Simulation of controlled uncertain nonlinear systems

In this paper a new method for the simulation of uncertain nonlinear discrete time systems is given. The problem of simulation is reformulated as an optimization problem. Using methods of global optimization, namely, interval analysis, the global solution to the optimization problem stated is computed. Derivatives of the objective function of the optimization problem are computed using methods of automatic differentiation. The presented approach is implemented on a SPARC Station using the language PASCAL-XSC. For a typical example simulation results are presented and discussed.