In this research the stochastic nonlinear dynamic behaviors and probability density function of ship rolling are studied by nonlinear dynamic method and probability theory. The probability density function of rolling response is evaluated through solving the stochastic differential equations by using path integral method based on Gauss-Legendre interpolation scheme. The time-dependent probability of ship rolling restricted within the safe domain is provided and capsizing is investigated in the probability‟s view. The random differential equation of ships‟ rolling motion is established considering the nonlinear damping, nonlinear restoring moment, the white noise wave excitation, and the colored noise wave excitation. As an example, an ocean survey vessel T-AGOS is considered to sail in the seas of Pierson-Moskowitz wave spectrum. It is found that the probability decreases as time progresses and it decreases much more quickly for the high intensity of the noise. The ship will finally leave the safe domain and capsize in the probability‟s view. It is also shown the similarity of probability density contours between the case of white noise wave excitation and the case of colored noise wave excitation.

No description available.

La radio intelligente (RI) a été proposée pour améliorer l’utilisation du spectre radiofréquence. Pour cela, il s’agit de donner un accès opportuniste aux utilisateurs non licenciés (nommés utilisateurs secondaires) au spectre alloué à l’utilisateur licencié (nommé utilisateur primaire). Dans cette thèse, notre but est de proposer un scénario spécifique à la RI et de présenter des solutions à certains problèmes connexes. Pour cela, nous considérons une RI émettant ses informations en “sur-couche” des utilisateurs primaires (technique overlay). Le système étudié est constitué d’une macro-cellule primaire et de petites cellules cognitives secondaires équipées de stations de base coopérant ensemble. Nous suggérons l’étude d’un schéma de communication hybride où une modulation “FilterBanc Multi Carrier” (FBMC) est utilisée pour les utilisateurs secondaires, alors que dans le cas des utilisateurs primaires, une modulation “Orthogonal Frequency Division Multiplexing”(OFDM) est adoptée. Ce choix est motivé par les raisons suivantes: l’OFDM est utilisée dans de nombreux systèmes primaires actuels large bande; ainsi lorsque l’OFDM est considérée au niveau de l’utilisateur primaire, une bande passante importante peut être réutilisée. Concernant le système secondaire, bien que l’OFDM ait été reconnue comme forme d’onde éligible aux systèmes de la RI, la modulation FBMC peut être une autre candidate capable de palier certains défauts de l’OFDM. En effet, comparée à l’OFDM,la modulation FBMC a l’avantage de réduire le niveau d’interférences de l’utilisateur secondairequi est induit par la différence de fréquence des oscillateurs locaux équipant les stations de base secondaires et les utilisateurs primaires. Pour annuler ces interférences,un précodage peut être inséré au niveau des stations de base secondaires. Par conséquent,nous proposons de calculer l’expression des interférences dues au systéme secondaire au niveau du récepteur primaire. A partir de ce résultat nous proposons d’annuler les interférences en utilisant la méthode “Zero Forcing Beamforming” (ZFBF) . Afin de confirmer l’efficacité du système proposé, nous le comparons avec un système fondé sur une RIutilisant une modulation OFDM à la fois au primaire et au secondaire.Toutefois, l’application de la méthode ZFBF dépend des canaux entre les stations de base secondaires et les utilisateurs primaires avec lesquels on souhaite s’orthogonaliser. Une estimation de canal est donc nécessaire. Pour ce faire, nous proposons de modéliser le canal par un processus autorégressif (AR) et d’aborder l’estimation du canal en utilisant une séquence d’apprentissage. Les signaux reçus, appelés aussi “observations”, sont perturbés par un bruit de mesure additif. / Cognitive radio (CR) has been proposed as a technolgy to improve the spectrum efficiency by giving an opportunistic access of the licensed-user spectra to unlicensed users. In this thesis, our purpose is to propose a specific scenario of CR and to present solutions to some related problems .or this purpose, we consider an overlay CR consisting of a primary macro-cell and cognitive small cells of cooperative secondary base stations (SBS). We suggst studying a hydbrid CR where a filter bank multicarrier (FBMC) is used for the secondary users (SU) whereas the primary users (PU) are based on orthogonal frequency diiision multiplexing (OFDM). This choice is motivated by the following reasons : as OFDM is used in many current wideband primary systems, an important bandwidth can be reused when OFDM is considered for the PU. Concerning the secondary system, although OFDM has been recognized as a condidate for CR systems, FBMC modulation can be another candidate that overcomes some OFDM drawbacks. Indeed, compared to OFDM, FBMC has the advantage of reducing the SU interference level tha is induced by the differences between the SBS and PU carrier frequency offsets (CFO). In order to cancel the interferences, a precoding can ben inserted at the SBS. Therefore, we propose to derive the interference expression due to SU at het PU receiver. Then, ero forcing beamforming (ZFBF) is considered to cancel the interferences. To confirm the efficiency of the proposed cheme, we make a comparative study with CR based on OFDM for both the PU and theSU. However, applying ZFBF depends on the channels between the SBS and the PU. A channel estimation is hence necessary. For this purpose, we propose to approximate the channel by an autoregressive process (AR) and to consider the channel estimation issue by using a training sequence. The received signals, also called the observations, are disturbed by an additive measurement noise. They can be : 1) additive and white. In that case, the AR paramters and the channel can be jointly estimated from the received noisy signal by using e recursive approache. Neverless, the corresponding state space representaion of the system is non-linear. In addition to existing methods that have been considered, we propose to carry out a complementary study by investigating the relevance of the quadrature Kalman filter (QKF) and the cubature Kalman filter (CKF). The, we compare them with other non-linear Kalman based approaches. 2) additive and colored. In that case, a parametric approach can be considered and based on a priori model of the noise. In our case, a moving average (MA) model is studie. Our approach operates as follows : firstly, the AR parameters are estimated by using the overdetermined high-order Yule-Walker (HOYN) equations. The variance of the AR-process driving process can be deduced by means of an orthogonal projection betweenn two types of etimates of AR-process correlation vectors. Then, the correlation sequence of th MA noise is estimated. Secondly, the MA parameters are obtained by using a new variant of the inner-outer factorization approache. We study the avantages and the limits of the proposed method. The, we compare it with existing algorithms such as the improved least square-colored noise (ILS-CN), the Yule-Walker ILS (YWILS) and the prediction error method (PEM). The proposed method is first evaluated with synthetic AR and MA processes and then is applied in the field of mobile communcation for channel estimation.

In this thesis, we consider a vector Gaussian multiple access channel (MAC) with users demanding reliable communication at specific (Shannon-theoretic) rates. The objective is to assign vectors and powers to these users such that their rate requirements are met and the sum of powers received is minimum. We identify this power minimization problem as an instance of a separable convex optimization problem with linear ascending constraints. Under an ordering condition on the slopes of the functions at the origin, an algorithm that determines the optimum point in a finite number of steps is described. This provides a complete characterization of the minimum sum power for the vector Gaussian multiple access channel. Furthermore, we prove a strong duality between the above sum power minimization problem and the problem of sum rate maximization under power constraints. We then propose finite step algorithms to explicitly identify an assignment of vectors and powers that solve the above power minimization and sum rate maximization problems. The distinguishing feature of the proposed algorithms is the size of the output vector sets. In particular, we prove an upper bound on the size of the vector sets that is independent of the number of users. Finally, we restrict vectors to an orthonormal set. The goal is to identify an assignment of vectors (from an orthonormal set) to users such that the user rate requirements is met with minimum sum power. This is a combinatorial optimization problem. We study the complexity of the decision version of this problem. Our results indicate that when the dimensionality of the vector set is part of the input, the decision version is NP-complete.

Submitted by Geandra Rodrigues (geandrar@gmail.com) on 2017-12-20T12:53:31Z No. of bitstreams: 1 mathausferreiradasilva.pdf: 22275886 bytes, checksum: 2238ed4aba60d835720fda3dd8bc6e46 (MD5) / Rejected by Adriana Oliveira (adriana.oliveira@ufjf.edu.br), reason: Corrigir nome membro da banca e colocar acento no Júnior - do co-orientador Membro da banca: Moraes, Carlos Henrique Valério de on 2017-12-21T11:18:47Z (GMT) / Submitted by Geandra Rodrigues (geandrar@gmail.com) on 2017-12-21T12:02:50Z No. of bitstreams: 1 mathausferreiradasilva.pdf: 22275886 bytes, checksum: 2238ed4aba60d835720fda3dd8bc6e46 (MD5) / Approved for entry into archive by Adriana Oliveira (adriana.oliveira@ufjf.edu.br) on 2017-12-22T12:01:34Z (GMT) No. of bitstreams: 1 mathausferreiradasilva.pdf: 22275886 bytes, checksum: 2238ed4aba60d835720fda3dd8bc6e46 (MD5) / Made available in DSpace on 2017-12-22T12:01:34Z (GMT). No. of bitstreams: 1 mathausferreiradasilva.pdf: 22275886 bytes, checksum: 2238ed4aba60d835720fda3dd8bc6e46 (MD5) Previous issue date: 2017-08-28 / Este trabalho tem por objetivo aplicar a técnica do Filtro de Kalman Estendido com ruído colorido a uma aeronave do tipo quadrotor para atenuar a interferência eletro-magnética proveniente de linhas de transmissão de energia de modo a aumentar a confiabilidade e segurança de voos em suas proximidades. Com o intuito de executar missões de monitoramento autônomo, a técnica desenvolvida visa estimar o valor da interferência eletromagnética produzida por linhas de transmissão de energia em alta tensão para que seja possível aplicar a correção necessária. Essa estimação e´ feita a partir do modelo matemático do campo eletromagnético da linha, que leva em consideração a posição, corrente da linha, sistema físico de transmissão, entre outros. Para a avaliação dos resultados, utilizou-se os índices de performance não intrusivos que levam em consideração a integral absoluta do erro (IAE) e a integral do erro quadrático (ISE). Os resultados foram considerados eficientes e aplicáveis com base nos índices de desempenho, permitindo que o quadrotor executasse todas as missões como planejadas, sendo possível ainda a diminuição da distância entre o veículo e a linha de transmissão que, por consequência, permite uma análise mais detalhada e aumenta a qualidade do monitoramento e identificação de avarias ao longo do percurso. / This work aims to apply the Extended Kalman Filter technique with colored noise to a quadrotor-type aircraft to attenuate electromagnetic interference from power trans-mission lines in order to increase the reliability and safety of nearby flights. To perform autonomous monitoring missions, the developed technique aims to estimate the value of the electromagnetic interference produced by high voltage power transmission lines, which makes possible to apply the necessary correction. This estimation is made from the mathematical model of the power line electromagnetic field, which takes into ac-count the position, line current, physical transmission system, among others. In order to evaluate the results, it was used non-intrusive performance indexes that take into account the integrated absolute error (IAE) and the integrated square error (ISE). The results were considered efficient and applicable based on performance indices, allowing the operator to perform all the missions as planned, and the distance between the vehicle and the transmission line can be reduced which, consequently, result in a more detailed analysis and increases the monitoring quality and the faults identification along the route.

Considérant une série temporelle affectée par un bruit coloré dont les propriétés statistiques sont inconnues, la difficulté pour la détection de signaux périodiques est de contrôler le degré de confiance avec lequel les tests de détection rejettent l'hypothèse nulle en faveur de l'hypothèse alternative. L'objectif de cette thèse est de développer une nouvelle méthode utilisant des séries temporelles simulées du bruit pour améliorer ce contrôle. Dans le cas d'un échantillonnage régulier, nous avons analysé les performances de différents tests de détection appliqués à un périodogramme standardisé par le spectre simulé du bruit. La standardisation proposée entraîne, dans la majorité des cas, des tests de détection puissants dont les taux de fausses alarmes sont constants. Grâce au développement des distributions asymptotiques de ce périodogramme, nous avons déterminé des expressions analytiques pour les probabilités de fausses alarmes (PFA) et de détections de différents tests. Dans le cas d'un échantillonnage irrégulier, nous montrons qu'il est possible de combiner la standardisation proposée du périodogramme avec des techniques de bootstrap pour contrôler la PFA de manière fiable. La procédure peut être optimisée en utilisant les valeurs extrêmes généralisées. Cette étude a été appliquée au cas de la détection de planètes extrasolaires par la méthode des vitesses radiales dont l'une des principales barrières pour détecter des planètes de masse terrestre vient de l'activité de l'étoile hôte, notamment la convection de surface. Le travail effectué dans cette thèse a porté sur la contribution de simulations hydrodynamiques du bruit convectif dans le processus de détection. / Considering a time series affected by a colored noise of unknown statistics, a difficulty for periodic signal detection is to control the true significance level at which the detection tests are conducted. The objective of this thesis is to develop a new method using training datasets of the noise to improve this control. For the case of regularly sampled observations, we analyze the performances of various detectors applied to periodograms standardized using the noise training datasets. The proposed standardization leads, in some cases, to powerful constant false alarm rate tests. Thanks to the development of the asymptotical distribution of the standardized periodogram, we derive analytical expressions for the false alarm and detection rates of several tests. In the case of irregular sampling, we show that it is possible to combine the proposed periodogram standardization and bootstrap techniques to consistently estimate the false alarm rate. We also show that the procedure can be improved by using generalized extreme value distributions. This study has been applied to the case of extrasolar planet detection in radial velocity (RV) data. The main barrier to detect Earth-mass planets comes from the host star activity, as the convection at the stellar surface. This work investigates the possibility of using hydrodynamic simulations of the stellar convection in the detection process to control exoplanet detection claims.

Um die komplexe Dynamik von Neuronen und deren Informationsverarbeitung mittels Pulssequenzen zu verstehen, ist es wichtig, die stationäre Puls-Aktivität zu charakterisieren. Die statistischen Eigenschaften von Pulssequenzen können durch vereinfachte stochastische Neuronenmodelle verstanden werden. Eine gut ausgearbeitete Theorie existiert für die Klasse der Erneuerungsmodelle, welche die statistische Unabhängigkeit der Interspike-Intervalle (ISI) annimmt. Experimente haben jedoch gezeigt, dass viele Neuronen Korrelationen zwischen ISIs aufweisen und daher nicht gut durch einen Erneuerungsprozess beschrieben werden. Solche Korrelationen können durch Nichterneuerungs-Modelle erfasst werden, welche jedoch theoretisch schlecht verstanden sind. Diese Arbeit ist eine analytische Studie von Nichterneuerungs-Modellen, die zwei bedeutende Korrelationsmechanismen untersucht: farbiges Rauschen, welches zeitlich-korrelierten Input darstellt, und negative Puls-Rückkopplung, welche Feuerraten-Adaption realisiert. Für das "Perfect-Integrate-and-Fire" (PIF) Modell, welchen durch ein allgemeines Gauss''sches farbiges Rauschen getrieben ist, werden die Statistiken höherer Ordnung der Output-Pulssequenz hergeleitet, insbesondere der Koeffizient der Variation, der serielle Korrelationskoeffizient (SCC), die ISI-Dichte und der Fano-Faktor. Weiterhin wird die Dynamik des PIF Modells mit Puls-getriggertem Adaptionsstrom und weissem Stromrauschen im Detail analysiert. Die Theorie liefert einen Ausdruck für den SCC, der für schwaches Rauschen aber beliebige Adaptions-Stärke und Zeitskale gültig ist, sowie die lineare Antwortfunktion und das Leistungsspektrum der Pulssequenz. Ausserdem wird gezeigt, dass ein stochastischer Adaptionsstrom wie ein langsames farbiges Rauschen wirkt, was ermöglicht, die dominierende Quellen des Rauschen in einer auditorischen Rezeptorzelle zu bestimmen. Schliesslich wird der SCC für das fluktuations-getriebene Feuerregime berechnet. / To understand the complex dynamics of neurons and its ability to process information using a sequence of spikes, it is vital to characterize its stationary spontaneous spiking activity. The statistical properties of spike trains can be explained by reduced stochastic neuron models that account for various sources of noise. A well-developed theory exists for the class of renewal models, in which the interspike intervals (ISIs) are statistically independent. However, experimental studies show that many neurons are not well described by a renewal process because of correlations between ISIs. Such correlations can be captured by generalized, non-renewal models, which are, however, poorly understood theoretically. This thesis represents an analytical study of non-renewal models, focusing on two prominent correlation mechanisms: colored-noise driving representing temporally correlated inputs, and negative feedback currents realizing spike-frequency adaptation. For the perfect integrate-and-fire (PIF) model driven by a general Gaussian colored noise input, the higher-order statistics of the output spike train is derived using a weak-noise analysis of the Fokker-Planck equation. This includes formulas for the coefficient of variation, the serial correlation coefficient (SCC), the ISI density and the Fano factor. Then, the dynamics of a PIF model with a spike-triggered adaptation and a white-noise current is analyzed in detail. The theory yields an expression for the SCC valid for weak noise but arbitrary adaptation strengths and time scale, and also provides the linear response to time-dependent stimuli and the spike train power spectrum. Furthermore, it is shown that a stochastic adaptation current acts like a slow colored noise, which permits to determine the source of spiking variability observed in an auditory receptor neuron. Finally, the SCC is calculated for the fluctuation-driven spiking regime by assuming discrete states of colored noise or adaptation current.

No description available.

Die vorliegende Arbeit befasst sich mit dem Einfluss von nicht-weißem oder nicht-Gauß’schem synaptischen Rauschen auf die Informationsübertragung in stochastischen Neuronenmodellen. Ziel ist es, zu verstehen, wie eine Nervenzelle ein Signal in ihrer Pulsaktivität kodiert. Synaptisches Rauschen beschreibt hier den Einfluss anderer Nervenzellen, die nicht das interessierende Signal tragen, aber seine Übertragung durch ihre synaptische Wirkung auf die betrachtete Zelle beeinflussen. In stochastischen Neuronenmodellen wird diese Hintergrundaktivität durch einen stochastischen Prozess mit geeigneter Statistik beschrieben. Ist die Rate, mit der präsynaptische Pulse auftreten, hoch und zeitlich konstant, die Wirkung einzelner Pulse aber verschwindend gering, so wird das synaptische Rauschen durch einen Gauß’schen Prozess beschrieben. Oft wird zudem angenommen, dass das Rauschen unkorreliert (weiß) ist. In dieser Arbeit wird neuronale Signalübertragung in dem Fall untersucht, dass eine solche Näherung nicht mehr gerechtfertigt ist, d.h. wenn der synaptische Hintergrund durch einen stochastischen Prozess beschrieben werden muss, der nicht weiß, nicht Gauß’sch, oder weder weiß noch Gauß’sch ist. Mittels Simulationen und analytischer Rechnungen werden drei Szenarien behandelt: Zunächst betrachten wir eine Zelle, die nicht ein, sondern zwei Signale empfängt, welche zusätzlich durch synaptische Kurzzeitplastizität gefiltert werden. In diesem Fall muss der Hintergrund durch ein farbiges Rauschen beschrieben werden. Im zweiten Szenario betrachten wir den Fall, dass der Effekt einzelner Pulse nicht mehr als schwach angenommen werden kann. Das Rauschen ist dann nicht mehr Gauß’sch, sondern ein Schrotrauschen. Schließlich untersuchen wir den Einfluss einer präsynaptischen Population, deren Feuerrate nicht zeitlich konstant ist, sondern zwischen Phasen hoher und niedriger Aktivität, sogenannten up und down states, springt. In diesem Fall ist das Rauschen weder weiß noch Gauß’sch. / This thesis is concerned with the effect of non-white or non-Gaussian synaptic noise on the information transmission properties of single neurons. Synaptic noise subsumes the massive input that a cell receives from thousands of other neurons. In the framework of stochastic neuron models, this input is described by a stochastic process with suitably chosen statistics. If the overall arrival rate of presynaptic action potentials is high and constant in time and if each individual incoming spike has only a small effect on the dynamics of the cell, the massive synaptic input can be modeled as a Gaussian process. For mathematical tractability, one often assumes that furthermore, the input is devoid of temporal structure, i.e. that it is well described by a Gaussian white noise. This is the so-called diffusion approximation (DA). The present thesis explores neuronal signal transmission when the conditions that underlie the DA are no longer met, i.e. when one must describe the synaptic background activity by a stochastic process that is not white, not Gaussian, or neither. We explore three distinct scenarios by means of simulations and analytical calculations: First, we study a cell that receives not one but two signals, additionally filtered by synaptic short-term plasticity (STP), so that the background has to be described by a colored noise. The second scenario deals with synaptic weights that cannot be considered small; here, the effective noise is no longer Gaussian and the shot-noise nature of the input has to be taken into account. Finally, we study the effect of a presynaptic population that does not fire at a rate which is constant in time but instead undergoes transitions between states of high and low activity, so-called up and down states.

La vitesse des liens séries haut débit (USB, SATA, PCI-express, etc.) a atteint les multi-gigabits par seconde, et continue à augmenter. Deux des principaux paramètres électriques utilisés pour caractériser les performances des SerDes sont la gigue transmis à un niveau de taux d’erreur donné et la capacité du récepteur à suivre la gigue à un taux d’erreur donné.Modéliser le bruit de phase des différents components du SerDes, et extraire la gigue temporelle pour la décomposer, aideraient les ingénieurs en conception de circuits à atteindre les meilleurs résultats pour les futures versions des SerDes. Générer des patterns de gigue synthétiques de bruits blancs ou colorés permettrait de mieux analyser les effets de la gigue dans le système pendant la phase de vérification.La boucle d’asservissement de phase est un des contributeurs de la gigue d’horloge aléatoire et déterministe à l’intérieur du système. Cette thèse présente une méthode pour modéliser la boucle d’asservissement de phase avec injection du bruit de phase et estimation de la gigue temporelle. Un modèle dans le domaine temporel en incluant les effets de non-linéarité de la boucle a été créé pour estimer cette gigue. Une nouvelle méthode pour générer des patterns synthétiques de gigue avec une distribution Gaussienne à partir de profils de bruit de phase coloré a été proposée.Les standards spécifient des budgets séparés de gigue aléatoire et déterministe. Pour décomposer la gigue de la sortie de la boucle d’asservissement de phase (ou la gigue généré par la méthode présentée), une nouvelle technique pour analyser et décomposer la gigue a été proposée. Les résultats de modélisation corrèlent bien avec les mesures et cette technique aidera les ingénieurs de conception à identifier et quantifier proprement les sources de la gigue ainsi que leurs impacts dans les systèmes SerDes.Nous avons développé une méthode, pour spécifier la boucle d’asservissement de phase en termes de bruit de phase. Cette méthode est applicable à tout standard (USB, SATA, PCIe, …) et définit les profils de bruits de4phases pour les différentes parties de la boucle d’asservissement de phase, pour s’assurer que les requis des standards sont satisfaits en termes de gigue. Ces modèles nous ont également permis de générer les spécifications de la PLL, pour des standards différents. / Bit rates of high speed serial links (USB, SATA, PCI-express, etc.) have reached the multi-gigabits per second, and continue to increase. Two of the major electrical parameters used to characterize SerDes Integrated Circuit performance are the transmitted jitter at a given bit error rate (BER) and the receiver capacity to track jitter at a given BER.Modeling the phase noise of the different SerDes components, extracting the time jitter and decomposing it, would help designers to achieve desired Figure of Merit (FoM) for future SerDes versions. Generating white and colored noise synthetic jitter patterns would allow to better analyze the effect of jitter in a system for design verification.The phase locked loop (PLL) is one of the contributors of clock random and periodic jitter inside the system. This thesis presents a method for modeling the PLL with phase noise injection and estimating the time domain jitter. A time domain model including PLL loop nonlinearities is created in order to estimate jitter. A novel method for generating Gaussian distribution synthetic jitter patterns from colored noise profiles is also proposed.The Standard Organizations specify random and deterministic jitter budgets. In order to decompose the PLL output jitter (or the generated jitter from the proposed method), a new technique for jitter analysis and decomposition is proposed. Modeling simulation results correlate well with measurements and this technique will help designers to properly identify and quantify the sources of deterministic jitter and their impact on the SerDes system.We have developed a method, for specifying PLLs in terms of Phase Noise. This method works for any standard (USB, SATA, PCIe, …), and defines Phase noise profiles of the different parts of the PLL, in order to be sure that the standard requirements are satisfied in terms of Jitter.