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Applied interval analysis : with examples in parameter and state estimation, robust control and robotics

TL;DR: In this paper, the authors present a set-based approach for estimating the length of a set with respect to a set of set operators and the number of sets in the set.
Abstract: I. Introduction.- 1. Introduction.- 1.1 What Are the Key Concepts?.- 1.2 How Did the Story Start?.- 1.3 What About Complexity?.- 1.4 How is the Book Organized?.- II. Tools.- 2. Interval Analysis.- 2.1 Introduction.- 2.2 Operations on Sets.- 2.2.1 Purely set-theoretic operations.- 2.2.2 Extended operations.- 2.2.3 Properties of set operators.- 2.2.4 Wrappers.- 2.3 Interval Analysis.- 2.3.1 Intervals.- 2.3.2 Interval computation.- 2.3.3 Closed intervals.- 2.3.4 Interval vectors.- 2.3.5 Interval matrices.- 2.4 Inclusion Functions.- 2.4.1 Definitions.- 2.4.2 Natural inclusion functions.- 2.4.3 Centred inclusion functions.- 2.4.4 Mixed centred inclusion functions.- 2.4.5 Taylor inclusion functions.- 2.4.6 Comparison.- 2.5 Inclusion Tests.- 2.5.1 Interval Booleans.- 2.5.2 Tests.- 2.5.3 Inclusion tests for sets.- 2.6 Conclusions.- 3. Subpavings.- 3.1 Introduction.- 3.2 Set Topology.- 3.2.1 Distances between compact sets.- 3.2.2 Enclosure of compact sets between subpavings.- 3.3 Regular Subpavings.- 3.3.1 Pavings and subpavings.- 3.3.2 Representing a regular subpaving as a binary tree.- 3.3.3 Basic operations on regular subpavings.- 3.4 Implementation of Set Computation.- 3.4.1 Set inversion.- 3.4.2 Image evaluation.- 3.5 Conclusions.- 4. Contractors.- 4.1 Introduction.- 4.2 Basic Contractors.- 4.2.1 Finite subsolvers.- 4.2.2 Intervalization of finite subsolvers.- 4.2.3 Fixed-point methods.- 4.2.4 Forward-backward propagation.- 4.2.5 Linear programming approach.- 4.3 External Approximation.- 4.3.1 Principle.- 4.3.2 Preconditioning.- 4.3.3 Newton contractor.- 4.3.4 Parallel linearization.- 4.3.5 Using formal transformations.- 4.4 Collaboration Between Contractors.- 4.4.1 Principle.- 4.4.2 Contractors and inclusion functions.- 4.5 Contractors for Sets.- 4.5.1 Definitions.- 4.5.2 Sets defined by equality and inequality constraints.- 4.5.3 Improving contractors using local search.- 4.6 Conclusions.- 5. Solvers.- 5.1 Introduction.- 5.2 Solving Square Systems of Non-linear Equations.- 5.3 Characterizing Sets Defined by Inequalities.- 5.4 Interval Hull of a Set Defined by Inequalities.- 5.4.1 First approach.- 5.4.2 Second approach.- 5.5 Global Optimization.- 5.5.1 The Moore-Skelboe algorithm.- 5.5.2 Hansen's algorithm.- 5.5.3 Using interval constraint propagation.- 5.6 Minimax Optimization.- 5.6.1 Unconstrained case.- 5.6.2 Constrained case.- 5.6.3 Dealing with quantifiers.- 5.7 Cost Contours.- 5.8 Conclusions.- III. Applications.- 6. Estimation.- 6.1 Introduction.- 6.2 Parameter Estimation Via Optimization.- 6.2.1 Least-square parameter estimation in compartmental modelling.- 6.2.2 Minimax parameter estimation.- 6.3 Parameter Bounding.- 6.3.1 Introduction.- 6.3.2 The values of the independent variables are known.- 6.3.3 Robustification against outliers.- 6.3.4 The values of the independent variables are uncertain.- 6.3.5 Computation of the interval hull of the posterior feasible set.- 6.4 State Bounding.- 6.4.1 Introduction.- 6.4.2 Bounding the initial state.- 6.4.3 Bounding all variables.- 6.4.4 Bounding by constraint propagation.- 6.5 Conclusions.- 7. Robust Control.- 7.1 Introduction.- 7.2 Stability of Deterministic Linear Systems.- 7.2.1 Characteristic polynomial.- 7.2.2 Routh criterion.- 7.2.3 Stability degree.- 7.3 Basic Tests for Robust Stability.- 7.3.1 Interval polynomials.- 7.3.2 Polytope polynomials.- 7.3.3 Image-set polynomials.- 7.3.4 Conclusion.- 7.4 Robust Stability Analysis.- 7.4.1 Stability domains.- 7.4.2 Stability degree.- 7.4.3 Value-set approach.- 7.4.4 Robust stability margins.- 7.4.5 Stability radius.- 7.5 Controller Design.- 7.6 Conclusions.- 8. Robotics.- 8.1 Introduction.- 8.2 Forward Kinematics Problem for Stewart-Gough Platforms.- 8.2.1 Stewart-Gough platforms.- 8.2.2 From the frame of the mobile plate to that of the base.- 8.2.3 Equations to be solved.- 8.2.4 Solution.- 8.3 Path Planning.- 8.3.1 Graph discretization of configuration space.- 8.3.2 Algorithms for finding a feasible path.- 8.3.3 Test case.- 8.4 Localization and Tracking of a Mobile Robot.- 8.4.1 Formulation of the static localization problem.- 8.4.2 Model of the measurement process.- 8.4.3 Set inversion.- 8.4.4 Dealing with outliers.- 8.4.5 Static localization example.- 8.4.6 Tracking.- 8.4.7 Example.- 8.5 Conclusions.- IV. Implementation.- 9. Automatic Differentiation.- 9.1 Introduction.- 9.2 Forward and Backward Differentiations.- 9.2.1 Forward differentiation.- 9.2.2 Backward differentiation.- 9.3 Differentiation of Algorithms.- 9.3.1 First assumption.- 9.3.2 Second assumption.- 9.3.3 Third assumption.- 9.4 Examples.- 9.4.1 Example 1.- 9.4.2 Example 2.- 9.5 Conclusions.- 10. Guaranteed Computation with Floating-point Numbers.- 10.1 Introduction.- 10.2 Floating-point Numbers and IEEE 754.- 10.2.1 Representation.- 10.2.2 Rounding.- 10.2.3 Special quantities.- 10.3 Intervals and IEEE 754.- 10.3.1 Machine intervals.- 10.3.2 Closed interval arithmetic.- 10.3.3 Handling elementary functions.- 10.3.4 Improvements.- 10.4 Interval Resources.- 10.5 Conclusions.- 11. Do It Yourself.- 11.1 Introduction.- 11.2 Notions of C++.- 11.2.1 Program structure.- 11.2.2 Standard types.- 11.2.3 Pointers.- 11.2.4 Passing parameters to a function.- 11.3 INTERVAL Class.- 11.3.1 Constructors and destructor.- 11.3.2 Other member functions.- 11.3.3 Mathematical functions.- 11.4 Intervals with PROFIL/BIAS.- 11.4.1 BIAS.- 11.4.2 PROFIL.- 11.4.3 Getting started.- 11.5 Exercises on Intervals.- 11.6 Interval Vectors.- 11.6.1 INTERVAL_VECTOR class.- 11.6.2 Constructors, assignment and function call operators.- 11.6.3 Friend functions.- 11.6.4 Utilities.- 11.7 Vectors with PROFIL/BIAS.- 11.8 Exercises on Interval Vectors.- 11.9 Interval Matrices.- 11.10 Matrices with PROFIL/BIAS.- 11.11 Exercises on Interval Matrices.- 11.12 Regular Subpavings with PROFIL/BIAS.- 11.12.1 NODE class.- 11.12.2 Set inversion with subpavings.- 11.12.3 Image evaluation with subpavings.- 11.12.4 System simulation and state estimation with subpavings.- 11.13 Error Handling.- 11.13.1 Using exit.- 11.13.2 Exception handling.- 11.13.3 Mathematical errors.- References.
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Book
01 Jan 2006
TL;DR: Researchers from other fields should find in this handbook an effective way to learn about constraint programming and to possibly use some of the constraint programming concepts and techniques in their work, thus providing a means for a fruitful cross-fertilization among different research areas.
Abstract: Constraint programming is a powerful paradigm for solving combinatorial search problems that draws on a wide range of techniques from artificial intelligence, computer science, databases, programming languages, and operations research. Constraint programming is currently applied with success to many domains, such as scheduling, planning, vehicle routing, configuration, networks, and bioinformatics. The aim of this handbook is to capture the full breadth and depth of the constraint programming field and to be encyclopedic in its scope and coverage. While there are several excellent books on constraint programming, such books necessarily focus on the main notions and techniques and cannot cover also extensions, applications, and languages. The handbook gives a reasonably complete coverage of all these lines of work, based on constraint programming, so that a reader can have a rather precise idea of the whole field and its potential. Of course each line of work is dealt with in a survey-like style, where some details may be neglected in favor of coverage. However, the extensive bibliography of each chapter will help the interested readers to find suitable sources for the missing details. Each chapter of the handbook is intended to be a self-contained survey of a topic, and is written by one or more authors who are leading researchers in the area. The intended audience of the handbook is researchers, graduate students, higher-year undergraduates and practitioners who wish to learn about the state-of-the-art in constraint programming. No prior knowledge about the field is necessary to be able to read the chapters and gather useful knowledge. Researchers from other fields should find in this handbook an effective way to learn about constraint programming and to possibly use some of the constraint programming concepts and techniques in their work, thus providing a means for a fruitful cross-fertilization among different research areas. The handbook is organized in two parts. The first part covers the basic foundations of constraint programming, including the history, the notion of constraint propagation, basic search methods, global constraints, tractability and computational complexity, and important issues in modeling a problem as a constraint problem. The second part covers constraint languages and solver, several useful extensions to the basic framework (such as interval constraints, structured domains, and distributed CSPs), and successful application areas for constraint programming. - Covers the whole field of constraint programming - Survey-style chapters - Five chapters on applications Table of Contents Foreword (Ugo Montanari) Part I : Foundations Chapter 1. Introduction (Francesca Rossi, Peter van Beek, Toby Walsh) Chapter 2. Constraint Satisfaction: An Emerging Paradigm (Eugene C. Freuder, Alan K. Mackworth) Chapter 3. Constraint Propagation (Christian Bessiere) Chapter 4. Backtracking Search Algorithms (Peter van Beek) Chapter 5. Local Search Methods (Holger H. Hoos, Edward Tsang) Chapter 6. Global Constraints (Willem-Jan van Hoeve, Irit Katriel) Chapter 7. Tractable Structures for CSPs (Rina Dechter) Chapter 8. The Complexity of Constraint Languages (David Cohen, Peter Jeavons) Chapter 9. Soft Constraints (Pedro Meseguer, Francesca Rossi, Thomas Schiex) Chapter 10. Symmetry in Constraint Programming (Ian P. Gent, Karen E. Petrie, Jean-Francois Puget) Chapter 11. Modelling (Barbara M. Smith) Part II : Extensions, Languages, and Applications Chapter 12. Constraint Logic Programming (Kim Marriott, Peter J. Stuckey, Mark Wallace) Chapter 13. Constraints in Procedural and Concurrent Languages (Thom Fruehwirth, Laurent Michel, Christian Schulte) Chapter 14. Finite Domain Constraint Programming Systems (Christian Schulte, Mats Carlsson) Chapter 15. Operations Research Methods in Constraint Programming (John Hooker) Chapter 16. Continuous and Interval Constraints(Frederic Benhamou, Laurent Granvilliers) Chapter 17. Constraints over Structured Domains (Carmen Gervet) Chapter 18. Randomness and Structure (Carla Gomes, Toby Walsh) Chapter 19. Temporal CSPs (Manolis Koubarakis) Chapter 20. Distributed Constraint Programming (Boi Faltings) Chapter 21. Uncertainty and Change (Kenneth N. Brown, Ian Miguel) Chapter 22. Constraint-Based Scheduling and Planning (Philippe Baptiste, Philippe Laborie, Claude Le Pape, Wim Nuijten) Chapter 23. Vehicle Routing (Philip Kilby, Paul Shaw) Chapter 24. Configuration (Ulrich Junker) Chapter 25. Constraint Applications in Networks (Helmut Simonis) Chapter 26. Bioinformatics and Constraints (Rolf Backofen, David Gilbert)

1,527 citations

Journal ArticleDOI
TL;DR: RealPaver is an interval software for modeling and solving nonlinear systems which efficiently combine interval methods and constraint satisfaction techniques.
Abstract: RealPaver is an interval software for modeling and solving nonlinear systems. Reliable approximations of continuous or discrete solution sets are computed using Cartesian products of intervals. Systems are given by sets of equations or inequality constraints over integer and real variables. Moreover, they may have different natures, being square or nonsquare, sparse or dense, linear, polynomial, or involving transcendental functions.The modeling language permits stating constraint models and tuning parameters of solving algorithms which efficiently combine interval methods and constraint satisfaction techniques. Several consistency techniques (box, hull, and 3B) are implemented. The distribution includes C sources, executables for different machine architectures, documentation, and benchmarks. The portability is ensured by the GNU C compiler.

264 citations


Cites background or methods from "Applied interval analysis : with ex..."

  • ...In automatic control, the main goal is to prove identi.ability, robustness, or stability [Jaulin et al. 2001]....

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  • ...Large and sparse nonlinear systems from automatic control [Jaulin et al. 2001] have been suc­cessfully solved (from 104 to 105 constraints)....

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  • ...2.3 Interval Analysis To address reliability issues in the numerical processing of nonlinear systems, a number of methods from numerical analysis have been adapted to deal with interval arithmetic [Moore 1966; Neumaier 1990; Jaulin et al. 2001]....

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TL;DR: This paper designs an interval observer for the estimation of unmeasured variables of uncertain bioreactors based on a bounded error observer, as proposed in [1], that considers a loose approximation of the growing rate.

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TL;DR: In this article, a Chebyshev polynomial series-based interval analysis method for nonlinear systems with uncertain-but-bounded parameters is proposed. But the method is only suitable for problems with small uncertain levels.

209 citations

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TL;DR: This paper presents a first study on the application of interval analysis and consistency techniques to state estimation of continuous-time systems described by nonlinear ordinary differential equations.

208 citations