An improved ellipsoid fitting algorithm using iterative random projections

A generalized method for ellipsoid fitting against a minimum set of data points is described. The proposed method is numerically stable and applies to a wide range of ellipsoidal shapes, including highly elongated and arbitrarily oriented ellipsoids. This new method also provides for the retrieval of rotational angle and length of semi-axes of the fitted ellipsoids accurately. We demonstrate the efficacy of this algorithm on simulated data sets and also indicate its potential use in gravitational wave data analysis.