We consider a time series model with autoregressive conditional heteroskedasticity that is subject to changes in regime. The regimes evolve according to a multistate latent Markov switching process with unknown transition probabilities, and it is the constant in the variance process of the innovations that is subject to regime shifts. The joint estimation of the latent process and all model parameters is performed within a Bayesian framework using the method of Markov Chain Monte Carlo simulation. We perform model selection with respect to the number of states and the number of autoregressive parameters in the variance process using Bayes factors and model likelihoods. To this aim, the model likelihood is estimated by combining the candidate's formula with importance sampling. The usefulness of the sampler is demonstrated by applying it to the dataset previously used by Hamilton and Susmel who investigated models with switching autoregressive conditional heteroskedasticity using maximum likelihood methods. The paper concludes with some issues related to maximum likelihood methods, to classical model select ion, and to potential straightforward extensions of the model presented here. (author's abstract) / Series: Forschungsberichte / Institut für Statistik

yes / Batch reactive distillation is aimed at achieving a high purity product, therefore, there is a great deal to find an optimal operating condition and effective control strategy to obtain maximum of the high purity product. An off-line dynamic optimization is first performed with an objective function to provide optimal product composition for the batch reactive distillation: maximum productivity. An inferential state estimator (an extended Kalman filter, EKF) based on simplified mathematical models and on-line temperature measurements, is incorporated to estimate the compositions in the reflux drum and the reboiler. Model Predictive Control (MPC) has been implemented to provide tracking of the desired product compositions subject to simplified model equations. Simulation results demonstrate that the inferential state estimation can provide good estimates of compositions. Therefore, the control performance of the MPC with the inferential state is better than that of PID. In addition, in the presence of unknown/uncertain parameters (forward reaction rate constant), the estimator is still able to provide accurate concentrations. As a result, the MPC with the inferential state is still robust and applicable in real plants.

De nombreuses applications SIG reposent sur des mesures de longueur ou de surface calculées à partir de la géométrie des objets d'une base de données géographiques (comme des calculs d'itinéraires routiers ou des cartes de densité de population par exemple). Cependant, aucune information relative à l'imprécision de ces mesures n'est aujourd'hui communiquée à l'utilisateur. En effet, la majorité des indicateurs de précision géométrique proposés porte sur les erreurs de positionnement des objets, mais pas sur les erreurs de mesure, pourtant très fréquentes. Dans ce contexte, ce travail de thèse cherche à mettre au point des méthodes d'estimation de l'imprécision des mesures géométriques de longueur et de surface, afin de renseigner un utilisateur dans une logique d'aide à la décision. Pour répondre à cet objectif, nous proposons un modèle permettant d'estimer les impacts de règles de représentation (projection cartographique, non-prise en compte du terrain, approximation polygonale des courbes) et de processus de production (erreur de pointé et généralisation cartographique) sur les mesures géométriques de longueur et de surface, en fonction des caractéristiques des données vectorielles évaluées et du terrain que ces données décrivent. Des méthodes d'acquisition des connaissances sur les données évaluées sont également proposées afin de faciliter le paramétrage du modèle par l'utilisateur. La combinaison des impacts pour produire une estimation globale de l'imprécision de mesure demeure un problème complexe et nous proposons des premières pistes de solutions pour encadrer au mieux cette erreur cumulée. Le modèle proposé est implémenté au sein du prototype EstIM (Estimation de l'Imprécision des Mesures) / Many GIS applications are based on length and area measurements computed from the geometry of the objects of a geographic database (such as route planning or maps of population density, for example). However, no information concerning the imprecision of these measurements is now communicated to the final user. Indeed, most of the indicators on geometric quality focuses on positioning errors, but not on measurement errors, which are very frequent. In this context, this thesis seeks to develop methods for estimating the imprecision of geometric measurements of length and area, in order to inform a user for decision support. To achieve this objective, we propose a model to estimate the impacts of representation rules (cartographic projection, terrain, polygonal approximation of curves) and production processes (digitizing error, cartographic generalisation) on geometric measurements of length and area, according to the characteristics and the spatial context of the evaluated objects. Methods for acquiring knowledge about the evaluated data are also proposed to facilitate the parameterization of the model by the user. The combination of impacts to produce a global estimation of the imprecision of measurement is a complex problem, and we propose approaches to approximate the cumulated error bounds. The proposed model is implemented in the EstIM prototype (Estimation of the Imprecision of Measurements)

This thesis is concerned with developing a control and condition monitoring system for a class of fault tolerant actuators with high levels of redundancy. The High Redundancy Actuator (HRA) is a concept inspired by biomimetics that aims to provide fault tolerance using relatively large numbers of actuation elements which are assembled in parallel and series configurations to form a single actuator. Each actuation element provides a small contribution to the overall force and displacement of the system. Since the capability of each actuation element is small, the effect of faults within the individual element of the overall system is also small. Hence, the HRA will gracefully degrade instead of going from fully functional to total failure in the presence of faults. Previous research on HRA using electromechanical technology has focused on a relatively low number of actuation elements (i.e. 4 elements), which were controlled with multiple loop control methods. The objective of this thesis is to expand upon this, by considering an HRA with a larger number of actuation elements (i.e. 12 elements). First, a mathematical model of a general n-by-m HRA is derived from first principles. This method can be used to represent any size of electromechanical HRA with actuation elements arranged in a matrix form. Then, a mathematical model of a 4-by-3 HRA is obtained from the general n-by-m model and verified experimentally using the HRA test rig. This actuator model is then used as a foundation for the controller design and condition monitoring development. For control design, two classical and control method-based controllers are compared with an H_infinity approach. The objective for the control design is to make the HRA track a position demand signal in both health and faulty conditions. For the classical PI controller design, the first approach uses twelve local controllers (1 per actuator) and the second uses only a single global controller. For the H_infinity control design, a mixed sensitivity functions is used to obtain good tracking performance and robustness to modelling uncertainties. Both of these methods demonstrate good tracking performance, with a slower response in the presence of faults. As expected, the H_infinity control method's robustness to modelling uncertainties, results in a smaller performance degradation in the presence of faults, compared with the classical designs. Unlike previous work, the thesis also makes a novel contribution to the condition monitoring of HRA. The proposed algorithm does not require the use of multiple sensors. The condition monitoring scheme is based on least-squares parameter estimation and fuzzy logic inference. The least-squares parameter estimation estimates the physical parameters of the electromechanical actuator based on input-output data collected from real-time experiments, while the fuzzy logic inference determines the health condition of the actuator based on the estimated physical parameters. Hence, overall, a new approach to both control and monitoring of an HRA is proposed and demonstrated on a twelve elements HRA test rig.

Recently, autonomous vehicles have received worldwide attentions from academic research, automotive industry and the general public. In order to achieve a higher level of automation, one of the most fundamental requirements of autonomous vehicles is the capability to respond to internal and external changes in a safe, timely and appropriate manner. Situational awareness and decision making are two crucial enabling technologies for safe operation of autonomous vehicles. This thesis presents a solution for improving the automation level of autonomous vehicles in both situational awareness and decision making aspects by utilising additional domain knowledge such as constraints and influence on a moving object caused by environment and interaction between different moving objects. This includes two specific sub-systems, model based target tracking in environmental perception module and motion planning in path planning module. In the first part, a rigorous Bayesian framework is developed for pooling road constraint information and sensor measurement data of a ground vehicle to provide better situational awareness. Consequently, a new multiple targets tracking (MTT) strategy is proposed for solving target tracking problems with nonlinear dynamic systems and additional state constraints. Besides road constraint information, a vehicle movement is generally affected by its surrounding environment known as interaction information. A novel dynamic modelling approach is then proposed by considering the interaction information as virtual force which is constructed by involving the target state, desired dynamics and interaction information. The proposed modelling approach is then accommodated in the proposed MTT strategy for incorporating different types of domain knowledge in a comprehensive manner. In the second part, a new path planning strategy for autonomous vehicles operating in partially known dynamic environment is suggested. The proposed MTT technique is utilized to provide accurate on-board tracking information with associated level of uncertainty. Based on the tracking information, a path planning strategy is developed to generate collision free paths by not only predicting the future states of the moving objects but also taking into account the propagation of the associated estimation uncertainty within a given horizon. To cope with a dynamic and uncertain road environment, the strategy is implemented in a receding horizon fashion.

Additive manufacturing (AM), or 3D printing, is a manufacturing method where components are produced by successively adding material to the product layer by layer, unlike traditional machining where material is subtracted from a workpiece. There are advantages and disadvantages with both methods and it can be a complex problem to determine when one method is preferable to the other. The purpose of this study is to develop a decision support model (DSM) that quickly guides the end user in selecting an appropriate method with regards to production costs. Information is gathered through a literature study and interviews with people working with AM and CNC machining. The model takes into consideration material selection, size, times, quantities, geometric complexity, post-processing and environmental aspects. The DSM was formulated in Microsoft Excel. The difference in costs between each method in relation to quantity and complexity was made and compared to the literature. The AM model is verified with calculations from the Sandvik Additive Manufacturing. The margin of error is low, around two to six percent, when waste material isn’t included in the calculations. Unfortunately, verification of the CNC model hasn’t been performed due to a lack of data, which is therefore recommended as future work. The conclusion of the study is that AM will not replace any existing manufacturing method anytime soon. It is, however, a good complement to the metalworking industry, since small, complex parts with few tolerances benefits from AM. An investigation of existing solutions/services related to the study was also performed with the ambition that the DSM can complement existing solutions. It was found that while there are many services that helps companies with implementing AM through consulting, few provides any software to assist the company. Regarding the question if AM is profitable for certain products, only one software fulfilled that demand, though it didn’t provide any actual costs. The DSM therefore fills a gap among the existing services and software. / Additiv tillverkning (AM), eller 3D-printing, är en tillverkningsmetod där komponenter produceras genom att succesivt addera material till produkten lagervis, till skillnad från skärande bearbetning där material subtraheras från ett arbetsstycke. Det finns fördelar och nackdelar med respektive metod och det kan vara ett komplext problem att avgöra när den ena metoden är att föredra framför den andra. Syftet med denna studie är att utveckla en beslutstödjande modell (DSM) som hjälper användaren välja lämplig metod med avseende på produktionskostnader. Information inhämtas genom en litteraturstudie samt intervjuer med personer som arbetar med AM och skärande bearbetning. Modellen tar hänsyn till material, storlek, tider, geometrisk komplexitet, efterbearbetning och miljöeffekter. Den beslutstödjande modellen skapades i Microsoft Excel. Skillnaden i pris mellan respektive tillverkningsmetod beroende på antal och komplexitet jämfördes mot litteraturstudien. Modellen för AM verifieras med hjälp av kostnadskalkyler från Sandvik Additive Manufacturing. Felmarginalen är förhållandevis låg på cirka två till sex procent när spillmaterial inte tas hänsyn till. Tyvärr har modellen för skärande bearbetning inte verifieras på grund av en brist på data, vilket därför rekommenderas som fortsatt arbete.  Slutsatsen är att AM inte kommer ersätta någon nuvarande tillverkningsmetod. Det är dock ett bra komplement till metallindustrin eftersom små, komplexa komponenter med få toleranskrav gynnas av AM. En undersökning över nuvarande tjänster relaterat till studien genomfördes med ambitionen att utreda om den beslutstödjande modellen kompletterar dessa. Resultatet av undersökningen visar att medan det finns många konsulttjänster som hjälper ett företag implementera AM så är det få som erbjuder någon form av mjukvara. Gällande frågan om AM är lönsam för vissa produkter så var det bara en mjukvara som kunde besvara den, dock utan att visa några kostnader. Den beslutstödjande modellen framtagen i denna studie fyller därmed en funktion bland nuvarande tjänster och mjukvaror.

L'estimation de l'effort de développement logiciel est l'une des tâches les plus importantes dans le management de projets logiciels. Elle constitue la base pour la planification, le contrôle et la prise de décision. La réalisation d'estimations fiables en phase amont des projets est une activité complexe et difficile du fait, entre autres, d'un manque d'informations sur le projet et son avenir, de changements rapides dans les méthodes et technologies liées au domaine logiciel et d'un manque d'expérience avec des projets similaires. De nombreux modèles d'estimation existent, mais il est difficile d'identifier un modèle performant pour tous les types de projets et applicable à toutes les entreprises (différents niveaux d'expérience, technologies maitrisées et pratiques de management de projet). Globalement, l'ensemble de ces modèles formule l'hypothèse forte que (1) les données collectées sont complètes et suffisantes, (2) les lois reliant les paramètres caractérisant les projets sont parfaitement identifiables et (3) que les informations sur le nouveau projet sont certaines et déterministes. Or, dans la réalité du terrain cela est difficile à assurer. Deux problématiques émergent alors de ces constats : comment sélectionner un modèle d'estimation pour une entreprise spécifique ? et comment conduire une estimation pour un nouveau projet présentant des incertitudes ? Les travaux de cette thèse s'intéressent à répondre à ces questions en proposant une approche générale d'estimation. Cette approche couvre deux phases : une phase de construction du système d'estimation et une phase d'utilisation du système pour l'estimation de nouveaux projets. La phase de construction du système d'estimation est composée de trois processus : 1) évaluation et comparaison fiable de différents modèles d'estimation, et sélection du modèle d'estimation le plus adéquat, 2) construction d'un système d'estimation réaliste à partir du modèle d'estimation sélectionné et 3) utilisation du système d'estimation dans l'estimation d'effort de nouveaux projets caractérisés par des incertitudes. Cette approche intervient comme un outil d'aide à la décision pour les chefs de projets dans l'aide à l'estimation réaliste de l'effort, des coûts et des délais de leurs projets logiciels. L'implémentation de l'ensemble des processus et pratiques développés dans le cadre de ces travaux ont donné naissance à un prototype informatique open-source. Les résultats de cette thèse s'inscrivent dans le cadre du projet ProjEstimate FUI13. / Software effort estimation is one of the most important tasks in the management of software projects. It is the basis for planning, control and decision making. Achieving reliable estimates in projects upstream phases is a complex and difficult activity because, among others, of the lack of information about the project and its future, the rapid changes in the methods and technologies related to the software field and the lack of experience with similar projects. Many estimation models exist, but it is difficult to identify a successful model for all types of projects and that is applicable to all companies (different levels of experience, mastered technologies and project management practices). Overall, all of these models form the strong assumption that (1) the data collected are complete and sufficient, (2) laws linking the parameters characterizing the projects are fully identifiable and (3) information on the new project are certain and deterministic. However, in reality on the ground, that is difficult to be ensured.Two problems then emerge from these observations: how to select an estimation model for a specific company ? and how to conduct an estimate for a new project that presents uncertainties ?The work of this thesis interested in answering these questions by proposing a general estimation framework. This framework covers two phases: the construction phase of the estimation system and system usage phase for estimating new projects. The construction phase of the rating system consists of two processes: 1) evaluation and reliable comparison of different estimation models then selection the most suitable estimation model, 2) construction of a realistic estimation system from the selected estimation model and 3) use of the estimation system in estimating effort of new projects that are characterized by uncertainties. This approach acts as an aid to decision making for project managers in supporting the realistic estimate of effort, cost and time of their software projects. The implementation of all processes and practices developed as part of this work has given rise to an open-source computer prototype. The results of this thesis fall in the context of ProjEstimate FUI13 project.

京都大学 / 新制・論文博士 / 博士(医学) / 乙第13398号 / 論医博第2222号 / 新制||医||1051(附属図書館) / (主査)教授 妹尾 浩, 教授 中山 健夫, 教授 西浦 博 / 学位規則第4条第2項該当 / Doctor of Medical Science / Kyoto University / DFAM

No description available.

Submitted by Angela Maria de Oliveira (amolivei@uepg.br) on 2018-11-26T20:27:20Z No. of bitstreams: 2 license_rdf: 811 bytes, checksum: e39d27027a6cc9cb039ad269a5db8e34 (MD5) Joel Zubek.pdf: 7864320 bytes, checksum: f2e6f06e6ec1c27abd616c5e845d97f8 (MD5) / Made available in DSpace on 2018-11-26T20:27:20Z (GMT). No. of bitstreams: 2 license_rdf: 811 bytes, checksum: e39d27027a6cc9cb039ad269a5db8e34 (MD5) Joel Zubek.pdf: 7864320 bytes, checksum: f2e6f06e6ec1c27abd616c5e845d97f8 (MD5) Previous issue date: 2018-08-10 / Entre os principais problemas relacionados à conservação ambiental em áreas agrícolas está a degradação dos solos por meio da erosão hídrica que ocasiona a remoção das camadas mais férteis de solo e o transporte de partículas de solo para as partes mais baixas do relevo, o que contribui para o assoreamento dos recursos hídricos. Portanto, o presente estudo teve como objetivo diagnosticar processos erosivos em uma área de produção agrícola localizada na Fazenda Escola Capão da Onça – FESCON – UEPG, mediante análise de dados obtidos por Sistema de Navegação Global por Satélite (Global Navigation Satellite System - GNSS) e Aeronaves Remotamente Pilotadas (Remotely Piloted Aircraft - RPA). Para a realização do trabalho foi implantada uma grade regular com pontos de 45 x 45 metros de distância, totalizando 140 pontos em uma área de aproximadamente 26 hectares. Foram realizados georreferenciamento dos pontos da grade regular por meio de receptores de sinal GNSS Geodésico pós-processado e a coleta de atributos do solo (textura do solo). Os dados de textura do solo levantados na grade regular proporcionaram gerar modelos para o cálculo do fator de erodibilidade do solo para área de estudo. Com os valores altimétricos das coordenadas levantadas nos pontos da grade regular foi possível avaliar a precisão vertical de Modelos Numéricos do Terreno - MNT gerados por meio de dados obtidos com RPA. Foram avaliados os modelos gerados com dados obtidos por meio de equipamentos de RPA de asa fixa e multirotor com a distribuição de diferentes números de pontos de controle e sem pontos de controle. Mediante a análise estatística aplicada em relação entre a dispersão das diferenças altimétricas geradas nos MNT e os pontos da grade regular usados como referência, o MNT gerado com os dados de RPA asa fixa com pontos de controle apresentou o melhor resultado. Diante da constatação do melhor MNT foi modelado o fator topográfico para a área de estudo. A utilização de Sistema de Informação Geográfica - SIG proporcionou integrar todos os dados em um único ambiente computacional; gerar modelos por meio de interpolação; analisar a precisão dos modelos; implementar as equações para o cálculo dos fatores de erodibilidade e topográfico e também a Equação Universal de Perda de Solo Revisada (Revised Universal Soil Loss Equation – RUSLE); além das representações das informações. O resultado obtido com o modelo gerado mediante o cálculo da RUSLE apresentou a estimativa que mais de 70 % da área de estudo está com baixa suscetibilidade à erosão ou ligeira perda de solo. O restante da área de estudo apresentou perda de solos acima de 10 tonelada/ha.ano, indicando média e alta suscetibilidade à erosão. / Among the major problems related to environmental conservation in agricultural areas is soil degradation through water erosion, which causes the removal of the most fertile soil layers and the transport of soil particles to the lower parts of the relief, which contributes to the silting up of water resources. Therefore, the present study aimed to diagnose erosive processes in an area of agricultural production located at Fazenda Escola Capão da Onça - FESCON - UEPG, by analyzing data obtained by the Global Navigation Satellite System (GNSS) and Remotely Piloted Aircraft (RPA).For the accomplishment of the work a regular grid with points of 45 x 45 meters of distance was implanted, totaling 140 points in an area of approximately 26 hectares. Georeferencing of the regular grid points was carried out by means of post-processed GNSS signal receivers and the soil attributes collection (soil texture). The soil texture data collected in the regular grid provided the model for calculating the soil erodibility factor for the study area. With the altimetric values of the coordinates raised at the points of the regular grid it was possible to evaluate the vertical accuracy of Numerical Terrain Models generated through data obtained with RPA. The models generated with data obtained by means of fixed-wing and multirotor RPA equipment with the distribution of different numbers of control points and without control points were evaluated. by means of the statistical analysis applied in relation between the dispersion of the altimetric differences generated in the Numerical Terrain Model and the points of the regular grid used as reference, the Numerical Terrain Model generated with the fixed wing RPA data with control points presented the best result. In view of the finding of the best NTM, the topographic factor was modeled for the study area. The use of Geographic Information System GIS provided to integrate all the data in a unique computational environment; generate models through interpolation; analyze the accuracy of the models; implement the equations for the calculation of the erodibility and topographic factors and also the Revised Universal Soil Loss Equation (RUSLE); beyond the representations of the information. The result obtained with the model generated by RUSLE calculation showed that more than 70% of the study area is low susceptibility to erosion or slight soil loss. The rest of the study area presented soil loss above 10 ton / ha.year, indicating medium and high susceptibility to erosion.