THE ELLIPSOIDAL TECHNIQUE FOR DESIGN CENTERING AND REGION APPROXIMATION

A new technique for design centering and feasible region approximation is introduced. The technique exploits the Shor concept [1]-[3] to generate a sequence of ellipsoids of decreasing volume. It preserves the property of containing a bounded convex feasible region. The technique converges to an ellipsoid the center of which is the proposed design center. The ellipsoid matrix can be used to give what we call a preferable covariance matrix assuming a multinormal distribution of parameters. This covariance matrix is preferred since it significantly increases the production yield for the feasible region under consideration. In addition, an ellipsoidal region approximation can be obtained by scaling the final ellipsoid which allows an inexpensive yield estimate using the Monte Carlo method. Numerical and practical examples are considered.