Le SLAM, " Simultaneous Localisation And Mapping ", représente à l'heure actuelle l'une des principales thématiques investiguées dans le domaine des robots mobiles autonomes. Il permet, à l'aide de capteurs extéroceptifs (laser, caméra, radar, etc.) et proprioceptifs (odomètre, gyromètre, etc.), de trouver l'orientation et la localisation d'un robot dans un environnement extérieur vaste, inconnu ou modifié, avec la possibilité de créer une carte au fur et à mesure des déplacements du véhicule. Les travaux de thèse décrits dans ce manuscrit s'intègrent dans ce courant de recherche. Ils visent à développer un SLAM innovant qui utilise un radar à modulation de fréquence continue " FMCW " comme capteur extéroceptif. Ce capteur est insensible aux conditions climatiques et possède une portée de détection importante. Néanmoins, c'est un capteur tournant qui, dans une utilisation mobile, va fournir des données corrompues par le déplacement du véhicule. Pour mener à bien ces travaux, nous avons proposés différentes contributions : une correction de la distorsion par l'utilisation de capteurs proprioceptifs ; le développement d'une technique de localisation et cartographie simultanées nommée RS-SLAM-FMT qui effectue un scan matching sur les observations et utilise un algorithme estimatif de type EKF-SLAM ; l'utilisation, pour la première fois en SLAM, de la mise en correspondance par Transformée de Fourier-Mellin pour réaliser l'opération de scan matching ; la création d'un outil expérimental pour déterminer la matrice de covariance associée aux observations ; des tests de robustesse de l'algorithme dans des conditions d'utilisation réelles : dans des zones avec un faible nombre de points d'intérêts, sur des parcours effectués à vitesse élevée, dans des environnements péri-urbains avec une forte densité d'objets mobiles ; la réalisation d'une application temps réel pour le test du procédé sur un véhicule d'exploration qui se déplace dans un environnement extérieur vaste.

Ce mémoire retrace les activités de recherche que j'ai développées depuis 9 années dont 7 passées au sein de l'équipe Groupe Signaux Multidimensionnels de l'Institut Fresnel et à l'École Centrale Marseille. Les travaux que je présente explorent certains aspects de la segmentation statistique d'images pour des applications en imagerie spatiale et de la description invariante de formes 2D pour la reconnaissance d'objets en imagerie vidéo. Plus précisément, la première partie de ce document expose plusieurs extensions du modèle des chaînes de Markov cachées (CMC). Ces extensions portent sur des modifications soit de la modélisation des données observées avec le modèle de chaîne de Markov vectorielle et des données cachées avec le modèle de chaîne de Markov floue, soit de la topologie de la chaîne -et donc des hypothèses de dépendance statistique sous-jacentes-, aboutissant aux modèles appelés chaîne de Markov d'ordre supérieur et chaîne de Markov couple. Ces modèles sont évalués dans le cadre de la segmentation d'images radar et de la détection de changements lors de catastrophes naturelles. La seconde partie traite de la reconnaissance de formes 2D, avec pour thème centrale l'invariance géométrique. Dans un premier temps nous avons proposé de nouvelles familles complètes de descripteurs de forme invariants aux similitudes issues de la transformée de Fourier-Mellin et des moments complexes, pour des applications d'indexation de bases d'objets à niveaux de gris. La suite des travaux s'est orientée vers la détection d'objets avec l'intégration d'un a priori de forme invariant aux similitudes dans le modèle des snakes et la poursuite d'objets d'intérêt dans les séquences vidéo par un modèle de mélange de couleurs non gaussien. Le document se conclut avec les perspectives que je compte donner à mes recherches, notamment les projets combinant segmentation d'images et reconnaissance de formes, dans le cadre des images très haute résolution des futurs capteurs optique et radar qui permettent d'accéder à des données sub-métriques.

Viele Probleme der Riss- und Bruchmechanik sowie der mathematischen Physik lassen sich auf Lösungen von singulären Integralgleichungen über einem Intervall zurückführen. Diese Gleichungen setzen sich im Wesentlichen aus dem Cauchy'schen singulären Integraloperator und zusätzlichen Integraloperatoren mit festen Singularitäten in den jeweiligen Kernen zusammen. Zur numerischen Lösung solcher Gleichungen werden polynomiale Kollokations-Quadraturverfahren betrachet. Als Ansatzfunktionen und Kollokationspunkte werden dabei gewichtete Polynome und Tschebyscheff-Knoten gewählt. Die Gewichte sind so gewählt, dass diese das asymptotische Verhalten der Lösung in den Randpunkten widerspiegeln. Mit Hilfe von C*-Algebra Techniken, werden in dieser Arbeit notwendige und hinreichende Bedingungen für die Stabilität der Kollokations-Quadraturverfahren angegeben. Die theoretischen Resultate werden dabei durch numerische Berechnungen anhand des Problems der angerissenen Halbebene und des angerissenen Loches überprüft.

Image registration, the process of finding the transformation that best maps one image to another, is an important tool in document image processing. Having properly-aligned microfilm images can help in manual and automated content extraction, zoning, and batch compression of images. An image registration algorithm is presented that quickly identifies the global affine transformation (rotation, scale, translation and/or shear) that maps one tabular document image to another, using the Fourier-Mellin Transform. Each component of the affine transform is recovered independantly from the others, dramatically reducing the parameter space of the problem, and improving upon standard Fourier-Mellin Image Registration (FMIR), which only directly separates translation from the other components. FMIR is also extended to handle shear, as well as different scale factors for each document axis. This registration method deals with all transform components in a uniform way, by working in the frequency domain. Registration is limited to foreground pixels (the document form and printed text) through the introduction of a novel, locally adaptive foreground-background segmentation algorithm, based on the median filter. The background removal algorithm is also demonstrated as a useful tool to remove ambient signal noise during correlation. Common problems with FMIR are eliminated by background removal, meaning that apodization (tapering down to zero at the edge of the image) is not needed for accurate recovery of the rotation parameter, allowing the entire image to be used for registration. An effective new optimization to the median filter is presented. Rotation and scale parameter detection is less susceptible to problems arising from the non-commutativity of rotation and "tiling" (periodicity) than for standard FMIR, because only the regions of the frequency domain directly corresponding to tabular features are used in registration. An original method is also presented for automatically obtaining blank document templates from a set of registered document images, by computing the "pointwise median" of a set of registered documents. Finally, registration is demonstrated as an effective tool for predictive image compression. The presented registration algorithm is reliable and robust, and handles a wider range of transformation types than most document image registration systems (which typically only perform deskewing).

<p dir="ltr">We present first order asymptotic estimates for the divisor function problem, the set of lists (restricted number of divisors) problem, and a generalization of the overpartition problem. In particular, we prove Kotesovec's conjecture for A294363 from the OEIS and also extend his conjecture to a full asymptotic treatment by providing an estimate in terms of elementary functions for the EGF coefficients directly rather than the log of the coefficients. We also provide asymptotic estimates for generalizations of the set of lists and overpartition problem, while making comparisons to any existing Kotesovec conjectures. We perform the asymptotic analysis via Mellin transforms, residue analysis, and the saddle point method. These families of generating functions have potential application to families of randomly generated partitions in which ordered subsets of a partition that exceed a certain fixed size may be one of two different objects and to overpartitions with potential heading labels.</p>

Mathematics has got roots in Finland in the last quarter of the 19th century and came to flourish in the first quarter of the next century. In the first quarter of the 20th century, mathematicians were involved in teaching mathematics at schools and writing school textbooks. This involvement decreased and came to an end by the launching of the ‘New Math’ project. Mathematics education for elite was of positive affect to higher education, and this has changed by the spread of education, the decrease of mathematics teaching hours at schools and the changes in school mathematical curricula. The impact of curriculum changes is evident in Finnish students’ performance in the IEA comparative studies, PISA and IMO.

Mathematics has got roots in Finland in the last quarter of the 19th century and came to flourish in the first quarter of the next century. In the first quarter of the 20th century, mathematicians were involved in teaching mathematics at schools and writing school textbooks. This involvement decreased and came to an end by the launching of the ‘New Math’ project. Mathematics education for elite was of positive affect to higher education, and this has changed by the spread of education, the decrease of mathematics teaching hours at schools and the changes in school mathematical curricula. The impact of curriculum changes is evident in Finnish students’ performance in the IEA comparative studies, PISA and IMO.

Viele Probleme der Riss- und Bruchmechanik sowie der mathematischen Physik lassen sich auf Lösungen von singulären Integralgleichungen über einem Intervall zurückführen. Diese Gleichungen setzen sich im Wesentlichen aus dem Cauchy'schen singulären Integraloperator und zusätzlichen Integraloperatoren mit festen Singularitäten in den jeweiligen Kernen zusammen. Zur numerischen Lösung solcher Gleichungen werden polynomiale Kollokations-Quadraturverfahren betrachet. Als Ansatzfunktionen und Kollokationspunkte werden dabei gewichtete Polynome und Tschebyscheff-Knoten gewählt. Die Gewichte sind so gewählt, dass diese das asymptotische Verhalten der Lösung in den Randpunkten widerspiegeln. Mit Hilfe von C*-Algebra Techniken, werden in dieser Arbeit notwendige und hinreichende Bedingungen für die Stabilität der Kollokations-Quadraturverfahren angegeben. Die theoretischen Resultate werden dabei durch numerische Berechnungen anhand des Problems der angerissenen Halbebene und des angerissenen Loches überprüft.

Nesta dissertação, o modelo de seleção de carteiras de Markowitz será estendido com uma análise em tempo discreto e hipóteses mais realísticas. Um produto tensorial finito de densidades Erlang será usado para aproximar a densidade de probabilidade multivariada dos retornos discretos uniperiódicos de ativos dependentes. A Erlang é um caso particular da distribuição Gama. Uma mistura finita pode gerar densidades multimodais não-simétricas e o produto tensorial generaliza este conceito para dimensões maiores. Assumindo que a densidade multivariada foi independente e identicamente distribuída (i.i.d.) no passado, a aproximação pode ser calibrada com dados históricos usando o critério da máxima verossimilhança. Este é um problema de otimização em larga escala, mas com uma estrutura especial. Assumindo que esta densidade multivariada será i.i.d. no futuro, então a densidade dos retornos discretos de uma carteira de ativos com pesos não-negativos será uma mistura finita de densidades Erlang. O risco será calculado com a medida Downside Risk, que é convexa para determinados parâmetros, não é baseada em quantis, não causa a subestimação do risco e torna os problemas de otimização uni e multiperiódico convexos. O retorno discreto é uma variável aleatória multiplicativa ao longo do tempo. A distribuição multiperiódica dos retornos discretos de uma seqüência de T carteiras será uma mistura finita de distribuições Meijer G. Após uma mudança na medida de probabilidade para a composta média, é possível calcular o risco e o retorno, que levará à fronteira eficiente multiperiódica, na qual cada ponto representa uma ou mais seqüências ordenadas de T carteiras. As carteiras de cada seqüência devem ser calculadas do futuro para o presente, mantendo o retorno esperado no nível desejado, o qual pode ser função do tempo. Uma estratégia de alocação dinâmica de ativos é refazer os cálculos a cada período, usando as novas informações disponíveis. Se o horizonte de tempo tender a infinito, então a fronteira eficiente, na medida de probabilidade composta média, tenderá a um único ponto, dado pela carteira de Kelly, qualquer que seja a medida de risco. Para selecionar um dentre vários modelos de otimização de carteira, é necessário comparar seus desempenhos relativos. A fronteira eficiente de cada modelo deve ser traçada em seu respectivo gráfico. Como os pesos dos ativos das carteiras sobre estas curvas são conhecidos, é possível traçar todas as curvas em um mesmo gráfico. Para um dado retorno esperado, as carteiras eficientes dos modelos podem ser calculadas, e os retornos realizados e suas diferenças ao longo de um backtest podem ser comparados. / In this thesis, Markowitz’s portfolio selection model will be extended by means of a discrete time analysis and more realistic hypotheses. A finite tensor product of Erlang densities will be used to approximate the multivariate probability density function of the single-period discrete returns of dependent assets. The Erlang is a particular case of the Gamma distribution. A finite mixture can generate multimodal asymmetric densities and the tensor product generalizes this concept to higher dimensions. Assuming that the multivariate density was independent and identically distributed (i.i.d.) in the past, the approximation can be calibrated with historical data using the maximum likelihood criterion. This is a large-scale optimization problem, but with a special structure. Assuming that this multivariate density will be i.i.d. in the future, then the density of the discrete returns of a portfolio of assets with nonnegative weights will be a finite mixture of Erlang densities. The risk will be calculated with the Downside Risk measure, which is convex for certain parameters, is not based on quantiles, does not cause risk underestimation and makes the single and multiperiod optimization problems convex. The discrete return is a multiplicative random variable along the time. The multiperiod distribution of the discrete returns of a sequence of T portfolios will be a finite mixture of Meijer G distributions. After a change of the distribution to the average compound, it is possible to calculate the risk and the return, which will lead to the multiperiod efficient frontier, where each point represents one or more ordered sequences of T portfolios. The portfolios of each sequence must be calculated from the future to the present, keeping the expected return at the desired level, which can be a function of time. A dynamic asset allocation strategy is to redo the calculations at each period, using new available information. If the time horizon tends to infinite, then the efficient frontier, in the average compound probability measure, will tend to only one point, given by the Kelly’s portfolio, whatever the risk measure is. To select one among several portfolio optimization models, it is necessary to compare their relative performances. The efficient frontier of each model must be plotted in its respective graph. As the weights of the assets of the portfolios on these curves are known, it is possible to plot all curves in the same graph. For a given expected return, the efficient portfolios of the models can be calculated, and the realized returns and their differences along a backtest can be compared.

Nesta dissertação, o modelo de seleção de carteiras de Markowitz será estendido com uma análise em tempo discreto e hipóteses mais realísticas. Um produto tensorial finito de densidades Erlang será usado para aproximar a densidade de probabilidade multivariada dos retornos discretos uniperiódicos de ativos dependentes. A Erlang é um caso particular da distribuição Gama. Uma mistura finita pode gerar densidades multimodais não-simétricas e o produto tensorial generaliza este conceito para dimensões maiores. Assumindo que a densidade multivariada foi independente e identicamente distribuída (i.i.d.) no passado, a aproximação pode ser calibrada com dados históricos usando o critério da máxima verossimilhança. Este é um problema de otimização em larga escala, mas com uma estrutura especial. Assumindo que esta densidade multivariada será i.i.d. no futuro, então a densidade dos retornos discretos de uma carteira de ativos com pesos não-negativos será uma mistura finita de densidades Erlang. O risco será calculado com a medida Downside Risk, que é convexa para determinados parâmetros, não é baseada em quantis, não causa a subestimação do risco e torna os problemas de otimização uni e multiperiódico convexos. O retorno discreto é uma variável aleatória multiplicativa ao longo do tempo. A distribuição multiperiódica dos retornos discretos de uma seqüência de T carteiras será uma mistura finita de distribuições Meijer G. Após uma mudança na medida de probabilidade para a composta média, é possível calcular o risco e o retorno, que levará à fronteira eficiente multiperiódica, na qual cada ponto representa uma ou mais seqüências ordenadas de T carteiras. As carteiras de cada seqüência devem ser calculadas do futuro para o presente, mantendo o retorno esperado no nível desejado, o qual pode ser função do tempo. Uma estratégia de alocação dinâmica de ativos é refazer os cálculos a cada período, usando as novas informações disponíveis. Se o horizonte de tempo tender a infinito, então a fronteira eficiente, na medida de probabilidade composta média, tenderá a um único ponto, dado pela carteira de Kelly, qualquer que seja a medida de risco. Para selecionar um dentre vários modelos de otimização de carteira, é necessário comparar seus desempenhos relativos. A fronteira eficiente de cada modelo deve ser traçada em seu respectivo gráfico. Como os pesos dos ativos das carteiras sobre estas curvas são conhecidos, é possível traçar todas as curvas em um mesmo gráfico. Para um dado retorno esperado, as carteiras eficientes dos modelos podem ser calculadas, e os retornos realizados e suas diferenças ao longo de um backtest podem ser comparados. / In this thesis, Markowitz’s portfolio selection model will be extended by means of a discrete time analysis and more realistic hypotheses. A finite tensor product of Erlang densities will be used to approximate the multivariate probability density function of the single-period discrete returns of dependent assets. The Erlang is a particular case of the Gamma distribution. A finite mixture can generate multimodal asymmetric densities and the tensor product generalizes this concept to higher dimensions. Assuming that the multivariate density was independent and identically distributed (i.i.d.) in the past, the approximation can be calibrated with historical data using the maximum likelihood criterion. This is a large-scale optimization problem, but with a special structure. Assuming that this multivariate density will be i.i.d. in the future, then the density of the discrete returns of a portfolio of assets with nonnegative weights will be a finite mixture of Erlang densities. The risk will be calculated with the Downside Risk measure, which is convex for certain parameters, is not based on quantiles, does not cause risk underestimation and makes the single and multiperiod optimization problems convex. The discrete return is a multiplicative random variable along the time. The multiperiod distribution of the discrete returns of a sequence of T portfolios will be a finite mixture of Meijer G distributions. After a change of the distribution to the average compound, it is possible to calculate the risk and the return, which will lead to the multiperiod efficient frontier, where each point represents one or more ordered sequences of T portfolios. The portfolios of each sequence must be calculated from the future to the present, keeping the expected return at the desired level, which can be a function of time. A dynamic asset allocation strategy is to redo the calculations at each period, using new available information. If the time horizon tends to infinite, then the efficient frontier, in the average compound probability measure, will tend to only one point, given by the Kelly’s portfolio, whatever the risk measure is. To select one among several portfolio optimization models, it is necessary to compare their relative performances. The efficient frontier of each model must be plotted in its respective graph. As the weights of the assets of the portfolios on these curves are known, it is possible to plot all curves in the same graph. For a given expected return, the efficient portfolios of the models can be calculated, and the realized returns and their differences along a backtest can be compared.