The thesis is focused on the study of detection of QRS complex in time a frequency domain. The aim is to implement selected methods and their comparison to assess the effectiveness of QRS complex.

De nos jours, les processus industriels se doivent d’être efficaces, en particulier au niveau de leur production et/ou consommation énergétique.Ce travail vise à améliorer l’efficacité des processus en analysant l’influence des perturbations sur leur comportement, de la phase de conception à la synthèse des contrôleurs/observateurs, ceci dans une approche intégrée.Le problème du Rejet de Perturbation est introduit ainsi que différents types de contrôles permettant d’atténuer et/ou rejeter ces perturbations. Le système de Barre de Torsion est présenté. Une loi de commande basée sur le concept d’état dérivé est présentée et ensuite validée avec comme application le rejet de perturbation. Il est nécessaire d’estimer les grandeurs physiques utilisées dans les différentes expressions de loi de commande. Un observateur à entrées inconnues basé sur la représentation bond graph est rappelé et ensuite étendu au cas multi-variable. C’est la première contribution théorique de ce travail de recherche.Nous comparons ensuite l’efficacité de différentes techniques de commandes pour le rejet de perturbation par simulation sur le système barre de torsion et analysons ainsi l’efficacité de la technique proposée. Une extension théorique au problème du découplage entrée-sortie nous permet de généraliser le problème du rejet de perturbation dans une même démarche intégrée d’analyse et de synthèse. Enfin, ces techniques sont exploitées et analysées sur le système réel. Nous validons ainsi expérimentalement nos résultats.Un modèle très simplifié de centrale hydroélectrique est développé afin d’appliquer les résultats de nos travaux. Un modèle bond graph simplifié est validé par simulation. / Nowadays, industrial processes must be efficient, particularly at the production level and/or energy consumption.This research work aims at improving the process efficiency by analysing the influences of disturbances on their behaviour, from the conception phase to the synthesis of controller/observer, in an integrated approach.The disturbance rejection problem is first introduced as well as different control laws allowing attenuate/reject these disturbances. A control law based on the concept of derivative state variable is presented and validated while applied as disturbance rejection.In order to reject the disturbance, different physical variables must be estimated, such as state variables, derivative state variables as disturbance variables. An unknown input observer based on the bond graph representation is recalled and extended in the multivariable case. It is the first theoretical contribution of this work.We thus compare the efficiency of different so-called «modern control laws» for the disturbance rejection problems by simulation with the Torsion-Bar system example. We analyse the efficiency of our approach. One extension to the Input-Output decoupling problem allows us to extend the disturbance rejection problem to other control law type in an integrated approach. At least, these techniques are applied on the real Torsion-Bar system and compared. We validate our approach.Since this work aims at analysing and developing efficient control laws for industrial processes, a simplified model of a hydroelectric plant is developed, in order to apply our results. A simplified bond graph model is validated with simulations.

Cette thèse se concentre sur le calcul de la solution optimale d'un problème de couverture de produit dérivé en temps discret. Le problème consiste à minimiser une mesure de risque, définie comme l'espérance d'une fonction convexe du profit (ou perte) du portefeuille, en tenant compte des frais de transaction. Lorsqu'il y a des coûts, il peut être optimal de ne pas transiger. Ainsi, les solutions sont caractérisées par des frontières de transaction. En général, les politiques optimales et les fonctions de risque associées ne sont pas connues explicitement, mais une stratégie bien connue consiste à approximer les solutions de manière récursive en utilisant la programmation dynamique. Notre contribution principale est d'appliquer la méthode du maillage stochastique. Cela permet d'utiliser des processus stochastiques multi-dimensionels pour les dynamiques de prix. On obtient aussi des estimateurs biasés à la hausse et à la baisse, donnant une mesure de la proximité de l'optimum. Nous considérons différentes façons d'améliorer l'efficacité computationelle. Utiliser la technique des variables de contrôle réduit le bruit qui provient de l'utilisation de prix de dérivés estimés à même le maillage stochastique. Deux autres techniques apportent des réductions complémentaires du temps de calcul : utiliser une grille unique pour les états du maillage et utiliser une procédure de "roulette Russe". Dans la dernière partie de la thèse, nous présentons une application pour le cas de la fonction de risque exponentielle négative et un modèle à volatilité stochastique (le modèle de Ornstein-Uhlenbeck exponentiel). Nous étudions le comportement des solutions sous diverses configurations des paramètres du modèle et comparons la performance des politiques basées sur un maillage à celles d'heuristiques. / This thesis focuses on computing the optimal solution to a derivative hedging problem in discrete time. The problem is to minimize a risk measure, defined as the expectation of a convex function of the terminal profit and loss of the portfolio, taking transaction costs into account. In the presence of costs, it is sometimes optimal not to trade, so the solutions are characterized in terms of trading boundaries. In general, the optimal policies and the associated risk functions are not known explicitly, but a well-known strategy is to approximate the solutions recursively using dynamic programming. Our central innovation is in applying the stochastic mesh method, which was originally applied to option pricing. It allows exibility for the price dynamics, which could be driven by a multi-dimensional stochastic process. It also yields both low and high biased estimators of the optimal risk, thus providing a measure of closeness to the actual optimum. We look at various ways to improve the computational efficiency. Using the control variate technique reduces the noise that comes from using derivative prices estimated on the stochastic mesh. Two additional techniques turn out to provide complementary computation time reductions : using a single grid for the mesh states and using a so-called Russian roulette procedure. In the last part of the thesis, we showcase an application to the particular case of the negative exponential risk function and a stochastic volatility model (the exponential Ornstein-Uhlenbeck model). We study the behavior of the solutions under various configurations of the model parameters and compare the performance of the mesh-based policies with that of well-known heuristics.

The characterization of the local ill-posedness and the local degree of nonlinearity are of particular importance for the stable solution of nonlinear ill-posed problems. We present assertions concerning the interdependence between the ill-posedness of the nonlinear problem and its linearization. Moreover, we show that the concept of the degree of nonlinearity com bined with source conditions can be used to characterize the local ill-posedness and to derive a posteriori estimates for nonlinear ill-posed problems. A posteriori estimates are widely used in finite element and multigrid methods for the solution of nonlinear partial differential equations, but these techniques are in general not applicable to inverse an ill-posed problems. Additionally we show for the well-known Landweber method and the iteratively regularized Gauss-Newton method that they satisfy a posteriori estimates under source conditions; this can be used to prove convergence rates results.

We study cellular automata as discrete dynamical systems and in particular investigate under which conditions two cellular automata are topologically conjugate. Based on work of McKinsey, Tarski, Pierce and Head we introduce derivative algebras to study the topological structure of sofic shifts in dimension one. This allows us to classify periodic cellular automata on sofic shifts up to topological conjugacy based on the structure of their periodic points. We also get new conjugacy invariants in the general case. Based on a construction by Hanf and Halmos, we construct a pair of non-homeomorphic subshifts whose disjoint sums with themselves are homeomorphic. From this we can construct two cellular automata on homeomorphic state spaces for which all points have minimal period two, which are, however, not topologically conjugate. We apply our methods to classify the 256 elementary cellular automata with radius one over the binary alphabet up to topological conjugacy. By means of linear algebra over the field with two elements and identities between Fibonacci-polynomials we show that every conjugacy between rule 90 and rule 150 cannot have only a finite number of local rules. Finally, we look at the sequences of finite dynamical systems obtained by restricting cellular automata to spatially periodic points. If these sequences are termwise conjugate, we call the cellular automata conjugate on all tori. We then study the invariants under this notion of isomorphism. By means of an appropriately defined entropy, we can show that surjectivity is such an invariant.

A framework for optimization of reinsurance strategy is proposed for an insurance company with several lines of business (LoB), maximizing the Economic Value of purchasing reinsurance. The economic value is defined as the sum of the average ceded loss, the deducted risk premium, and the reduction in the cost of capital. The framework relies on simulated large claims per LoB rather than specific distributions, which gives more degrees of freedom to the insurance company.  Three models are presented, two non non-linear optimization models and a benchmark model. One non-linear optimization model is on individual LoB level and the other one is on company level with additional constraints using space bounded black box algorithms. The benchmark model is a Brute Force method using quantile discretization of potential retention levels, that helps to visualize the optimization surface.  The best results are obtained by a two-stage optimization using a mixture of global and local optimization algorithms. The economic value is maximized by 30% and reinsurance premium is halved if the optimization is made at the company level, by putting more emphasis on reduction in the cost of capital and less to average ceded loss. The results indicate an over-fitting when using VaR as the risk measure, impacting reduction in the cost of capital. As an alternative, Average VaR is recommended being numerically more robust.

The PID controller is regarded as a dependable and reliable controller for process industry systems. Many researchers have devoted time and attention to PID controller tuning and they all agree that PID controllers are very important for control systems. A PID equation is very sensitive; its parameters must always be varied following the specific application to increase performance, such as by increasing the system’s responsiveness. PID controllers still have many problems despite their importance for control systems in industries. The problem of big overshoot on the conventional gain tuning is one of the serious problems. Researchers use the PSO algorithm to try and overcome those problems. The tuning of the MIMO PID controller based on the PSO algorithm shows many disadvantages such as high-quality control with a short settle time, steady-state error, and periodical step response. The traditional PSO algorithm is very sensitive and it sometimes affects the quality of good PID controller tuning. This research has proposed a new equation for improving the PSO algorithm. The proposed algorithm is the combination of linearly decreasing inertia weight and chaotic inertia weight, after which a control factor was introduced as an exponential factor. This was very useful for simulations as it is adjustable. The Matlab simulation results of the experiments show that the simulations as it is adjustable. The Matlab simulation results of the experiments show that the new proposed equation converges faster and it gives the best fitness compared to linear inertia weight and oscillating inertia weight and other old equations. The MIMO PID controller system that consists of four plants was tuned based on the new proposed equation for the PSO algorithm (LCPSO). The optimized results show the best rise time, settling time, time delays, and steady-state compared to the systems that are tuned using the old equations. The exploration was directed at considering the impact of using the PSO calculation as an instrument for MIMO PID tuning. The results obtained in the examination reveal that the PSO tuning output improved reactions and can be applied to various system models in the measure control industry. The results for the MIMO PID controller tuned using PSO were assessed using integral square error (ISE), integral absolute error (IAE), and the integral of time expanded by absolute error (ITAE). The five well-known benchmark functions were also used to endorse the feasibility of the improved PSO and excellent results in terms of convergence and best fitness were attained. / Electrical and Mining Engineering / M. Tech. (Electrical Engineering)

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The thesis is in two parts. The first part is the paper “The Distribution of k-free integers” that my advisor, Dr. Roger Baker, and I submitted in February 2009. The reader will note that I have inserted additional commentary and explanations which appear in smaller text. Dr. Baker and I improved the asymptotic formula for the number of k-free integers less than x by taking advantage of exponential sum techniques developed since the 1980's. Both of us made substantial contributions to the paper. I discovered the exponent in the error term for the cases k=3,4, and worked the case k=3 completely. Dr. Baker corrected my work for k=4 and proved the result for k=5. He then generalized our work into the paper as it now stands. We also discussed and both contributed to parts of section 3 on bounds for exponential sums. The second part represents my own work guided by my advisor. I study the zeros of derivatives of Dirichlet L-functions. The first theorem gives an analog for a result of Speiser on the zeros of ζ'(s). He proved that RH is equivalent to the hypothesis that ζ'(s) has no zeros with real part strictly between 0 and ½. The last two theorems discuss zero-free regions to the left and right for L^{(k)}(s,χ).

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