Approximate Geometric Ellipsoid Fitting: A CG-Approach
The problem of geometric ellipsoid fitting is considered. In connection with a conjugate gradient procedure a suitable approximation for the Euclidean distance of a point to an ellipsoid is used to calculate the fitting parameters. The approach we follow here ensures optimization over the set of all ellipsoids with codimension one rather than allowing for different conics as well. The distance function is analyzed in some detail and a numerical example supports our theoretical considerations.