outer_approximation_algorithm

1.The algorithm employed ellipsoidal outer approximation of the feasible set assuming instantaneous process and observation noise vectors and the initial state to be bounded by known ellipsoids.
算法假设系统的过程和量测噪声以及初始状态由已知椭球来定界，然后利用椭球集合来描述系统真实状态的可行集。
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