Le présent travail de thèse a pour but d'automatiser la détection des défauts de tissage, à l'aide d'un système informatisé fondé sur le traitement d'image. La structure du tissu, de par sa fabrication, est périodique par répétition de l'armure (dessin d'entrecroisement). L'apparition d'un défaut dans le tissu entraîne la destruction de cette périodicité. de ce fait, le défaut de tissage peut être détecté par la surveillance en continu de la structure du tissu pendant le tissage. Dans notre travail, les techniques de transformée rapide de Fourier et la corrélation croisée sont d'abord mises en œuvre, afin d'examiner les caractéristiques de régularité de la structure de l'image du tissu dans le domaine fréquentiel. Dans un deuxième temps, afin d'améliorer l'efficacité de la technique et d'éviter le problème d'erreur de détection, une opération de seuillage a été implémentée en utilisant un filtre de sélection de niveau. Au moyen de ce filtre, la technique mise en place est capable de détecter uniquement les défauts réels et de mettre en évidence leurs dimensions exactes. L'ensemble de cette procédure a été implémentée au moyen du progiciel Matlab ou Scilab. Puis l'ensemble des procédures a été mis en œuvre sur un tissu simulé, afin de comprendre le comportement du spectre de fréquences, de déterminer et d'optimiser les paramètres de détection les plus importants. Dans toutes ces procédures, le niveau de bruit a bien sûr été pris en compte. L'efficacité des procédures ayant été testée sur des tissus simulés dans un premier temps, elles ont été appliquées aux tissus sortant de machines à tisser. Ainsi, des échantillons contenant divers défauts ainsi que des échantillons écrus, unis ou de diverses couleurs ont pu être testés. Les techniques proposées ont aussi dans ces divers cas montré leur efficacité. En conclusion, un prototype fondé sur un dispositif de vision pour l'inspection des tissus sur métier à tisser en temps réel est proposé. / The purpose of this thesis is to automate the online detection of weaving defects by a computerized system based on image processing software. Obviously, fabric inspection has an importance to prevent risk of delivering inferior quality product. Until recently, the visual defect detection is still under taken offline and manually by humans with many drawbacks such as tiredness, boredom, and, inattentiveness. Fortunately, the continuous development in computer technology introduces the online automated fabric inspection as an effective alternative. Because the defect-free fabric has a periodic regular structure, the occurrence of a defect in the fabric breaks the regular structure. Therefore, the fabric defects can be detected by monitoring fabric structure. In our work, Fast Fourier Transform and Cross-correlation techniques, i.e. linear operations, are first implemented to examine the structure regularity features of the fabric image in the frequency domain. To improve the efficiency of the technique and overcome the problem of detection errors, further thresholding operation is implemented using a level selection filter. Through this filter, the technique is able to detect only the actual or real defects and highlight their exact dimensions. A software package such as Matlab or Scilab is used for this procedure. It is implemented firstly on a simulated plain fabric to determine the most important parameters during the process of defect detection and then to optimize each of them even considering noise. To verify the success of the technique, it is implemented on real plain fabric samples with different colours containing various defects. Finally, a vision-based fabric inspection prototype that could be accomplished on-loom to inspect the fabric under construction with 100% coverage is proposed.

Ce travail porte sur une étude des propriétés électroniques des boîtes quantiques InAs/InP, qui est un système très prometteur pour les télécommunications. Ces nanoparticules sont étudiées pour différentes tailles, densité et dopage. Dans le premier chapitre, nous décrivons l’intérêt du système InAs/InP pour les applications optoélectroniques. Nous présentons la technique de croissance et quelques exemples d’applications de ces boîtes quantiques. Nous donnons une description générale complète des processus d’émission susceptible d’exister dans ces structures. Dans le deuxième chapitre, nous présentons les méthodologies de caractérisation électrique mises en jeu, en insistant sur la complémentarité de deux techniques d’analyse : la spectroscopie transitoire des défauts profonds et la mesure C(V). Dans le troisième chapitre, nous étudions ces boîtes quantiques avec la technique C(V) pour aboutir à une analyse qualitative et quantitative des profils N(W) des échantillons. Une étude de ce profil en fonction de la température nous permet de déterminer les types d’émission qui dominent dans nos structures. L’effet du fort dopage de la couche matrice, ainsi que la densité de boîtes est discuté. Dans le quatrième chapitre, une étude DLTS menée sur l’ensemble des échantillons disponibles montre plusieurs défauts reliés au contrôle de la croissance et de la qualité des interfaces. En outre, une étude plus approfondie nous permet d’extraire la réponse électrique des boîtes quantiques ainsi que leurs états électroniques s et p existants. / This work deals with a study of the electronic properties of InAs / InP quantum dots, which is a very promising material system for telecommunications. These nanoparticles are studied for different sizes, density and doping. In the first chapter, we describe the interest of the InAs / InP system for optoelectronic applications. As a result we present the growth technique and some examples of applications of these quantum dots. In addition, we present a description of the emission process may exist in these structures. In the second chapter, we present the electrical characterization methodologies: the Deep Level Transient Spectroscopy (DLTS) and the C (V) measurement. In the third chapter, we study the quantum dots to achieve a qualitative and quantitative analysis of profiles N (W) samples. A study of the profile as a function of temperature gives an overview of the types of emission that dominate in our structures. The effect of heavy doping of the matrix layer and of density of dots is discussed. In the fourth chapter, a DLTS study of all samples shows several defects related to growth and interface quality. In addition, further study allows us to extract the s and p electronical state response of quantum dot.

Neste trabalho são descritos e avaliados diferentes modelos de linhas aéreas de transmissão, considerando a variação dos parâmetros da linha com a frequência. Em geral os modelos apresentados são baseados no uso da matriz de admitâncias nodais, com algumas análises complementares empregando o método das características. São testados casos de circuito-aberto, curto-circuito, linha em carga e manobras com chaves. Os resultados de cálculo são comparados com as respostas simuladas nos programas ATP e PSCAD. Também são apresentadas as formulações para o cálculo de parâmetros da linha de transmissão, considerando o efeito pelicular e a resistividade do solo São avaliadas as respostas no domínio do tempo para diferentes modelos equivalentes de linha de transmissão, obtidos do modelo polo-resíduo com passividade da matriz de admitâncias nodais, sendo empregados: i) transformação do modelo racional para uma representação em espaço de estados, ii) construção de uma rede elétrica equivalente com resistências, indutores e capacitores e iii) representação por meio de um equivalente de Norton. Também é analisado o equivalente de Norton obtido dos modelos polo-resíduo com passividade de uma linha equivalente dobrada nas condições em curto-circuito e circuito-aberto. Foi analisada a solução de redes elétricas no domínio da frequência usando uma formulação nodal e sem a necessidade de ajustes intermediários da matriz de admitâncias nodais. As respostas de tensão e corrente são antitransformadas para o domínio do tempo por meio de diferentes formulações baseadas na transformada inversa de Fourier, levando em conta os métodos que mitigam erros de truncamento e discretização. As seguintes formulações foram avaliadas: i) transformada modificada de Fourier, ii) transformada inversa rápida de Fourier e iii) transformada inversa de Fourier com integração semianalítica. É também apresentado um modelo para linhas de transmissão em paralelo, baseado no domínio modal usando uma matriz de transformação constante, juntamente com a aplicação do método de ajuste Vector Fitting com o objetivo de modelar com precisão o efeito de acoplamento mútuo entre linhas. / In this work different overhead transmission lines models are described and evaluated, considering the frequency dependence of parameters. In general, the models are based on the nodal admittance matrix, with some complementary analysis using the method of characteristics. Cases of open-circuit, short-circuit, line connected to a load and switching maneuvers are tested. The calculation results are compared with the simulated responses obtained with the ATP and PSCAD. The formulations for the transmission line parameters are also presented, taking into account the skin effect and the ground return. The time-domain responses for different transmission line models are evaluated. These models are obtained from the passive pole-residue model of the nodal admittance matrix. The equivalent models are: i) state-space representation, ii) electrical network composed of resistors, inductors and capacitors, iii) the Norton\'s equivalent. In addition, an evaluation is performed for the Norton\'s equivalent obtained from the pole-residue models for the open-circuit and short-circuit conditions of a folded line equivalent. On the other hand, the network is solved completely in frequency-domain using a nodal formulation, without the fitting of the nodal admittance matrix. The voltage and current responses are transformed back to the time-domain by different formulations based on the inverse Fourier transform, taking into account methods to minimize errors by truncation and discretization. The formulations investigated are: i) modified Fourier transform, ii) fast Fourier transform, iii) inverse Fourier transform with semianalytic integration. The model for parallel transmission lines is also evaluated, based on modal domain using a constant transformation matrix and the application of the vector fitting method, with emphasis on accurate representation of mutual coupling effects.

Several existing pricing models of financial derivatives as well as the effects of volatility risk are analyzed. A new option pricing model is proposed which assumes that stock price follows a diffusion process with square-root stochastic volatility. The volatility itself is mean-reverting and driven by both diffusion and compound Poisson process. These assumptions better reflect the randomness and the jumps that are readily apparent when the historical volatility data of any risky asset is graphed. The European option price is modeled by a homogeneous linear second-order partial differential equation with variable coefficients. The case of underlying assets that pay continuous dividends is considered and implemented in the model, which gives the capability of extending the results to American options. An American option price model is derived and given by a non-homogeneous linear second order partial integro-differential equation. Using Fourier and Laplace transforms an exact closed-form solution for the price formula for European call/put options is obtained.

This thesis falls within the field of high resolution Fourier transform spectroscopy of gas phase molecules in the far to near infrared ranges. It is focused on quantitative aspects of gas phase spectroscopy: absolute line intensity measurements. Both stable and unstable molecules, of atmospheric interest, are investigated. With this work, we aim to provide the reference spectroscopic information needed to analyze spectra of planetary atmospheres and improve our understanding of the physical chemistry of these environments. We studied two molecules of atmospheric interest: the 13C16O2 isotopologue of carbon dioxide, which is a stable molecule, and the H16O79Br and H16O81Br isotopologues of hypobromous acid which are short-lived unstable molecules. The work carried out in the 2 and 1.6 µm regions of 13C16O2 falls in the framework of highly precise remote sensing of carbon dioxide in the Earth’s atmosphere, needing more and more accurate reference spectroscopic information. We measured 872 absolute line intensities corresponding to 317 different lines in seven vibration-rotation bands of 13C16O2. These measurements, together with measurements performed in the Laboratoire de Spectrométrie Physique (Université Joseph Fourier, Grenoble, France) led to the improvement of the theoretical description of the spectrum of carbon dioxide, performed in the Laboratory of Theoretical Spectroscopy, (Institute of Atmospheric Optics, Tomsk, Russia). This study is preceeded by a preliminary work on the main isotopologue of carbon dioxide, 12C16O2 in the same spectral regions, aimed to determine the best suited line profile to model the observed line shapes of 13C16O2. HOBr exists only in equilibrium with its decomposition products, like Br2O and H2O. Quantitative spectroscopy on such an unstable molecule therefore implied the use of a specific method to determine the concentration of HOBr in the studied gas sample. Simultaneously, Tunable Diode Laser (TDL) infrared spectra of some lines of the nu2 band and a far infrared Fourier transform spectrum of pure rotation lines of HOBr were recorded. The measured intensities of pure rotation lines together with the permanent electric dipole moment of the molecule were used to determine the partial pressure of HOBr, thus allowing absolute intensities of the lines probed by the TDL to be determined. These infrared absolute line intensities were then used to “calibrate” the relative line intensities in the nu2 band, measured in a Fourier transform spectrum recorded separately. Cette thèse s’inscrit dans le cadre de la spectroscopie è haute résolution de molécules en phase gazeuse dans l’infrarouge proche à lointain. Ce travail se concentre sur les aspects quantitatifs de la spectroscopie en phase gazeuse: la mesure d’intensités absolues. Des molécules d’interêt atmosphérique stables et instables ont été étudiées. Le but de ce travail est de fournir des informations spectroscopiques de référence utiles à l’analyse de spectres d’atmosphères planétaires et, ainsi, améliorer notre compréhension de la physico-chimie de ces environnements. Nous avons étudié deux molécules d’interêt atmosphérique: l’isotopologue 13C16O2 du dioxyde de carbone, qui est une molécule stable, et les isotopologues H16O79Br et H16O81Br de l’acide hypobromeux qui sont des molécules instables. Le travail effectué sur les régions spectrales à 2 et 1.6 µm de 13C16O2 s’inscrit dans le cadre des mesures à distance à très haute précision du dioxyde de carbone présent dans l’atmosphère terrestre. Nous avons mesuré 872 intensités absolues correspondant à 317 raies d’absorption dans sept bandes de vibration-rotation de 13C16O2. Ces mesures, ainsi que celles réalisées au Laboratoire de Spectrométrie Physique (Université Joseph Fourier, Grenoble, France) ont abouti à l’amélioration de la description théorique du spectre du dioxyde de carbone, réalisée au Laboratory of Theoretical Spectroscopy (Institute of Atmospheric Optics, Tomsk, Russie). Cette étude est précédée par un travail préliminaire sur l’isotopologue principal du dioxyde de carbone, 12C16O2 dans les mêmes régions spectrales, visant à déterminer le profil de raie le plus adapté pour modéliser les profils observés de 13C16O2. HOBr existe uniquement en équilibre avec ses produits de décomposition tels que Br2O and H2O. Effectuer des mesures quantitatives pour ce type de molécule instable implique dès lors l’utilisation d’une technique spécifique afin de déterminer la pression partielle de HOBr. Un spectre infrarouge en Diode Laser Accordable (DLA) de quelques raies de la bande nu2 de HOBr et un spectre infrarouge lointain en transformée de Fourier d’un même échantillon gazeux ont été enregistrés simultanément. Les intensités mesurées de raies de rotation pure combinées au moment dipolaire électrique permanent de la molécule ont été utilisées pour déterminer la pression partielle de HOBr, nous permettant ainsi de déterminer les intensités absolues des raies mesurées à l’aide de la DLA. Ces intensit´es absolues ont ensuite été utilisées pour “calibrer” les intensités relatives des raies de la bande nu2, mesurées dans un spectre à transformée de Fourier enregistré séparément.

The Decimator, an SED Systems Ltd. product, is a PCI slot card that performs both time and frequency domain measurements of given input signals. It is essentially a more economical version of a bench spectrum analyzer or oscilloscope, with a PC interface. Several issues limit the speed and accuracy of the results of the Decimator, and the study of these issues is the focus of this thesis. These issues, including but not limited to, are as follows: 1) Imbalances between the received In-phase and Quadrature-phase channels; 2) The FFT and Windowing functions are performed by a microcontroller, but it is desired that they be migrated to an FPGA. While solutions to improve the first issue is being implemented and verified, the second issue is not one of simply reducing a source of error. The second issue requires a cost-benefit analysis on the migration of these signal processing algorithms from an ARM microcontroller to a Xilinx FPGA.

This thesis describes an investigation of the molecular mechanism underlying solar conversion processes that occur in Type I photosynthetic reaction centers, in which P700 plays a central role. Static Fourier transform infrared (FTIR) difference spectroscopy (DS) was used to probe the electronic and structural organization of P700 and P700+. In combination with isotope labeling and site directed mutagenesis we have investigated how protein interactions such as histidine ligation and hydrogen bonding modulate this organization. Comparison of (P700+-P700) FTIR difference spectra (DS) obtained using wild type and mutant PS I led us to suggest that the 131 keto carbonyl group of PA is essentially free from hydrogen bonding in the ground state. Upon cation formation, this hydrogen bonding becomes stronger, probably because of a cation induced reorientation of the hydroxyl group of a nearby threonine residue. We also tentatively suggested that a difference band at 1639(-)/1660(+) cm-1 in (P700+-P700) FTIR DS might be due to a C=C mode of the imidazole side chain of the ligating histidine residues. Most of this thesis is geared towards investigating the validity of this interpretation. (P700+-P700) FTIR DS obtained using mutant PS I particles in which hydrogen bonding to P700 is altered can be reconciled within the context of our new interpretation. (P700+-P700) FTIR DS obtained using uniformly 2H, 15N, and 13C labeled PS I particles also support our new interpretation, and indicate that the difference band at 1639(-)/ 1660(+) cm-1 cannot be associated with a strongly hydrogen bonded keto carbonyl group of PA. To investigate if the imidazole side-chain of ligating histidine residues could contribute to bands in (P700+-P700) FTIR DS vibrational mode frequencies and intensities for several protonation forms of 4-methylimidazole were calculated. The calculations suggest that the 1639(-)/1660(+) cm-1 band in (P700+-P700) FTIR DS may not be due to a C=C mode of the imidazole side chain of the ligating histidine residues. Thus we have produced data that suggests neither of the proposed interpretations alone can adequately explain the origin of the 1639(-)/1660(+) cm-1 difference band in (P700+-P700) FTIR DS. The origin of the 1639(-)/1660(+) cm-1 difference band in (P700+-P700) FTIR DS is therefore still an open question.

This paper analyzes two main frameworks that challenge the “mainstream” finance theory and the random walk hypothesis. The first framework is based on investor irrationality and is called Behavioural Finance. The second framework views the financial market as a chaotic system and is called Fractal Theory of a financial market. Behavioural Finance attacks the assumption of investor rationality, thus challenging the conventional finance theories on the micro level. Fractal Theory challenges the EMH and the “macroeconomics” of finance. This paper presents a step towards unifying the frameworks of Behavioural Finance and Fractal Theory. After a review of the relevant literature, a model of the financial market is suggested that rests on the predictions of both Behavioural Finance and Fractal Theory. As a next step, a mathematical algorithm is described that allows to test the financial market for consistency with the presented model. The mathematical algorithm is applied to 10 years of daily S&P500 price quotes, and consistent statistical evidence shows that the predicted fractal pattern reveals itself in the S&P500 prices. The new model outperforms the random walk in out-of-sample forecasting.

The Decimator, an SED Systems Ltd. product, is a PCI slot card that performs both time and frequency domain measurements of given input signals. It is essentially a more economical version of a bench spectrum analyzer or oscilloscope, with a PC interface. Several issues limit the speed and accuracy of the results of the Decimator, and the study of these issues is the focus of this thesis. These issues, including but not limited to, are as follows: 1) Imbalances between the received In-phase and Quadrature-phase channels; 2) The FFT and Windowing functions are performed by a microcontroller, but it is desired that they be migrated to an FPGA. While solutions to improve the first issue is being implemented and verified, the second issue is not one of simply reducing a source of error. The second issue requires a cost-benefit analysis on the migration of these signal processing algorithms from an ARM microcontroller to a Xilinx FPGA.

We present a MPI based software library for computing the fast Fourier transforms on massively parallel, distributed memory architectures. Similar to established transpose FFT algorithms, we propose a parallel FFT framework that is based on a combination of local FFTs, local data permutations and global data transpositions. This framework can be generalized to arbitrary multi-dimensional data and process meshes. All performance relevant building blocks can be implemented with the help of the FFTW software library. Therefore, our library offers great flexibility and portable performance. Likewise FFTW, we are able to compute FFTs of complex data, real data and even- or odd-symmetric real data. All the transforms can be performed completely in place. Furthermore, we propose an algorithm to calculate pruned FFTs more efficiently on distributed memory architectures. For example, we provide performance measurements of FFTs of size 512^3 and 1024^3 up to 262144 cores on a BlueGene/P architecture.