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Quantification of Time-Domain Truncation Errors for the Reinitialization of Fractional Integrators

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Abstract

FDEs are powerful modeling tools in many engineering applications in which non-standard dynamics, characterized by infinite horizon states, can be observed. An example for such applications is modeling the charging and discharging dynamics of batteries. Previous work for an interval-based state estimation of such systems has accounted for a cooperativity preserving or cooperativity enforcing design of observers. These interval observers exploit specific monotonicity properties of positive dynamic systems and provide lower and upper bounding trajectories for all pseudo-state variables as soon as suitable initialization functions are specified. Moreover, interval-valued iteration procedures have been developed for a verified simulation of such systems. The latter, based on Mittag-Leffer function parameterizations of the pseudo-state enclosures, are not a priori restricted to cooperative models but are applicable also to nonlinear systems with interval parameters.
Quantification of Time-Domain Truncation Errors for the
Reinitialization of Fractional Integrators
Andreas Rauh1and Rachid Malti2
1ENSTA Bretagne, Lab-STICC, 29806 Brest, France
2IMS Laboratory, University of Bordeaux, 33405 Talence, France
Andreas.Rauh@interval-methods.de, rachid.malti@ims-bordeaux.fr
Keywords: Fractional differential equations (FDEs), Observer design, Uncertain cooperative
dynamics, Temporal truncation errors, State estimation
FDEs are powerful modeling tools in many engineering applications in which non-standard
dynamics, characterized by infinite horizon states, can be observed. An example for such ap-
plications is modeling the charging and discharging dynamics of batteries [1]. Previous work
for an interval-based state estimation of such systems has accounted for a cooperativity pre-
serving or cooperativity enforcing design of observers [1, 3]. These interval observers exploit
specific monotonicity properties of positive dynamic systems and provide lower and upper
bounding trajectories for all pseudo-state variables as soon as suitable initialization functions
are specified. Moreover, interval-valued iteration procedures have been developed [5] for a
verified simulation of such systems. The latter, based on Mittag-Leffer function parameteriza-
tions of the pseudo-state enclosures, are not a priori restricted to cooperative models but are
applicable also to nonlinear systems with interval parameters.
However, the evaluation of observer-based pseudo-state estimation procedures for continuous-
time fractional models supposes that measurements are also available in a continuous-time
form or at least at each sampling period [3]. For many practical applications, this is not the
case, so that continuous-time pseudo-state predictions need to be performed between the dis-
crete time instants at which measurements are available. Then, the measured pseudo-state
information (described by intervals to represent bounded measurement errors) can be inter-
sected with the predicted state information to enhance the knowledge of the actual system
dynamics. However, this intersection demands reinitializing the integration of the fractional
model. Similar requirements are discussed in [5], where temporal sub-slices were considered
to reduce the overestimation of interval-based simulation approaches.
Due to the infinite horizon memory property of fractional systems, the reinitialization of
time-domain simulations requires a rigorous consideration of the arising truncation errors.
Guaranteed outer bounds for these errors were derived in [4]. These bounds are the basis for
a novel error refinement strategy between discrete reinitialization points in an observer-based
setting. In this contribution, we discuss the following aspects:
1. Expressing non-constant pseudo-state initializations from a bounded past time window
in terms of uncertain initial conditions at a single point with a conservative interval-
valued correction of the FDE model;
2. Implementation of an observer-based quantification of truncation errors for simulations
with periodic reinitialization (e.g. based on the floating point MATLAB routines from [2]);
3. Performing an interval contractor-based state estimation of a continuous-time battery
model [1] with discrete-time measurements;
4. Describing possible interfaces with the verified simulation routines
from [5] as an outlook for future work.
11
References
[1] E. HILDEBRANDT, J. KERSTEN, A. RAUH, H. ASCHEMANN: Robust interval observer de-
sign for fractional-order models with applications to state estimation of batteries, IFAC-
PapersOnLine, 53,2 (2020), 3683–3688.
[2] R. GARRAPPA: Predictor-corrector PECE method for fractional differential equations,
MATLAB Central File Exchange,https://www.mathworks.com/matlabcentral/fi
leexchange/32918-predictor-corrector-pece-method-forfractional-dif
ferential-equations, accessed: May 09, 2021.
[3] G. BEL HAJ FREJ, R. MALTI, M. AOUN, T. RAÏSSI: Fractional interval observers and initial-
ization of fractional systems, Communications in Nonlinear Science and Numerical Simulation,
82 (2020), 105030.
[4] I. PODLUBNY:Fractional Differential Equations: An Introduction to Fractional Derivatives, Frac-
tional Differential Equations, to Methods of Their Solution and Some of Their Applications, Math-
ematics in Science and Engineering, Academic Press, London, UK, 1999.
[5] A. RAUH, L. JAULIN: Novel techniques for a verified simulation of fractional-order differ-
ential equations, Fractal Fract, 5 (2021), 17.
12
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Article
Full-text available
Interval observers have been investigated by many researchers during the last decade, especially for those classes of systems that can be described by finite-dimensional continuous-time ordinary differential equations, discrete-time difference equations, and sets of partial differential equations in which both, system parameters and external disturbances, may be subject to bounded uncertainty. In contrast to this, only preliminary investigations were performed for fractional-order models. Due to the fact that many electro-chemical processes such as the charging and discharging dynamics of batteries can be described in good accuracy by using fractional-order models, this paper focuses on the design and numerical validation of interval observers for such systems. Here, we present a cooperativity-enforcing observer structure leading directly to decoupled lower and upper bounding systems for the sets of reachable states. This is visualized by a battery model with interval uncertainty in the output equation.
Article
Full-text available
Verified simulation techniques have been investigated intensively by researchers who are dealing with ordinary and partial differential equations. Tasks that have been considered in this context are the solution to initial value problems and boundary value problems, parameter identification, as well as the solution of optimal control problems in cases in which bounded uncertainty in parameters and initial conditions are present. In contrast to system models with integer-order derivatives, fractional-order models have not yet gained the same attention if verified solution techniques are desired. In general, verified simulation techniques rely on interval methods, zonotopes, or Taylor model arithmetic and allow for computing guaranteed outer enclosures of the sets of solutions. As such, not only the influence of uncertain but bounded parameters can be accounted for in a guaranteed way. In addition, also round-off and (temporal) truncation errors that inevitably occur in numerical software implementations can be considered in a rigorous manner. This paper presents novel iterative and series-based solution approaches for the case of initial value problems to fractional-order system models, which will form the basic building block for implementing state estimation schemes in continuous-discrete settings, where the system dynamics is assumed as being continuous but measurements are only available at specific discrete sampling instants.
Article
In this paper an interval observer is synthesized for fractional linear systems with additive noise and disturbances. The contribution of system whole past to future output is taken into account as an initialization function. Provided the initialization function is upper and lower bounded, it is shown in this paper that the fractional interval observer (FIO) allows to bound pseudo-state free responses by an upper and a lower trajectory. In case interval observers cannot be synthesized straightforwardly, so as to obtain a stable and non-negative estimation error, it is shown that a change of coordinates allows to overcome this problem. The proposed methodology allows to bound fractional systems trajectories when the whole past is unknown but can be bounded. Finally, a numerical example is given to show the effectiveness of the proposed methods on the initialization of fractional linear systems.
Predictor-corrector PECE method for fractional differential equations
  • R Garrappa
R. GARRAPPA: Predictor-corrector PECE method for fractional differential equations, MATLAB Central File Exchange, https://www.mathworks.com/matlabcentral/fi leexchange/32918-predictor-corrector-pece-method-forfractional-dif ferential-equations, accessed: May 09, 2021.
RAÏSSI: Fractional interval observers and initialization of fractional systems
  • G Bel
  • R Frej
  • M Malti
  • T Aoun
G. BEL HAJ FREJ, R. MALTI, M. AOUN, T. RAÏSSI: Fractional interval observers and initialization of fractional systems, Communications in Nonlinear Science and Numerical Simulation, 82 (2020), 105030.