Towards adding probabilities and correlations to interval computations

نویسندگان

  • Daniel Berleant
  • Martine Ceberio
  • Gang Xiang
  • Vladik Kreinovich
چکیده

The traditional engineering approach to error estimation assumes that we know the probabilities of different values of measurement error ∆xi def = e xi − xi. Yet in many practical situations, we only know the upper bound ∆i for this error. Hence after the measurement, the only information that we have about xi is that it belongs to the interval xi def = [e xi−∆i, e xi+∆i]. In this case, we have a classic interval computations problem: find the narrowest possible interval y enclosing all possible values of the result y = f(x1, . . . , xn) when xi ∈ xi. In this paper, we generalize the preceding case by discussing what to do when, in addition to the bounds ∆i, we permit partial information about the probabilities of different values of ∆xi and their correlations.

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عنوان ژورنال:
  • Int. J. Approx. Reasoning

دوره 46  شماره 

صفحات  -

تاریخ انتشار 2007