Relaxed intersection – Wikipedia

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The relaxed intersection of m sets corresponds to the classical
intersection between sets except that it is allowed to relax few sets in order to avoid an empty intersection.
This notion can be used to solve Constraints Satisfaction Problems
that are inconsistent by relaxing a small number of constraints.
When a bounded-error approach is considered for parameter estimation,
the relaxed intersection makes it possible to be robust with respect
to some outliers.

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Definition[edit]

The q-relaxed intersection of the m subsets

X1,,Xm{displaystyle X_{1},dots ,X_{m}}


of

Rn{displaystyle R^{n}}

,
denoted by

X{q}={q}Xi{displaystyle X^{{q}}=bigcap ^{{q}}X_{i}}


is the set of all

xRn{displaystyle xin R^{n}}


which belong to all

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Xi{displaystyle X_{i}}


‘s, except

q{displaystyle q}


at most.
This definition is illustrated by Figure 1.

Figure 1. q-intersection of 6 sets for q=2 (red), q=3 (green), q= 4 (blue), q= 5 (yellow).

Define

λ(x)=card{i | xXi}.{displaystyle lambda (x)={text{card}}left{i | xin X_{i}right}.}

We have

X{q}=λ1([mq,m]).{displaystyle X^{{q}}=lambda ^{-1}([m-q,m]).}

Characterizing the q-relaxed intersection is a thus a set inversion problem.
[1]

Example[edit]

Consider 8 intervals:

X1=[1,4],{displaystyle X_{1}=[1,4],}


X2= [2,4],{displaystyle X_{2}= [2,4],}


X3=[2,7],{displaystyle X_{3}=[2,7],}


X4=[6,9],{displaystyle X_{4}=[6,9],}


X5=[3,4],{displaystyle X_{5}=[3,4],}


X6=[3,7].{displaystyle X_{6}=[3,7].}

We have

X{0}=,{displaystyle X^{{0}}=emptyset ,}


X{1}=[3,4],{displaystyle X^{{1}}=[3,4],}


X{2}=[3,4],{displaystyle X^{{2}}=[3,4],}


X{3}=[2,4][6,7],{displaystyle X^{{3}}=[2,4]cup [6,7],}


X{4}=[2,7],{displaystyle X^{{4}}=[2,7],}


X{5}=[1,9],{displaystyle X^{{5}}=[1,9],}


X{6}=],[.{displaystyle X^{{6}}=]-infty ,infty [.}

Relaxed intersection of intervals[edit]

The relaxed intersection of intervals is not necessary an interval. We thus take
the interval hull of the result. If

Xi{displaystyle X_{i}}

‘s are intervals, the relaxed
intersection can be computed with a complexity of m.log(m) by using the
Marzullo’s algorithm. It suffices to
sort all lower and upper bounds of the m intervals to represent the
function

λ{displaystyle lambda }

. Then, we easily get the set

X{q}=λ1([mq,m]){displaystyle X^{{q}}=lambda ^{-1}([m-q,m])}

which corresponds to a union of intervals.
We then return the
smallest interval which contains this union.

Figure 2 shows the function

λ(x){displaystyle lambda (x)}


associated to the previous example.

Figure 2. Set-membership function associated to the 6 intervals.

Relaxed intersection of boxes[edit]

To compute the q-relaxed intersection of m boxes of

Rn{displaystyle R^{n}}

, we project all m boxes with respect to the n axes.
For each of the n groups of m intervals, we compute the q-relaxed intersection.
We return Cartesian product of the n resulting intervals.
[2]
Figure 3 provides an
illustration of the 4-relaxed intersection of 6 boxes. Each point of the
red box belongs to 4 of the 6 boxes.

Figure 3. The red box corresponds to the 4-relaxed intersection of the 6 boxes

Relaxed union[edit]

The q-relaxed union of

X1,,Xm{displaystyle X_{1},dots ,X_{m}}

is defined by

{q}Xi={m1q}Xi{displaystyle {overset {{q}}{bigcup }}X_{i}=bigcap ^{{m-1-q}}X_{i}}

Note that when q=0, the relaxed union/intersection corresponds to
the classical union/intersection. More precisely, we have

{0}Xi=Xi{displaystyle bigcap ^{{0}}X_{i}=bigcap X_{i}}

and

{0}Xi=Xi{displaystyle {overset {{0}}{bigcup }}X_{i}=bigcup X_{i}}

De Morgan’s law[edit]

If

X¯{displaystyle {overline {X}}}

denotes the complementary set of

Xi{displaystyle X_{i}}

, we have

{q}Xi¯={q}Xi¯{displaystyle {overline {bigcap ^{{q}}X_{i}}}={overset {{q}}{bigcup }}{overline {X_{i}}}}

{q}Xi¯={q}Xi¯.{displaystyle {overline {{overset {{q}}{bigcup }}X_{i}}}=bigcap ^{{q}}{overline {X_{i}}}.}

As a consequence

{q}Xi¯={mq1}Xi¯={mq1}Xi¯{displaystyle {overline {bigcap limits ^{{q}}X_{i}}}={overline {{overset {{m-q-1}}{bigcup }}X_{i}}}=bigcap ^{{m-q-1}}{overline {X_{i}}}}

Relaxation of contractors[edit]

Let

C1,,Cm{displaystyle C_{1},dots ,C_{m}}

be m contractors for the sets

X1,,Xm{displaystyle X_{1},dots ,X_{m}}

,
then

C([x])={q}Ci([x]).{displaystyle C([x])=bigcap ^{{q}}C_{i}([x]).}

is a contractor for

X{q}{displaystyle X^{{q}}}


and

C¯([x])={mq1}C¯i([x]){displaystyle {overline {C}}([x])=bigcap ^{{m-q-1}}{overline {C}}_{i}([x])}

is a contractor for

X¯{q}{displaystyle {overline {X}}^{{q}}}

, where

C¯1,,C¯m{displaystyle {overline {C}}_{1},dots ,{overline {C}}_{m}}

are contractors for

X¯1,,X¯m.{displaystyle {overline {X}}_{1},dots ,{overline {X}}_{m}.}

Combined with a branch-and-bound algorithm such as SIVIA (Set Inversion Via Interval Analysis), the q-relaxed
intersection of m subsets of

Rn{displaystyle R^{n}}

can be computed.

Application to bounded-error estimation[edit]

The q-relaxed intersection can be used for robust localization
[3][4]
or for tracking.
[5]

Robust observers can also be implemented using the relaxed intersections to be robust with respect to outliers.
[6]

We propose here a simple example
[7]
to illustrate the method.
Consider a model the ith model output of which is given by

fi(p)=12πp2exp((tip1)22p2){displaystyle f_{i}(p)={frac {1}{sqrt {2pi p_{2}}}}exp(-{frac {(t_{i}-p_{1})^{2}}{2p_{2}}})}

where

pR2{displaystyle pin R^{2}}

. Assume that we have

fi(p)[yi]{displaystyle f_{i}(p)in [y_{i}]}

where

ti{displaystyle t_{i}}

and

[yi]{displaystyle [y_{i}]}

are given by the following list

{(1,[0;0.2]),(2,[0.3;2]),(3,[0.3;2]),(4,[0.1;0.2]),(5,[0.4;2]),(6,[1;0.1])}{displaystyle {(1,[0;0.2]),(2,[0.3;2]),(3,[0.3;2]),(4,[0.1;0.2]),(5,[0.4;2]),(6,[-1;0.1])}}

The sets

λ1(q){displaystyle lambda ^{-1}(q)}

for different

q{displaystyle q}

are depicted on
Figure 4.

Figure 4. Set of all parameter vectors consistent with exactly 6-q data bars (painted red), for q=1,2,3,4,5.

References[edit]

  1. ^
    Jaulin, L.; Walter, E.; Didrit, O. (1996). Guaranteed robust nonlinear parameter bounding (PDF). In Proceedings of CESA’96 IMACS Multiconference (Symposium on Modelling, Analysis and Simulation).
  2. ^ Jaulin, L.; Walter, E. (2002). “Guaranteed robust nonlinear minimax estimation” (PDF). IEEE Transactions on Automatic Control. 47.
  3. ^ Kieffer, M.; Walter, E. (2013). Guaranteed characterization of exact non-asymptotic confidence regions in nonlinear parameter estimation (PDF). In Proceedings of IFAC Symposium on Nonlinear Control Systems, Toulouse : France (2013).
  4. ^ Drevelle, V.; Bonnifait, Ph. (2011). “A set-membership approach for high integrity height-aided satellite positioning”. GPS Solutions. 15 (4).
  5. ^ Langerwisch, M.; Wagner, B. (2012). “Guaranteed Mobile Robot Tracking Using Robust Interval Constraint Propagation”. Intelligent Robotics and Applications..
  6. ^ Jaulin, L. (2009). “Robust set membership state estimation ; Application to Underwater Robotics” (PDF). Automatica. 45: 202–206. doi:10.1016/j.automatica.2008.06.013.
  7. ^ Jaulin, L.; Kieffer, M.; Walter, E.; Meizel, D. (2002). “Guaranteed robust nonlinear estimation, with application to robot localization” (PDF). IEEE Transactions on systems, man and cybernetics; Part C Applications and Reviews. 32. Archived from the original (PDF) on 2011-04-28.


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