Minimum volume over-bounding ellipsoids for set-based estimation in target tracking applications

Set-based estimation using ellipsoidal sets is considered. We show that obtaining the minimum volume ellipsoid over-bounding the sum of two ellipsoids in /spl Rfr//sup n/ involves a convex minimisation. We also derive computationally simple tests which represent sufficient conditions for the existence of the minimum volume ellipsoid over-bounding the intersection of two ellipsoids in /spl Rfr//sup n/.