Airborne angle-only geolocalization is the localization of objects on ground level from airborne vehicles (AV) using bearing measurements, namely azimuth and elevation. This thesis aims to introduce elevation data of the terrain to the airborne angle-only geolocalization problem and to demonstrate that it could be applicable for localization of jammers. Jammers are often used for deliberate interference with malicious intent which could interfere with the positioning system of a vehicle. It is important to locate the jammers to either avoid them or to remove them.    Three localization methods, i.e. the nonlinear least squares (NLS), the extended Kalman filter (EKF) and the unscented Kalman filter (UKF), are implemented and tested on simulated data. The methods are also compared to the theoretical lower bound, the Cramér-Rao Lower Bound (CRLB), to see if there is an efficient estimator. The simulated data are different scenarios where the number of AVs, the relative flight path of the AVs and the knowledge of the terrain can differ. Using the knowledge of the terrain elevation, the methods give more consistent localization than without it. Without elevation data, the localization relies on good geometry of the problem, i.e. the relative flight path of the AVs, while the geometry is not as critical when elevation data is available. However, the elevation data does not always improve the localization for certain geometries.    There is no method that is clearly better than the others when elevation data is used. The methods’ performances are very similar and they all converge to the CRLB but that could also be an advantage. This makes the usage of elevation data not restricted to a certain method and it leaves more up to the implementer which method they prefer.

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This project is associated with statistical methods to find the unknown parameters of a model. It is the statistical investigation of the algorithm with respect to accuracy (the Cramer-Rao bound and L-curve technique) and optimization of the algorithmic parameters. This project aims to estimate the true temperature (final temperature) of a certain liquid in a container by using initial measurements (readings) from a temperature probe with a known time constant. Basically, the final temperature of the liquid was estimated, before the probe reached its final reading. The probe obeys a simple first-order differential equation model. Based on the model of the probe and the measurement data the estimate was calculated of the ’true’ temperature in the container by using a maximum likelihood approach to parameter estimation.  The initial temperature was also investigated. Modelling, analysis, calculations, and simulations of this problem were explored.

Dans cette thèse, je fournis une évaluation empirique des relations entre les principales variables macroéconomiques qui animent le cycle économique. Nous traitons dans chacun des trois chapitres une question empirique en utilisant une approche économétrique bayésienne. Dans le premier chapitre nous étudions la contribution conditionnelle des taux de transition du marché du travail (le taux de retour en emploi et le taux de séparation). La littérature n'est pas parvenue à un consensus sur lequel des taux dominent la dynamique du marché du travail. Alors que Blanchard et Diamond (1990) ont conclu que la baisse de l'emploi en période de récession résulte d'un taux de séparation plus élevé, Shimer (2012), ainsi que Hall (2005), expliquent que les variations du chômage sont principalement expliqués par la variation du taux de retour en emploi. Notre résultat, obtenu grâce à une estimation d'un modèle VAR structurel, montre que l'importance de chaque taux de transition dépend des chocs qui ont frappé le marché du travail et de l'importance des institutions du marché du travail. Dans le second chapitre, nous évaluons l'impact de la réforme du marché du travail réalisée par le Président des États-Unis H. Hoover au début de la Grande Dépression. Nous montrons que ces politiques ont permis à l'économie américaine d'échapper à une grande spirale déflationniste. L'estimation d'un modèle DSGE à l'échelle agrégée, nous permet de comparer deux effets opposés que ces politiques impliquent : effet négatif dû à une baisse de l'emploi et l'effet positif dû aux anticipations inflationnistes qui sont expansionnistes quand l'économie est dans la trappe à liquidité. Les résultats dépendent de la règle de politique monétaire que nous supposons : le principe de Taylor ou le ciblage du niveau de prix. Le troisième chapitre est consacré à la relation entre le taux d'intérêt réel et l'activité économique qui dépend du nombre des participants aux marchés financiers. En utilisant un modèle DSGE et en permettant à la proportion de ces agents d'être stochastiques en suivant une chaîne de Markov, nous identifions les périodes historiques où la proportion était assez faible pour inverser la courbe IS. Pour le cas des États-Unis, nous montrons que cette relation est positive pendant la période de la Grande Inflation et pendant une courte période au début de la Grande Récession. Dans l'union européenne, la proportion de non­-participants a été augmentée pendant les années 2009-2015 mais seulement pour amplifier la corrélation négative entre le taux d'intérêt réel et la croissance de la production. / In this thesis I provide an empirical assessment of the relations between the main macroeconomic variables that drive the Business Cycle. We treat the empirical question that arises in each chapter using Bayesian estimation. In the first chapter we investigate conditional contribution of the labor market transition rates (the job finding rate and the separation rate) to unemployment. The literature did not have a consensus on which rate dominates in explaining the labor market dynamics. While Blanchard and Diamond (1990) concluded that the fall in employment during slumps resulted from a higher separation rate, Shimer (2012), as well as Hall (2005), explain unemployment variations by mainly the job finding rate. Our result, obtained through an estimation of a structural VAR model, shows that the importance of the transition rated depends on the shocks that hit an economy and hence the importance of the labor market institutions. In the second chapter, we assess the impact of the labor market reform of the US president H. Hoover implemented at the beginning of the Great Depression. We show that these policies prevented the US economy to enter a big deflationary spiral. Estimating a medium scale DSGE model, we also compare two opposite effects these policies lead to: negative effect through a fall in employment and positive effect though inflationary expectations which are expansionary when monetary policy is irresponsive to the rise in prices. The results depend on the monetary policy rule we assume: The Taylor principle or price level targeting. The third chapter is devoted to the relation between the real interest rate and the economic activity which depends on the number of asset market participants. Using a DSGE model and allowing to the proportion of these agents to be stochastic and to follow a Markov chain, we identify the historical sub-periods where this proportion was low enough to reverse the IS curve. For the US case, we report the studied relation to be positive during the Great Inflation period and for a short period at the edge of the Great Recession. In the EA, the proportion of non-participants has been increased during 2009-2015, but only to amplify the negative correlation between the real interest rate and output growth.

This thesis presents three papers within the field of dynamic macroeconomics. The first paper, entitled “Medium-frequency cycles and the remarkable near trend-stationarity of output”, presents a dynamic stochastic general equilibrium model with endogenous growth, capable of reconciling the observed large medium-frequency fluctuations in output, with its long run (near) trend-stationarity. This requires a model in which standard business cycle shocks lead to highly persistent movements around trend, without significantly altering the trend itself. The robustness of the trend also requires that scale effects are eliminated both in the long and short runs. In an estimated version of the model, a financial-type shock to the stock of ideas emerges as the key driver of the medium frequency cycle. The second paper, entitled “Learning from learners”, is an intervention into two long running debates: the first, on whether learnability may be used to rule out explosive paths for inflation in New Keynesian models, and the second, into whether Taylor rule parameters may be identified from observing the data. We find that in an economy populated with traditional macroeconomic learners, Taylor rule parameters can always be identified by sophisticated econometric techniques. Furthermore, when all agents in the economy use such sophisticated techniques, stationary sunspot solutions are readily learnable, and there is no guarantee of convergence to a stationary solution even in the “determinate” case. This implies that learnability cannot be used for equilibrium selection. Finally, in the third paper, “Efficient simulation of DSGE models with inequality constraints” (joint with Michael Paetz), we present a new algorithm for the simulation of models subject to inequality constraints, such as the zero lower bound on nominal interest rates. Our algorithm is shown to deliver higher accuracy than all other non-global algorithms, and leading speed. We go on to provide a number of applications of our algorithm.

Diese Doktorarbeit besteht aus drei Aufsätzen, in welchen die Reaktion von Finanzinstitutionen auf Geldpolitik analysiert wird. In dem ersten Aufsatz finde ich anhand eines Bayesian VAR, dass eine Erhöhung des Leitzinses zu einer zusätzlichen Kreditvergabe in Nichtbanken (NBFI) führt. Banken verleihen wie bereits bekannt weniger. Der Grund für die gegensätzliche Bewegung liegt in der unterschiedliche Art der Finanzierung. Dieser Befund legt nahe, dass die Existenz von NBFI die Volatilität der aggregierten Kreditvergabe zu geldpolitischen Schocks verringern könnte. Zusätzlich bietet die Analyse einen Erklärungsansatz für die Beobachtung, dass sich die Kreditvergabe seit der Finanzkrise stockend entwickelt hat. Im zweiten Aufsatz knüpfe ich an diese empirische Untersuchung an, indem ich ein theoretisches Modell mit unterschiedlichen Arten von Firmenfinanzierung entwerfe. Haushalte müssen sich zwischen festverzinsichlichen und erfolgsbedingten Sparmöglichkeiten entscheiden. Auf Grundlage des Modells von Bernanke, Gertler und Gilchrist (1999) mikrofundiere ich die Entscheidung über Unternehmensgründung in Form von Eigenkapitalinvestitionen. Im dritten Aufsatz entwickele ich ein geschätztes DSGE Modell mit Finanzierungsfriktionen, welches in der Lage ist, die empirischen Ergebnisse zu replizieren. Ich untersuche, wie sich die Regulierung von Schattenbanken auf eine Volkswirtschaft am ZLB auswirkt. Konsumvolatilität wird reduziert, wenn Schattenbankenkredite stattdessen von Banken vergeben werden. Alternativ dazu führt die Behandlung von Schattenbanken wie Investment Fonds dazu, dass eine Volkswirtschaft am ZLB eine mildere Rezession und einen schnelleren Austritt erlebt. Der Grund liegt darin, dass ein Nachfrageschock, der die Volkswirtschaft zum ZLB bringt, eine Reaktion hervorruft, die vergleichbar mit geldpolitischen Schocks ist, da am ZLB keine Möglichkeit der Leitzinsverringerung besteht. / This thesis consists of three essays that analyze the reaction of financial institutions to monetary policy. In the first essay, I use a Bayesian VAR to show that an increase in the monetary policy rate raises credit intermediation by non-bank financial institutions (NBFI). As is well known, credit intermediation by banks is reduced. The movement in opposite directions is explained by the difference in funding. This finding suggests that the existence of NBFI may decrease aggregate volatility following monetary policy shocks. Following this evidence, I construct a theoretical model that includes different types of funding in the second essay. Households face a savings choice between state contingent (equity) and non-state contingent (debt) assets. I use the financial accelerator model of Bernanke, Gertler and Gilchrist (1999) as a basis and microfound the decision by which new net worth in entrepreneurs is created. A Bayesian estimation suggests a change in the survival rate of entrepreneurs, affecting impulse responses. The analysis suggests that models that use the financial accelerator should include endogenous firm entry if variables regarding household portfolios or shocks directly affecting firm net worth are considered. In the third essay, I develop an estimated monetary DSGE model with funding market frictions that is able to replicate the empirical facts. In a counterfactual exercise I study how the regulation of shadow banks affects an economy at the ZLB. Consumption volatility is reduced when shadow bank assets are directly held by commercial banks. Alternatively, regulating shadow banks like investment funds results in a milder recession during, and a quicker escape from, the ZLB. The reason is that a recessionary demand shock that moves the economy to the ZLB has similar effects to a monetary tightening due to the inability to reduce the policy rate below zero.

Gegenstand dieser Dissertation ist die Rolle fiskalischen Stresses auf die Größe des Staatsausgabenmultiplikators. Hierbei werden zuerst die Folgen von empirisch identifizierten Staatsausgabenschocks in Italien untersucht. Dies geschieht sowohl in einem Zustand mit hohen Risikospreads auf Staatsanleihen, als auch in einem Zustand mit niedrigen Risikospreads. Das Resultat ist, dass kumulative Multiplikatoren kleiner sind, wenn das Ausfallrisiko von Staatsanleihen hoch ist. Zweitens erklärt die Dissertation dieses empirische Resultat im Rahmen eines DSGE Models. Im Model verdrängt ein Anstieg der Staatsausgaben private Investitionen. Der Verdrängungseffekt wird durch fragile Banken und die Rolle aggregierten Risikos ausreichend verstärkt, so dass fiskalischer Stress zu sehr kleinen oder sogar negativen Multiplikatoren führen kann. Zuletzt untersuche ich die Rolle fiskalischen Stresses auf den Staatsausgabenmultiplikator unter der Nebenbedingung, dass die nominale Zinsuntergrenze bei null bindet. In diesem Szenario kann sich der Effekt fiskalischen Stresses ins Gegenteil verkehren und der Staatsausgabenmultiplikator groß werden. / This thesis examines the role of fiscal stress on the size of the government spending multiplier. First, it explores the dynamic consequences of empirically identified government spending shocks in Italy in a regime with high sovereign bond yield spreads and a regime with low spreads. It finds that cumulative multipliers are lower when sovereign risk spreads are high. Secondly, the thesis explains the empirical result of small government spending multipliers in times of high levels of fiscal stress in the context of a DSGE Model. In this model, an increase in government spending crowds out private investment. A fragile banking sector and aggregate risk amplify the crowding out of investment sufficiently to imply small multipliers in the presence of fiscal stress. Finally, I analyze the role of fiscal stress on the multiplier, when the economy is at the zero lower bound for nominal interest rates and find that in this scenario, the effect of fiscal stress is reversed and the government spending multiplier is large.

Embarqué sous le radôme du missile, les autodirecteurs existants utilisent une rotation mécanique du plan d’antenne pour balayer le faisceau en direction d’une cible. Les recherches actuelles examinent le remplacement des composantes mécaniques de rotation de l’antenne par un nouveau réseau d’antennes 3D conformes à balayage électronique. Les antennes 3D conformes pourraient offrir des avantages significatifs, tels qu’un balayage plus rapide et une meilleure couverture angulaire mais qui pourraient aussi offrir de nouveaux challenges résultant d’un diagramme de rayonnement plus complexes en 3D qu’en 2D. Le nouvel autodirecteur s’affranchit du système mécanique de rotation ce qui libère de l’espace pour le design d’une nouvelle antenne 3D conforme. Pour tirer le meilleur parti de cet espace, différentes formes de réseaux sont étudiées, ainsi l’impact de la position, de l’orientation et de la conformation des éléments est établi sur les performances de l’antenne, en termes de directivité, ellipticité et de polarisation. Pour faciliter cette étude de réseaux 3D conformes, un programme Matlab a été développé, il permet de générer rapidement le diagramme de rayonnement en polarisation d’un réseau donné dans toutes les directions. L’une des tâches de l’autodirecteur consiste à estimer la position d’une cible donnée afin de corriger la trajectoire du missile. Ainsi, l’impact de la forme du réseau sur l’erreur entre la direction d’arrivée mesurée de l’écho de la cible et sa vraie valeur est analysé. La borne inférieure de Cramer-Rao est utilisée pour calculer l’erreur minimum théorique. Ce modèle suppose que chaque élément est alimenté séparément et permet ainsi d’évaluer le potentiel des réseaux 3D conformes actifs.Finalement, l’estimateur du monopulse en phase est étudié pour des réseaux 3D conformes dont les quadrants n’auraient pas les mêmes caractéristiques. Un nouvel estimateur, plus adapté à des quadrants non identiques, est aussi proposé. / Embedded below the radome of a missile, existing RF-seekers use a mechanical rotating antenna to steer the radiating beam in the direction of a target. Latest research is looking at replacing the mechanical antenna components of the RF-seeker with a novel 3D conformal antenna array that can steer the beam electronically. 3D antennas may offer significant advantages, such as faster beam steering and better coverage but, at the same time, introduce new challenges resulting from a much more complex radiation pattern than that of 2D antennas. Thanks to the mechanical system removal, the new RF-seeker has a wider available space for the design of a new 3D conformal antenna. To take best benefits of this space, different array shapes are studied, hence the impact of the position, orientation and conformation of the elements is assessed on the antenna performance in terms of directivity, ellipticity and polarisation. To facilitate this study of 3D conformal arrays, a Matlab program has been developed to compute the polarisation pattern of a given array in all directions. One of the task of the RF-seeker consists in estimating the position of a given target to correct the missile trajectory accordingly. Thus, the impact of the array shape on the error between the measured direction of arrival of the target echo and its true value is addressed. The Cramer-Rao lower bound is used to evaluate the theoretical minimum error. The model assumes that each element receives independently and allows therefore to analyse the potential of active 3D conformal arrays. Finally, the phase monopulse estimator is studied for 3Dconformal arrays whose quadrants do not have the same characteristics. A new estimator more adapted to non-identical quadrants is also proposed.

Cognitive radio is a recent novel approach for the realization of intelligent and sophisticated wireless systems. Although the research and development on cognitive radio is still in the stage of infancy, there are significant interests and efforts towards realization of cognitive radio. Cognitive radio systems are envisioned to support context awareness and related systems. The context can be spectrum, environment, location, waveform, power and other radio resources. Significant amount of the studies related to cognitive radio in the literature focuses on the spectrum awareness since it is one of the most crucial features of cognitive radio systems. However, the rest of the features of cognitive radio such as location and environment awareness have not been investigated thoroughly. For instance, location aware systems are widespread and the demand for more advanced ones are growing. Therefore, the main objective of this dissertation is to develop an underlying location awareness architecture for cognitive radio systems, which is described as location awareness engine, in order to support goal driven and autonomous location aware systems. A cognitive radio conceptual model with location awareness engine and cycle is developed by inspiring from the location awareness features of human being and bat echolocation systems. Additionally, the functionalities of the engine are identified and presented. Upon providing the functionalities of location awareness engine, the focus is given to the development of cognitive positioning systems. Furthermore, range accuracy adaptation, which is a cognitive behavior of bats, is developed for cognitive positioning systems. In what follows, two main approaches are investigated in order to improve the performance of range accuracy adaptation method. The first approach is based on idea of improving the spectrum availability through hybrid underlay and overlay dynamic spectrum access method. On the other hand, the second approach emphasizes on spectrum utilization, where we study performance of range accuracy adaptation from both theoretical and practical perspectives considering whole spectrum utilization approach. Furthermore, we introduced a new spectrum utilization technique that is referred as dispersed spectrum utilization. The performance analysis of dispersed spectrum utilization approach is studied considering time delay estimation problem in cognitive positioning systems. Afterward, the performance of whole and dispersed spectrum utilization approaches are compared in the context of cognitive positioning systems. Finally, some representative advanced location aware systems for cognitive radio networks are presented in order to demonstrate some potential applications of the proposed location awareness engine in cognitive radio systems.