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Nepomuceno E. G. and Martins S. A. M. (2016), "A lower bound error for free-run simulation of the polynomial NARMAX", Systems Science & Control Engineering. Vol. 4(1), pp. 50-58.  [PDF

In this paper, a lower bound error for free-run simulation of the polynomial NARMAX introduced the concept of lower bound error based on natural interval extensions of the same map. In this page, we give a more informal description about its main ideas.

The implement method proposed in this work can be summarized in some steps, considering the polynomial NARMAX for the sine map:

 

 1) Choose two natural interval extensions of the system under investigation.

These equations are mathematically equivalent, but they represent a different sequence of arithmetic operations, resulting in different results. This happens because some properties of conventional arithmetic are not valid in floating-point arithmetic.

 

F(Xn) = 2.6868Xn - 0.2462Xn3   

G(Xn) = 2.6868Xn - (0.2462Xn)Xn2

2) With exactly the same initial conditions, simulate the two natural interval extensions. In this case:

 x(1) = 0.1; y(1) = x(1);

for k=1:100

x(k+1,1) = 2.6868*x(k) - 0.2462x(k)^3;

y(k+1,1) = 2.6868*x(k) - (0.2463*y(k))*y(k)^2;

end

figure()

plot(1:60,x(1:60),'o-k')

hold on

plot(1:60,y(1:60),'x-r')

xlabel('n')

ylabel('F(X_n) ,G(X_n)')


Free-run simulation.

3) The next step is to determine the lower bound error, which is described by the following equation:

where  are two pseudo-orbits derived from two interval natural extensions.

For a better visualization of the results, the error will be plotted in logarithm base 10, as shown in the algorithm.

for k=1:101

    lbe(k) = log10(abs(x(k)-y(k))/2);

end

figure()

plot(6:k,lbe(6:k),'-ok');


Evolution of relative error.

 

Some brief comments on the method. The choice of the interval extensions can be easily made by applying any sort of basic mathematical property.

For models that were not chaotic, both extensions should converge. The authors have noticed some cases, which extensions converge to the same periodical behaviour but not in phase.

The plot for both pseudo-orbits the first-return map (in the case of the sine map) or the phase portraits in the case of Chua and Duffing, in general, the authors have been noticing the same dynamical object.  Although, they found few examples in literature which show different objects. In (Nepomuceno and Mendes, 2017) a chaotic Sprott system exhibits chaotic and divergent behaviour.

 
Publications that cites this paper may be found in Google Scholar.
 
The Code used in the paper can be verified on Octave Online.


 


Última atualização: 21/11/2017