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Demand for data communication capacity is rapidly increasing with more and more number of users and higher bandwidth services. As a result, a critical research issue is the implementation of wideband and flexible signal processing in communication and sensing applications. Although software defined radio (SDR) is a possible solution, it may not be practical due to the excessive requirements for analog-to-digital converter (ADCs) and digital filters for wideband signals. In this environment, discrete-time (DT) domain circuits are gaining attention in various architectures such as N-path filters, sampling mixers, and analog FIR/IIR/FFT filters. DT analog signal processing (DT-ASP) ahead of an ADC considerably relaxes the ADC requirements by flexible filtering, offers the potential for higher dynamic range performance, and provides robustness in the presence of digital CMOS scaling. The primary work presented in this dissertation is the design of wideband analog finite impulse response (AFIR) filters. Analog FIR filters have been used as low pass filters for out-of-band rejection in narrow-band applications. However, this work seeks to develop AFIR filters suitable for wideband applications, extending its possible applications. To achieve these performance goals, capacitive digital to analog converters (CDACs) have been introduced for the first time as wideband analog coefficient multipliers, which has led to high linearity analog multiplication with coefficient selection at the DAC resolution. A prototype 4th order DT FIR filter has been implemented in 32nm SOI CMOS technology and has achieved low-pass, band-pass, and high-pass filter (LPF, BPF and HPF) transfer functions corresponding to the programmed coefficient sets with IIP3>11dBm linearity and less than 2 mW/tap of power consumption. The AFIR filter is also utilized to demonstrate a proof-of-concept FIR-based beamforming. The beamforming network consisting of 4 antenna element inputs followed by AFIR filters was implemented with PCB modules with the previously fabricated AFIR filter chip. Behavioral simulations are used to verify the beamforming function with given coefficient sets. Based on the developed AFIR filter modules, FIR-based beamforming was demonstrated with measurement results matching well with the simulations. Further work presented is the design and optimization of multi-section CDAC (MS-CDAC) structures. The proposed MS-CDAC approach provides wide range of options to optimize the tradeoff between kT/C noise, linearity versus switching energy, speed and area. When the optimization approach is applied to a proof-of-concept 10-bit CDAC design, the selected MS-CDAC structure reduces total capacitance and switching energy by 97% and 98%, respectively for given linearity and noise limitations. The proposed MS-CDAC structures are applicable in both DT-ASP coefficient multiplier and SAR-ADC applications. / PHD / In communication systems, filter design is a fundamental task required to recover the signal of interest in the presence of interference. As upcoming communication systems, such as 5th generation (5G) mobile communications and future IEEE 802.11 standards (Wi-Fi), require higher speed and flexibility in signal processing due to the rapidly increasing number of users and data rates, it becomes more challenging to design such filters. In general, analog filters are useful for high-speed, digital filters features flexibility. To take advantage of both aspects, discrete-time (DT) domain filters have become a promising alternative, which can be used to implement digital signal processing functions in the analog domain. This dissertation presents the development of DT analog finite-impulse-response (AFIR) filter design for mixed-signal processing applications. The core idea in this work is to adopt the capacitive DAC (CDAC) as a coefficient multiplier, which enables digital code coefficient multiplication as well as high-speed and high-linearity performance while consuming low power. A prototype 4th order DT FIR filter implemented in 32nm SOI CMOS process is demonstrated with measurements. Based on the developed AFIR filters, proof-of-concept FIR-based beamforming is investigated as well. For this purpose, AFIR filter modules are built on printed-circuit-boards (PCBs) and coefficients are calculated by a simplified method. In addition, this dissertation also includes analysis and optimization of multi-section CDAC (MS-CDAC) structures. Traditional CDAC approaches have a fundamental trade-off between noise and linearity versus size, switching energy and speed. This work explores the characteristics of CDACs depending on the section segmentations and the optimal structure is selected based on the trade-off. Through comprehensive simulations and calculations, the selected structure for 10-bit MS-CDAC achieved 97% and 98% reduced total capacitance and switching energy, respectively.

No / An investigation is carried out on the nature of QoS measures for queues with correlated traffic in both discrete and continuous time domains. The study focuses on the single server GI(G)/M-[x]/1/N and GI(G)/Geo([x])/1/N queues with finite capacity, N, a general batch renewal arrival process (BRAP), GI(G) and either batch Poisson, M-[x] or batch geometric, Geo([x]) service times with general batch sizes, X. Closed form expressions for QoS measures, such as queue length and waiting time distributions and blocking probabilities are stochastically derived and showed to be, essentially, time domain invariant. Moreover, the sGGeo(sGGo)/Geo/l/N queue with a shifted generalised geometric (sGGeo) distribution is employed to assess the adverse impact of varying degrees of traffic correlations upon basic QoS measures and consequently, illustrative numerical results are presented. Finally, the global balance queue length distribution of the M-Geo/M-Geo/1/N queue is devised and reinterpreted in terms of information theoretic principle of entropy maximisation. (C) 2014 Elsevier Inc. All rights reserved.

Dans cette thèse, les recherches ont été menées à des niveaux d'abstraction différents pour optimiser le fonctionnement du modulateur ΣΔ passe-haut (PH). Une approche « top-down » est adoptée pour atteindre cet objectif. Au niveau de l'architecture du récepteur RF, le nouvellement créé récepteur Fs/2 est sélectionné pour sa grande compatibilité avec modulateur ΣΔ PH comparé aux architectures de réception: zéro-IF et faible-IF. Après avoir défini la topologie du récepteur, l'architecture du modulateur ΣΔ est adressée. Nous proposons une nouvelle architecture du deuxième ordre dont la fonction de transfert du signal est unitaire. Elle est plus avantageuse que d'autres topologies en termes de complexité et de performance. Puisque le modulateur de second ordre est incapable de fournir les performances requises, les structures en cascade ou MASH pour l'opération PH sont explorées. La topologie GMSCL (Generalized Multi-Stage Closed Loop) est choisie et une technique récemment proposée est appliquée pour linéariser le CNA de retour. En plus, cette technique augmente la plage dynamique du convertisseur. Ensuite, après une analyse comparative approfondie, le meilleur filtre HP est choisie pour ce modulateur. Il a les avantages d'avoir une basse consommation, une superficie réduite et un bruit moins important. Enfin, l'architecture GMSCL PH proposée est validée en CMOS 65nm. Les applications visées sont l'UMTS avec 3.84MHz bande de conversion à 80 dB de la plage dynamique et WiMAX avec 25MHz de bande passante à 52dB de dynamique.

本研究利用離散時間涉險模型，分析台灣上市公司之多角化程度、公司治理與財務危機之關係。本研究分為三階段逐步加入多角化程度變數、公司治理與多角化程度之交叉相乘項及控制變數。首先探討相關或非相關多角化程度是否與公司發生財務危機之可能性具有關聯性。接著納入公司治理之考量，探究公司治理、相關或非相關多角化程度與公司發生財務危機可能性間之關係。 實證結果顯示，無論是相關多角化或是非相關多角化均可顯著降低公司發生財務危機之可能性。當納入公司治理之考量後，實證結果顯示，當公司的董監質押比率、控制股東持股比率、關係人進貨比率、關係人融資比率、席次控制比率、董事席次等6項公司治理指標愈差時，公司的相關多角化程度愈高，發生財務危機的可能性也會提高；而當公司的控制股東持股比率、關係人進貨比率、關係人融資比率、席次控制比率、董事席次等5項公司治理指標愈差時，公司的非相關多角化程度愈高，發生財務危機的可能性也會愈高。 / This study employs discrete-time hazard model to investigate how the distress-diversification sensitivity is moderated depending on the level of corporate governance in nested models which sequentially incorporate diversification and then corporate governance as a moderator. The findings show that diversification reduces the possibility of financial distress while corporate governance moderates the diversification effect on financial distress.

Since the field of computer networks has rapidly grown in the last two decades, congestion control of traffic loads within networks has become a high priority. Congestion occurs in network routers when the number of incoming packets exceeds the available network resources, such as buffer space and bandwidth allocation. This may result in a poor network performance with reference to average packet queueing delay, packet loss rate and throughput. To enhance the performance when the network becomes congested, several different active queue management (AQM) methods have been proposed and some of these are discussed in this thesis. Specifically, these AQM methods are surveyed in detail and their strengths and limitations are highlighted. A comparison is conducted between five known AQM methods, Random Early Detection (RED), Gentle Random Early Detection (GRED), Adaptive Random Early Detection (ARED), Dynamic Random Early Drop (DRED) and BLUE, based on several performance measures, including mean queue length, throughput, average queueing delay, overflow packet loss probability, packet dropping probability and the total of overflow loss and dropping probabilities for packets, with the aim of identifying which AQM method gives the most satisfactory results of the performance measures. This thesis presents a new AQM approach based on the RED algorithm that determines and controls the congested router buffers in an early stage. This approach is called Dynamic RED (REDD), which stabilises the average queue length between minimum and maximum threshold positions at a certain level called the target level to prevent building up the queues in the router buffers. A comparison is made between the proposed REDD, RED and ARED approaches regarding the above performance measures. Moreover, three methods based on RED and fuzzy logic are proposed to control the congested router buffers incipiently. These methods are named REDD1, REDD2, and REDD3 and their performances are also compared with RED using the above performance measures to identify which method achieves the most satisfactory results. Furthermore, a set of discrete-time queue analytical models are developed based on the following approaches: RED, GRED, DRED and BLUE, to detect the congestion at router buffers in an early stage. The proposed analytical models use the instantaneous queue length as a congestion measure to capture short term changes in the input and prevent packet loss due to overflow. The proposed analytical models are experimentally compared with their corresponding AQM simulations with reference to the above performance measures to identify which approach gives the most satisfactory results. The simulations for RED, GRED, ARED, DRED, BLUE, REDD, REDD1, REDD2 and REDD3 are run ten times, each time with a change of seed and the results of each run are used to obtain mean values, variance, standard deviation and 95% confidence intervals. The performance measures are calculated based on data collected only after the system has reached a steady state. After extensive experimentation, the results show that the proposed REDD, REDD1, REDD2 and REDD3 algorithms and some of the proposed analytical models such as DRED-Alpha, RED and GRED models offer somewhat better results of mean queue length and average queueing delay than these achieved by RED and its variants when the values of packet arrival probability are greater than the value of packet departure probability, i.e. in a congestion situation. This suggests that when traffic is largely of a non bursty nature, instantaneous queue length might be a better congestion measure to use rather than the average queue length as in the more traditional models.

Le présent travail porte sur l’estimation d’un système en temps discret dont l’évolution est décrite par une chaîne semi-markovienne (CSM) d’espace d’état fini. Nous présentons le principe d’invariance sous forme multidimensionnelle pour le noyau semi-markovien (NSM), ainsi que diverses mesures du processus. Ensuite, nous étudions l’estimation non-paramétrique de la loi stationnaire de la CSM, en considérant deux estimateurs différents, et nous montrons qu’ils ont le même comportement asymptotique. La probabilité de la première entrée est également introduite. Nous proposons un estimateur et nous étudions ses propriétés asymptotiques : la convergence forte et la normalité asymptotique.D’autre part, nous nous concentrons sur l’étude de la fiabilité des systèmes semi-markoviens. Nous définissons la fiabilité sur intervalle d’un système dont la fiabilité et la disponibilité sont des cas particuliers et nous étudions les propriétés asymptotiques d’un estimateur proposé. De plus, nous présentons une comparaison de l’estimation des différentes mesures de fiabilité fondées sur deux estimateurs du NSM, en réalisant une trajectoire unique et des observations multiples indépendantes. Ce travail fournit aussi des résultats dans le cas semi-markovien à temps discret avec espace d’état général. Nous évaluons l’approximation de moyenne et de diffusion des chaînes de renouvellement markovien. Enfin, nous nous sommes aussi intéressés à une autre classe des processus pour laquelle nous obtenons des résultats dans le cadre des files d’attente. Nous étudions l’approximation de moyenne pour le modèle d’Engset en temps continu et nous appliquons ce résultat aux files d’attente avec ré-essais. / The present work concerns the estimation of a discrete-time system whose evolution is governed by a semi-Markov chain (SMC) with finitely many states. We present the invariance principle in a multidimensional form for the semi-Markov kernel (SMK) and some associated measures of the process. Afterwards, we study the nonparametric estimation of the stationary distribution of the SMC, considering two different estimators, and we prove that they hold the same asymptotic behavior. We introduce also the first hitting probability. We propose an estimator and study its asymptotic properties : the strong consistency and the asymptotic normality. On the other hand, we focus on the study of the dependability of semi-Markovsystems. We introduce the interval reliability whose special cases are the reliability and the availability measures and we study the asymptotic properties of a proposed estimator. Moreover, we present a comparison of nonparametric estimation for various reliability measures based on two estimators of the SMK, realizing a unique trajectory and multiple independent observations.Furthermore, this work provides results on the discrete-time semi-Markov case with general state space. We evaluate the average and diffusion approximation of Markov renewal chains. Finally, we are also interested in another class of processes for which we obtain results in the framework of queueing systems. We establish the average approximationfor the Engset model in continuous time and we apply this result to retrial queues.

Le travail présenté dans cette thèse s'inscrit dans le cadre de l'étude de l'efficacité de la commande CRONE avec effet anticipatif robuste dans les problèmes de poursuite et de régulation pour les systèmes monovariables et multivariables. L'objectif de l'anticipation est de concevoir des algorithmes de commande capables de minimiser un critère quadratique basé sur l'erreur entre la sortie du système et le signal de référence avec modération du niveau du signal de commande. La solution proposée repose sur l'association d'une commande robuste de type feedback à une commande anticipative de type feedforward. L'action feedforward utilise un filtre anticipatif synthétisé dans le domaine fréquentiel en utilisant des critères d'optimalité et de contraintes de type $mathcal{H}_2$ et $mathcal{H}_infty$. La réduction du nombre de paramètres du filtre anticipatif en utilisant une période d'échantillonnage plus lente a été traitée. Des exemples académiques illustrent les développements théoriques. Une application pratique sur un système de régulation hydraulique a montré la pertinence de cette nouvelle approche. / The work presented in this thesis is part of the study of the effectiveness of CRONE control with anticipative effect in the problems of tracking and control for monovariable and multivariable systems. The anticipation objective is to design a control algorithm that minimizes a quadratic error between the reference and the output of the system and at the same time achieve a good level of the control signal. The proposed solution combines a robust feedback control with a feedforward control. The feedforward action uses optimality criteria and an anticipative filter which is designed in the frequency domain using a mix of $mathcal{H}_2$ et $mathcal{H}_infty$ constraints. The reduction of the number of parameters of the anticipative filter by using a slower sampling period for the anticipative filter is treated. Academic examples highlight the theoretical developments. A practical application on a hydraulic control system has shown the efficiency of the developed approach.

Esta dissertação desenvolve filtro de informação, algoritmos array para estimador do erro médio mínimo quadrático para sistemas lineares sujeitos a saltos Markovianos e algoritmos array rápidos para filtragem de sistemas singulares convencionais. Exemplos numéricos serão apresentados para mostrarem as vantagens dos algoritmos array deduzidos. Parte dos resultados obtidos nesta pesquisa serão publicados no seguinte artigo: Terra et al. (2007). Terra, M. H., Ishihara, J. Y. and Jesus, G. Q. (2007). Information filtering and array algorithms for discrete-time Markovian jump linear systems. Proceedings of the American Control Conference ACC07. / This dissertation develops information filter and array algorithms for linear minimum mean square error estimator (LMMSE) of discrete-time Markovian jump linear systems (MJLSs) and fast array algorithms for filtering of standard singular systems. Numerical examples to show the advantage of the array algorithms are presented. Some results obtained in this research are published in the following paper: Terra et al. (2007). Terra, M. H., Ishihara, J. Y. and Jesus, G. Q. (2007). Information filtering and array algorithms for discrete-time Markovian jump linear systems. Proceedings of the American Control Conference ACC07.

Esta dissertação apresenta um estudo dos filtros de Kalman para sistemas singulares em tempo discreto. Novos algoritmos são formulados para as estimativas filtradas, preditoras e suavizadas com as correspondentes equações de Riccati para sistemas singulares variantes no tempo. Nesta dissertação considera-se também uma aproximação do problema de filtragem de Kalman como um problema determinístico de ajuste ótimo de trajetória. A formulação proposta permite considerar um atraso no sinal de medida, sendo permitida a correlação entre os estados e os ruídos da medida. Apresentam-se também as provas da estabilidade e da convergência destes filtros. / This dissertation presents a study of Kalman filters for singular systems in discrete time. New algorithms are developed for the Kalman filtered, predicted and smoothed estimate recursions with the corresponding Riccati equations for time-variant singular systems. This dissertation addresses the Kalman filtering problem as a deterministic optimal trajectory fitting problem. The problem is formulated taking into account one delay in the measured signals and correlations between state and measurement noises. In the final, this work presents the stability and convergence proofs of these filters.