Sketch as an auxiliary figure a square and an elongated ellipse that is tangent to the four sides of the square. From this figure we can learn the following: The axes of the ellipse are lying on the diagonals of the circumscribing square. For the given ellipse ${x^2\over a^2}+{y^2\over b^2}=1$ this means that the sides of the circumscribing square are certain $45^\circ$ lines $x\pm y={\rm const.}$ Presenting this ellipse in the form
$$x(t)=a\cos t,\quad y(t)=b\sin t\qquad(0\leq t\leq2\pi)$$
this implies that one side of the square touches the ellipse at the point where the objective function
$$\rho(t):=x(t)+y(t)$$
is maximal. Now we all know that the maximal value of $\rho(t)=a\cos t+b\sin t$ computes to $\sqrt{a^2+b^2}$. It follows that the side length $s$ of the circumscribing square is given by
$$s=\sqrt{2}\>\sqrt{a^2+b^2}\ .$$
The following figure shows a geometric construction of the circumscribing square:
