented. Different ways of constraint description for the system are considered, namely, the set of initial states of the system, control, and perturbations are bounded by ellipsoids. It is assumed that measurement results made with errors are available at some discrete instants. To construct the control, the maximum principle and bounds for the phase state of the system obtained by the method of ellipsoids [1] are used. Results of numerical simulation are presented and illustrated graphically.