基于计算机算法的Narmax模型区间模拟。

Priscila F. S. Guedes, M. L. C. Peixoto, Otávio Augusto Rodrigues de Oliveira Freitas, Alípio M. Barbosa, S. Martins, E. Nepomuceno
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引用次数: 0

摘要

系统识别是一门重要的科学领域,它旨在描述系统的特征,并用数学模型表示它们。由于这些模型中的许多可以被视为递归函数,因此控制这些函数中的误差非常重要,因为由于对此类函数中存在的初始条件的敏感性,在每个计算步骤中引入的小误差可能呈指数增长。控制舍入和截断误差的方法之一是通过区间算术,因为在计算机中不可能表示所有的数字,因为它们的表示是有限的。因此,在算术区间中,一个数字由一个区间表示,在这个区间中,真数在该区间内。在本文中,我们开发了一种算法,该算法使用基本函数来执行区间算术运算。我们将我们的结果与matlab工具箱Intlab进行了比较。数值实验结果表明,该方法具有较窄区间的优越性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Interval Simulation of Narmax Models Based on Computer Arithmetic.
System identification is an important area of science, which aims to describe the characteristics of the system, representing them by mathematical models. Since many of these models can be seen as recursive functions, it is extremely important to control the errors in these functions, because small errors introduced in each computational step can grow exponentially due to the sensitivity to initial conditions present in this type of functions. One of the ways to control rounding and truncation errors is through interval arithmetic, since it is not possible to represent all numbers in the computer because of the finite representation in them. Thus, in arithmetic interval a number is represented by an interval in which the true number is within that interval. In this manuscript we developed an algorithm that performs the operations of interval arithmetic using basic functions. We have compared compared our results with the Matlab-toolbox Intlab. Numerical experiments have shown that our method is superior producing narrower intervals.
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