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Computational tools for interpolations and curve fitting under uncertainties

Authors:
  • Institute for Numerical Computation and Analysis (INCA) Dublin
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Article
This chapter considers interpolation and curve fitting using generalized polynomials under bounded measurement uncertainties from the point of view of the solution set (not the parameter set). Itcharacterizesandpresentstheboundingfunctionsforthe solutionsetusingintervalarithmetic. Numerical algorithms with result verification and corresponding programs for the computation of the bounding functions in given domain are reported. Some examples are presented.
Article
Many different problems such as linear and nonlinear regressions, parameter and state estimation of dynamic systems, state space and time series prediction, interpolation, smoothing, function approximation have a common general structure that here is referred to as generalized estimation problem. In all these problems one has to evaluate some unknown variable using available data (often obtained by measurements on a real process). Available data are always associated with some uncertainty and it is necessary to evaluate how this uncertainty affects the estimated variables.
Article
A technique is presented for obtaining bounds for a polynomial function of one variable. Consider an nth order polynomial function$g( x )$, defined over the interval $a_0 \leqq x\leqq a_{n + 1} $ and having unknown coefficients $z_1 ,z_2 , \cdots ,z_n $. Suppose that upper and lower bounds for $g( x )$ are known at the points $x = a_i ,1\leqq i\leqq n$, where $a_0 \leqq a_1 < a_2 < \cdots < a_n \leqq a_{n + 1} .$ Then upper and lower bounds can be obtained for the entire function g over the interval $a_0 \leqq x\leqq a_{n + 1} $ The upper and lower bounds for g are found to be piecewise-polynomials which pass through appropriate points selected from among the upper and lower bounds at the points $a_1 ,\,a_2 , \cdots ,a_n .$
Polynomial Interpolation of Vertical Segments in the Plane
  • S M Markov
S. M. Markov, Polynomial Interpolation of Vertical Segments in the Plane, Computer Arithmetic, Scientific Computation and Mathematical Modeling (E. Kaucher, S. M. Markov, G. Mayer, Eds.), IMACS, 251-262, (1991).
Recursive Pammeter-Bounding Algorithms which Compute Polytope Bounds
  • S H Mo
  • J P Norton
S. H. Mo, J.P. Norton, Recursive Pammeter-Bounding Algorithms which Compute Polytope Bounds, Proc. 12th !MACS World Congress, Paris, 1988.