The diploma thesis deals with an increasing demand for real estate loans, which support the increase of prices on the housing market. As a consequence of this, systemic risk grows, which causes that financial stability is unstable. By means of regressive analysis of panel data we try to find out the efficacy of macro-prudential tolls on increasing demand for real estate loans. Increase of real estate loans was chosen as a described factor, as well as macro-prudential tools and macro-economic indicators. The analysed data in the research come from the first quarter of 2006 until the fourth quarter of 2017. Time series are covered quar-terly. Eight countries of the European union were chosen as a sample for the analysis.

La surveillance des systèmes industriels et/ou embarqués constitue une préoccupation majeure en raison de l’accroissement de leur complexité et des exigences sur le respect des profilsde mission. La détection d’anomalies tient une place centrale dans ce contexte. Fondamentalement,les procédures de détection à base de modèles consistent à comparer le fonctionnement réel dusystème avec un fonctionnement de référence établi à l’aide d’un modèle sans défaut. Cependant,les systèmes à surveiller présentent souvent des dynamiques non linéaires et difficiles à caractériserde manière exacte. L’approche retenue dans cette thèse consiste à englober leur influencepar des incertitudes bornées. La propagation de ces incertitudes permet l’évaluation de seuils dedécision visant à assurer le meilleur compromis possible entre sensibilité aux défauts et robustesseaux perturbations tout en préservant une complexité algorithmique raisonnable. Pour cela, unepart importante du travail porte sur l’extension des classes de modèles dynamiques à incertitudesbornées pour lesquels des observateurs intervalles peuvent être obtenus avec les preuves d’inclusionet de stabilité associées. En s’appuyant sur des changements de coordonnées variant dans letemps, des dynamiques LTI, LPV et LTV sont considérées graduellement pour déboucher sur desclasses de dynamiques Non Linéaires à Incertitudes Bornées continues (NL-IB). Une transformationdes modèles NL-IB en modèles LPV-IB a été utilisée. Une première étude sur les non-linéaritésd’une dynamique de vol longitudinal est présentée. Un axe de travail complémentaire porte surune caractérisation explicite de la variabilité (comportement aléatoire) du bruit de mesure dansun contexte à erreurs bornées. En combinant cette approche à base de données avec celle à basede modèle utilisant un prédicteur intervalle, une méthode prometteuse permettant la détection dedéfauts relatifs à la position d’une surface de contrôle d’un avion est proposée. Une étude portenotamment sur la détection du blocage et de l’embarquement d’une gouverne de profondeur. / The monitoring of industrial and/or embedded systems is a major concern accordingto their increasing complexity and requirements to respect the mission profiles. Detection of anomaliesplays a key role in this context. Fundamentally, model-based detection procedures consist incomparing the true operation of the system with a reference established using a fault-free model.However, the monitored systems often feature nonlinear dynamics which are difficult to be exactlycharacterized. The approach considered in this thesis is to enclose their influence through boundeduncertainties. The propagation of these uncertainties allows the evaluation of thresholds aimingat ensuring a good trade-off between sensitivity to faults and robustness with respect to disturbanceswhile maintaining a reasonable computational complexity. To that purpose, an importantpart of the work adresses the extension of classes of dynamic models with bounded uncertaintiesso that interval observers can be obtained with the related inclusion and stability proofs. Based ona time-varying change of coordinates, LTI, LPV and LTV dynamics are gradually considered tofinally deal with some classes classes of nonlinear continuous dynamics with bounded uncertainties.A transformation of such nonlinear models into LPV models with bounded uncertainties has beenused. A first study on nonlinearities involved in longitudinal flight dynamics is presented. A complementarywork deals with an explicit characterization of measurement noise variability (randombehavior of noise within measurement) in a bounded error context. Combining this data-drivenapproach with a model-driven one using an interval predictor, a promising method for the detectionof faults related to the position of aircraft control surfaces is proposed. In this context, specialattention has been paid to the detection of runaway and jamming of an elevator.

This thesis, motivated by my reflections about the failings of monetary policy implementation as a cause of the sub-prime crisis, attempts to answer the following inquiries: (i) whether interest rates have played a major role in generating the house price fluctuations in the U.S., (ii) what are the effects of accommodative monetary policy on the economy given banks' excessive risk-taking, and (iii) whether an optimal monetary policy rule can be found for curbing credit-driven economic volatilities in the model economy with unconventional transmission channels operating. By using a decomposition technique and regression analysis, it can be shown that short-term interest rates exert the most potent influence on the evolution of the volatile components of housing prices. One possible explanation for this is that low policy rates for a prolonged period tend to encourage bankers to take on more risk in lending. This transmission channel, labelled as the risk-taking channel, accounts for the gap to some extent between the forecast and the actual impact of monetary policy on the housing market and the overall economy. A looser monetary policy stance can also shift the preference of economic agents toward housing as theoretically and empirically corroborated in the context of choice between durable and nondurable goods. This transmission route is termed the preference channel. If these two channels are operative in the economy, policy makers need to react aggressively to rapid credit growth in order to stabilize the paths of housing prices and output. These findings provide meaningful implications for monetary policy implementation. First of all, central bankers should strive to identify in a timely fashion newly emerging and state-dependent transmission channels of monetary policy, and accurately assess the impact of policy decisions transmitted through these channels. Secondly, the intervention of central banks in the credit or housing market by adjusting policy rates can be optimal, relative to inaction, in circumstances where banks' risk-taking and the preference for housing are overly exuberant.

La commande de systèmes physiques s'avère être une tâche difficile en général. En fonction du modèle choisi, les outils mathématiques pour l'analyse et la conception de lois de commande peuvent changés. Pour les systèmes décrits par une représentation entrée-sortie, type transfert, ou par une équation de type état, les principales informations exploitées lors de la phase d'analyse concerne la structure interne du modèle (structure finie) et la structure externe (structure à l'infini) qui permettent avant la phase de synthèse de connaître, sur le modèle en boucle ouverte, les propriétés des lois de commande envisagées ainsi que les propriétés du système piloté (stabilité...).Le travail porte principalement sur l'étude des zéros invariants des systèmes physiques représentés par bond graph, en particulier dans un contexte de modèle type LTV. L'approche algébrique est essentielle dans ce contexte car même si les aspects graphiques restent très proches du cas linéaire classique, l'extension aux modèles LTV reste très complexe d'un point de vue mathématique, en particulier pour le calcul de racines de polynômes. De nouvelles techniques d'analyse des zéros invariants utilisant conjointement l'approche bond graph (exploitation de la causalité) et l'approche algébriques ont permis de mettre en perspective certains modules associés à ces zéros invariants et de clarifier le problème d'annulation des grandeurs de sortie. L'application aux problèmes d'observateurs à entrées inconnues a permis d'illustrer nos propos sur des exemples physiques, avec certaines extensions, problèmes pour lesquels les zéros invariants apparaissent aussi comme éléments essentiels.

Diploma thesis focus on the regulation of consumer housing loans market. Based on the analysis of the consumer housing loans market in the European Un-ion, the main regulations and factors affecting this market are identified. Panel data analysis is available to determine the effects of regulation and factors on mortgage lending. The explained variable is the growth of mortgage loans. The explanatory variables are macroeconomic factors and macroprudential policy in-struments. Results showing effects of macro-prudential instruments on the con-sumer housing loans market.

Driving safety has been an issue of great concern in the United States throughout the years. According to the National Center for Statistics and Analysis (NCSA), in 2003 alone, there were 6,267,000 crashes in the U.S. from which 1,915,000 were injury crashes, including 38,764 fatal crashes and 43,220 human casualties. The U.S. Department of Transportation spends millions of dollars every year on research that aims to improve roadway safety and decrease the number of traffic collisions. In spring 2002, the Center for Advanced Traffic System Simulation (CATSS), at the University of Central Florida, acquired a sophisticated reconfigurable driving simulator. This simulator, which consists of a late model truck cab, or passenger vehicle cab, mounted on a motion base capable of operation with six degrees of freedom, is a great tool for traffic studies. Two applications of the simulator are to study the contribution of Light Truck Vehicles (LTVs) to potential rear-end collisions, the most common type of crashes, which account for about a third of the U.S. traffic crashes, and the involvement of Larger Size Vehicles (LSVs) in red light running. LTVs can obstruct horizontal visibility for the following car driver and has been a major issue, especially at unsignalized intersections. The sudden stop of an LTV, in the shadow of the blindness of the succeeding car driver, may deprive the following vehicle of a sufficient response time, leading to high probability of a rear-end collision. As for LSVs, they can obstruct the vertical visibility of the traffic light for the succeeding car driver on signalized intersection producing a potential red light running for the latter. Two sub-scenarios were developed in the UCF driving simulator for each the vertical and horizontal visibility blockage scenarios. The first sub-scenario is the base sub-scenario for both scenarios, where the simulator car follows a passenger car, and the second sub-scenario is the test sub-scenario, where the simulator car follows an LTV for the horizontal visibility blockage scenario and an LSV for the vertical visibility blockage scenario. A suggested solution for the vertical visibility blockage of the traffic light problem that consisted of adding a traffic signal pole on the right side of the road was also designed in the driving simulator. The results showed that LTVs produce more rear-end collisions at unsignalized intersections due to the horizontal visibility blockage and following car drivers' behavior. The results also showed that LSVs contribute significantly to red light running on signalized intersections and that the addition of a traffic signal pole on the right side of the road reduces the red light running probability.

An Over-Actuated (OA) vehicle is a system that presents more control variables than degrees of freedom. Therefore, more than one configuration of the control input can drive the system to a desired state in the state space, and this redundancy can be exploited to fulfill other tasks or solve further problems. In particular, nowadays, challenges concerning electric vehicles regarding their autonomy and solutions to reduce energy consumption are becoming more and more attractive. OA vehicles, on this problem, offer the possibility of using the redundancy to choose the control input, among possible ones, so as to minimize energy consumption. In this regard, the research objective is to investigate different techniques to control in real-time an over-actuated autonomous driving vehicle to guarantee trajectory following and stability with the aim of minimizing energy consumption. The research project focuses on a vehicle able to drive and steer the four wheels (4WD, 4WS) independently. This work extends the contribution of previous theoretical energy-based research developed and provides a control algorithm that must work in real-time on a prototype vehicle (RCV-E) developed at the Integrated Transport Research Lab (ITRL) within KTH with the over-actuation investigated. To this end, the control algorithm has to balance the complexity of a multi-input system, the optimal allocation objectives, and the agility to run in real-time on the MicroAutoBox II - dSPACE system mounted on the vehicle. The solution proposed is a two-level controller which handles separately high and low-rate dynamics with an adequate level of complexity. The upper level is responsible for trajectory following and energy minimization. The allocation problem is solved in two steps. A Linear Time-Varying Model Predictive Controller (LTV-MPC) solves the trajectory-following problem and allocates the forces at the wheels considering the wheel energy losses due to longitudinal and lateral sliding. The second step re-allocates the longitudinal forces between the front and rear axles by considering each side of the vehicle independently to minimize energy loss in the motors. The lower level is responsible for transforming the forces at the wheels into torques and steering angles; it runs at a faster rate than the upper level to account for the high-frequency dynamics of the wheels. Last, the overall control strategy is tested in simulation concerning the trajectory-following and energy minimization performance. The real-time performance are assessed on MircoAutoBox II, the control interface used on the RCV-E. / Ett fordon med olika grad av över-aktuering är ett system som har fler kontrollvariabler än frihetsgrader. Därför kan mer än en konfiguration av styrinmatningen driva systemet till ett önskat tillstånd i tillståndsrummet, och denna redundans kan utnyttjas för att utföra andra uppgifter eller lösa andra problem. I synnerhet blir det i dag allt mer attraktivt med utmaningar som rör elfordon när det gäller deras självklörande drift och lösningar för att minska energiförbrukningen. Överaktuerat fordon ger möjlighet att använda redundansen för att välja en av de möjliga styrinmatningarna för att minimera energiförbrukningen. Forskningsmålet är att undersöka olika tekniker för att i realtid styra ett självkörande fordon som är överaktuerat för att garantera banföljning och stabilitet i syfte att minimera energiförbrukningen. Forskningsprojektet är inriktat på ett fordon som kan köra och styra de fyra hjulen (4WD, 4WS) självständigt. Detta arbete utökar bidraget från den tidigare teoretisk energi-baserade forskning som utvecklats genom att tillhandahålla en regleralgoritm som måste fungera i realtid på ett prototypfordon (RCV-E) som utvecklats vid ITRL inom KTH med den undersökta överaktueringen. I detta syfte måste regleralgoritmen balansera komplexiteten hos ett system med flera ingångar, målen för optimal tilldelning och smidigheten samt att fungera i realtid på MicroAutoBox II - dSPACE-systemet som är monterat på fordonet. Den föreslagna lösningen är en tvåstegsstyrning som hanterar dynamiken med hög och låg hastighet separat med en lämplig komplexitetsnivå. Den övre nivån ansvarar för banföljning och energiminimering. Tilldelningsproblemet löses i två steg. En LTV-MPC löser banföljningsproblemet och fördelar krafterna på hjulen med hänsyn till energiförlusterna på hjulen på grund av longitudinell och lateral glidning. I det andra steget omfördelas de längsgående krafterna mellan fram- och bakaxlarna genom att varje fordonssida beaktas oberoende av varandra för att minimera energiförlusterna i motorerna. Den lägre nivån ansvarar för att omvandla krafterna vid hjulen till vridmoment och styrvinklar; den körs i snabbare takt än den övre nivån för att ta hänsyn till hjulens högfrekventa dynamik. Slutligen testas den övergripande reglerstrategin i simulering med avseende på banföljning och energiminimering, och därefter på MircoAutoBox II monterad på RCV-E för att bedöma realtidsprestanda. / Un veicolo sovra-attuato è un sistema che presenta più variabili di controllo che gradi di libertà. Pertanto, più di una configurazione dell’ingresso di controllo può portare il sistema a uno stato desiderato nello spazio degli stati e questa ridondanza può essere sfruttata per svolgere altri compiti o risolvere ulteriori problemi. In particolare, al giorno d’oggi le sfide relative ai veicoli elettrici per quanto riguarda la loro autonomia e le soluzioni per ridurre il consumo energetico stanno diventando sempre più interessanti. I veicoli sovra-attuati, riguardo a questo problema, offrono la possibilità di utilizzare la ridondanza per scegliere l’ingresso di controllo, tra quelli possibili, che minimizza i consumi energetici. A questo proposito, l’obiettivo della ricerca è studiare diverse tecniche per controllare, in tempo reale, un veicolo a guida autonoma sovra-attuato per garantire l’inseguimento della traiettoria e la stabilità con l’obiettivo di minimizzare il consumo energetico. Questo studio si concentra su un veicolo in grado di guidare e sterzare le quattro ruote (4WD, 4WS) in modo indipendente, ed estende il contributo delle precedenti ricerche teoriche fornendo un algoritmo di controllo che deve funzionare in tempo reale su un prototipo di veicolo (RCV-E) sviluppato presso l’ITRL all’interno del KTH, che presenta la sovra-attuazione studiata. A tal fine, l’algoritmo di controllo deve bilanciare la complessità di un sistema a più ingressi, gli obiettivi di allocazione dell’azione di controllo ottimale e l’agilità di funzionamento in tempo reale sul sistema MicroAutoBox II - dSPACE montato sul veicolo. La soluzione proposta è un controllore a due livelli che gestisce separatamente le dinamiche ad alta e bassa frequenza. Il livello superiore è responsabile dell’inseguimento della traiettoria e della minimizzazione dell’energia. Il problema di allocazione viene risolto in due fasi. Un LTV-MPC risolve il problema dell’inseguimento della traiettoria e assegna le forze alle ruote tenendo conto delle perdite di energia agli pneumatici dovute al loro scorrimento longitudinale e laterale. Il secondo passo rialloca le forze longitudinali tra l’asse anteriore e quello posteriore considerando ciascun lato del veicolo in modo indipendente per minimizzare le perdite di energia nei motori. Il livello inferiore è responsabile della trasformazione delle forze alle ruote in coppia e angolo di sterzo; funziona a una più alta frequenza rispetto al livello superiore per tenere conto delle dinamiche veloci delle ruote. Infine, la strategia di controllo viene testata in simulazione per quanto riguarda le prestazioni di inseguimento della traiettoria e di minimizzazione dell’energia, e successivamente su MircoAutoBox II montato sull’RCV-E per valutare le prestazioni in tempo reale.

We consider the solution of nonlinear optimal control problems subject to stochastic perturbations with incomplete observations. In particular, we generalize results obtained by Ito and Kunisch in [8] where they consider a receding horizon control (RHC) technique based on linearizing the problem on small intervals. The linear-quadratic optimal control problem for the resulting time-invariant (LTI) problem is then solved using the linear quadratic Gaussian (LQG) design. Here, we allow linearization about an instationary reference trajectory and thus obtain a linear time-varying (LTV) problem on each time horizon. Additionally, we apply a model predictive control (MPC) scheme which can be seen as a generalization of RHC and we allow covariance matrices of the noise processes not equal to the identity. We illustrate the MPC/LQG approach for a three dimensional reaction-diffusion system. In particular, we discuss the benefits of time-varying linearizations over time-invariant ones.

We consider the solution of nonlinear optimal control problems subject to stochastic perturbations with incomplete observations. In particular, we generalize results obtained by Ito and Kunisch in [8] where they consider a receding horizon control (RHC) technique based on linearizing the problem on small intervals. The linear-quadratic optimal control problem for the resulting time-invariant (LTI) problem is then solved using the linear quadratic Gaussian (LQG) design. Here, we allow linearization about an instationary reference trajectory and thus obtain a linear time-varying (LTV) problem on each time horizon. Additionally, we apply a model predictive control (MPC) scheme which can be seen as a generalization of RHC and we allow covariance matrices of the noise processes not equal to the identity. We illustrate the MPC/LQG approach for a three dimensional reaction-diffusion system. In particular, we discuss the benefits of time-varying linearizations over time-invariant ones.

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