An Ellipsoidal Approximation to the Hadamard Product of Ellipsoids

R. Lorenz and S. Boyd

Proceedings IEEE Conference on Acoustics, Speech, and Signal Processing (ICASSP), pp1193-1196, 2002.

This paper introduces a computationally efficient outer approximation to the Hadamard, i.e., element-wise, product of two ellipsoids. This element-wise product corresponds to multiplicative uncertainties, which arise commonly in practice. We consider the case where both ellipsoids describe real numbers and the case in which the ellipsoids correspond to the direct-sum representation of complex numbers