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Ellipsoidal calculus is a method for solving problems in control and estimation theory having unknown but bounded errors in terms of sets of approximating ellipsoidal-value functions. Ellipsoidal calculus has been especially useful in the study of Linear Programming.
References
Kurzhanski, A. B. and Vályi, I. Ellipsoidal Calculus for Estimation and Control. Boston, MA: Birkhäuser, 1996.