Applied Interval Analysis with Examples in Parameter and State Estimation, Robust Control and Robotics

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.