How To Take Into Account Model Inaccuracy When Estimating the Uncertainty Of the Result of Data Processing

Authors

Vladik Kreinovich, The University of Texas at El PasoFollow
Olga Kosheleva, The University of Texas at El PasoFollow
Andrzej Pownuk, The University of Texas at El PasoFollow
Rodrigo A. Romero, The University of Texas at El PasoFollow

Publication Date

4-2015

Comments

Technical Report: UTEP-CS-15-37

Abstract

In engineering design, it is important to guarantee that the values of certain quantities such as stress level, noise level, vibration level, etc., stay below a certain threshold in all possible situations, i.e., for all possible combinations of the corresponding internal and external parameters. Usually, the number of possible combinations is so large that it is not possible to physically test the system for all these combinations. Instead, we form a computer model of the system, and test this model. In this testing, we need to take into account that the computer models are usually approximate. In this paper, we show that the existing techniques for taking model uncertainty into account overestimate the uncertainty of the results. We also show how we can get more accurate estimates.