Applied Interval Analysis

This book is about guaranteed numerical methods based on interval analysis for approximating sets, and about the application of these methods to vast classes of engineering problems. Guaranteed means here that inner and outer approximations of the sets of interest are obtained, which can be made as precise as desired, at the cost of increasing the computational effort. It thus becomes possible to achieve tasks still thought by many to be out of the reach of numerical methods, such as finding all solutions of sets of non-linear equations and inequality or all global optimizers of possibly multi-modal criteria. The basic methodology is explained as simply as possible, in a concrete and readily applicable way, with a large number of figures and illustrative examples. Some of the techniques reported appear in book format for the first time. The ability of the approach advocated here to solve non-trivial engineering problems is demonstrated through examples drawn from the fields of parameter and state estimation, robust control and robotics. Enough detail is provided to allow readers with other applications in mind to grasp their significance. An in-depth treatment of implementation issues facilitates the understanding and use of freely available software that makes interval computation about as easy as computation with floating-point numbers. The reader is even given the basic information needed to build his or her own C++ interval library.