Este trabalho trata de filtragem robusta para sistemas lineares sujeitos a saltos Markovianos discretos no tempo. Serão desenvolvidas estimativas preditoras e filtradas baseadas em algoritmos recursivos que são úteis para aplicações em tempo real. Serão desenvolvidas duas classes de filtros robustos, uma baseada em uma estratégia do tipo H \'INFINITO\' e a outra baseada no método dos mínimos quadrados regularizados robustos. Além disso, serão desenvolvidos filtros na forma de informação e seus respectivos algoritmos array para estimar esse tipo de sistema. Neste trabalho assume-se que os parâmetros de saltos do sistema Markoviano não são acessíveis. / This work deals with the problem of robust state estimation for discrete-time uncertain linear systems subject to Markovian jumps. Predicted and filtered estimates are developed based on recursive algorithms which are useful in on-line applications. We develop two classes of filters, the first one is based on a H \'INFINITO\' approach and the second one is based on a robust regularized leastsquare method. Moreover, we develop information filter and their respective array algorithms to estimate this kind of system. We assume that the jump parameters of the Markovian system are not acessible.

The purpose of the thesis was to investigate the influence communication architecture decisions have on the performance of a simulation system with distributed components. In particular, the objective was to assess the relative importance of factors affecting reliability and variability of an external data interface to the performance of the simulation, as compared to factor within the simulation itself.

本文主要目的，在建立一個現金限制(CIA)的兩部門貨幣成長模型。在模 型裡，不同財貨間的邊際技術的轉換率是內生決定的。完全預期的通貨膨 脹會改變財貨間的相對價格，因其受制於現金限制式不同，因此通貨膨脹 經由此管道，在不同的兩部門生產要素移轉的投入，會致使資本累積改變 。

This dissertation presents a low-power high-resolution delta-sigma ADC. Two new architectural design techniques are proposed to reduce the power dissipation of the ADC. Compared to the conventional active adder, the direct charge transfer (DCT) adder greatly saves power by keeping the feedback factor of the active adder unity. However, the inherent delay originated from the DCT adder will cause instability to the modulator and complex additional branches are usually needed to stabilize the loop. A simple and power-efficient technique is proposed to absorb the delay from the DCT adder and the instability issue is therefore solved. Another proposed low-power design technique is to feed differentiated inverted quantization noise to the input of the last integrator. The modulator noise-shaping order with this proposed technique is effectively increased from two to three without adding additional active elements. The delta-sigma ADC with the proposed architectural design techniques has been implemented in transistor-level and fabricated in 0.18 µm CMOS technology. Measurement results showed a SNDR of 99.3 dB, a DR of 101.3 dB and a SFDR of 112 dB over 20 kHz signal bandwidth, resulting in a very low figure-of-merit (FoM) in its application category. Finally, two new circuit ideas, low-power parasitic-insensitive switched-capacitor integrator for delta-sigma ADCs and switched-resistor tuning technique for highly linear Gm-C filter design are presented. / Graduation date: 2012 / Access restricted to the OSU Community at author's request from June 9, 2012 - June 9, 2014

This thesis consists of four papers, three papers about modelling animal populations and one paper about an area integral estimate for solutions of partial differential equations on non-smooth domains. The papers are: I. Å. Brännström, Single species population models from first principles. II. Å. Brännström and D. J. T. Sumpter, Stochastic analogues of deterministic single species population models. III. Å. Brännström and D. J. T. Sumpter, Coupled map lattice approximations for spatially explicit individual-based models of ecology. IV. Å. Brännström, An area integral estimate for higher order parabolic equations. In the first paper we derive deterministic discrete single species population models with first order feedback, such as the Hassell and Beverton-Holt model, from first principles. The derivations build on the site based method of Sumpter & Broomhead (2001) and Johansson & Sumpter (2003). A three parameter generalisation of the Beverton-Holtmodel is also derived, and one of the parameters is shown to correspond directly to the underlying distribution of individuals. The second paper is about constructing stochastic population models that incorporate a given deterministic skeleton. Using the Ricker model as an example, we construct several stochastic analogues and fit them to data using the method of maximum likelihood. The results show that an accurate stochastic population model is most important when the dynamics are periodic or chaotic, and that the two most common ways of constructing stochastic analogues, using additive normally distributed noise or multiplicative lognormally distributed noise, give models that fit the data well. The latter is also motivated on theoretical grounds. In the third paper we approximate a spatially explicit individual-based model with a stochastic coupledmap lattice. The approximation effectively disentangles the deterministic and stochastic components of the model. Based on this approximation we argue that the stable population dynamics seen for short dispersal ranges is a consequence of increased stochasticity from local interactions and dispersal. Finally, the fourth paper contains a proof that for solutions of higher order real homogeneous constant coefficient parabolic operators on Lipschitz cylinders, the area integral dominates the maximal function in the L2-norm.

本財務預警模型研究延續Shumway(2001)年所提出的離散型風險模型(Discrete-time Hazard Model)架構，即Shumway 所稱之多期邏輯斯迴歸模型(Multiperiod logistic regression model) ，來建立銀行財務預警模型。不同於Shumway所提出的Log 基期風險式，研究者根據實際財務危機發生機率圖提出Quadratic 基期風險式。由於離散型風險模型考量與時間相依共變量(Time-dependent covariate)，該模型可以納入隨時間變動的的市場與總體變數，這是單期模型無法達到的。實證結果顯示，不論是否有加入總體與市場變數，Quadratic 基期風險式離散型模型在樣本內檢測表現都比單期模型與Log 基期風險式離散型模型好，研究亦顯示樣本外的預測Quadratic基期風險式在大多數情況都優於Log 基期風險式與單期模型 / This paper continues Shumway(2001) studies on discrete time hazard model, the so called multi-period logistic regression model, to develop a bank failure early warning model . Different from log baseline hazard form proposed by Shumway, author present quadratic baseline hazard form based on the pattern of real default rate. By incorporating time-varying covariates, our model enables us to utilize macroeconomic and market variables, which cannot be incorporated into in a one-period model. We find that our model significantly outperforms the single period logit model and Log baseline hazard model with and without the macroeconomic and market variables at in-sample estimation. The improvement in accuracy comes both from the time-series bank-specific variables and from the time-series macroeconomic variables. Our research also shows that quadratic baseline hazard model outperforms Log baseline hazard model and single period logit model in out-of-sample prediction.

A repetitive control method for output voltage control of a three phase uninterruptible power supply (UPS) with isolation transformer is investigated. In the method voltage control loop is employed in the stationary dq frame. The controller eliminates the periodic errors on the output voltages due to inverter voltage nonlinearity and load disturbances. The controller design and implementation details are given. The controller is implemented on a 5-kVA UPS prototype which is constructed in laboratory. Linear and nonlinear loads for balanced and unbalanced load operating conditions are considered. The steady-state and dynamic performance of the control method are investigated in detail. The theory of the control strategy is verified by means of simulations and experiments.

The parallel active filter (PAF) is the modern solution for harmonic current mitigation and reactive power compensation of nonlinear loads. This thesis is dedicated to detailed analysis, design, control, and implementation of a PAF for a 3- phase 3-wire rectifier load. Specifically, the current regulator and switching ripple filter (SRF) are thoroughly investigated. A novel discrete time hysteresis current regulator with multi-rate current sampling and flexible PWM output, DHCR3, is proposed. DHCR3 exhibits a high bandwidth while limiting the maximum switching frequency for thermal stability and its implementation is simple. In addition to the development of DHCR3, in the thesis state of the art current regulation methods are considered and thoroughly compared with DHCR3. Since the current regulator type determines the SRF topology choice, various SRF topologies are considered and a thorough design study is conducted and SRF topology selection and parameter determination methods are presented via numerical examples. Through a PAF designed for a 10kW diode/thyristor rectifier load, the superior performance of DHCR3 is verified through simulations and experiments and via comparison to other current regulators. The sufficient switching ripple attenuation of the SRF structures for the designed PAF system and the overall performance of the designed and built PAF system are demonstrated via detailed computer simulations and laboratory experiments. This thesis aids the PAF current regulator and SRF selection, design, and implementation.

Series Active Filters (SAF) are designed for harmonic isolation and load voltage regulation of single-phase and three-phase voltage harmonic source type nonlinear loads. The novel Absolute Value Method (AVM) for load voltage harmonic extraction is proposed and applied in the control algorithm of SAF. The SAF compensated systems are represented by simplified linear models such that SAF controller gains can be easily determined. Harmonic isolation and load voltage regulation performances of 2.5 kW single-phase and 10 kW three-phase SAF compensated systems are evaluated by detailed simulations. Laboratory prototype single-phase and three-phase SAFs and loads are designed and manufactured. Digital signal processor based control platform is employed. Exclusive laboratory tests are conducted. Via laboratory experiments and simulations it is shown that AVM yields superior harmonic isolation and load voltage regulation performance compared to the conventional low/high pass filtering method. Theory, simulations, and experiments are well correlated and illustrate the feasibility of the proposed method.

財務危機模型的研究一般納入財務正常公司與財務危機公司兩者當樣本，探討區分危機與正常公司的因素，本研究則進一步以財務危機公司為樣本，探討在財務危機公司中區分舞弊公司與正常經營公司的基本因素。 本研究從財務危機公司中，分出財務舞弊公司與正常經營公司，因此研究樣本包含發生舞弊的財務危機公司與正常經營而發生財務危機的公司。研究變數則從文獻篩選23個財務解釋變數，以及13個公司治理解釋變數，運用羅吉斯迴歸法進行實證，結果顯示3個財務變數和1個公司治理變數在區分財務危機公司中的財務舞弊公司與正常經營公司有顯著的區別能力，公司治理變數的董監事持股比率尤其顯著。 / Financial distress prediction is usually based on both financial distressed firms and non-distressed firms. Based on financial distressed firms, this study further investigates the factors distinguishing financial fraud firms from non-fraud firms. The sample includes fraud and no-fraud firms while both are financial distressed. Twenty-three financial and thirteen corporate governance variables are surveyed from literature. The empirical result of logit regression shows that three financial variables and one corporate governance variable are significant factors in distinguishing fraud from no-fraud firms in distressed companies. Especially, the percentage of holding stocks of board of directors is the most significant variable.