In this thesis two different problems in distributed sensor networks are considered. Part I involves optimal quantiser design for decentralised estimation of a two-state hidden Markov model with dual sensors. The notion of optimality for quantiser design is based on minimising the probability of error in estimating the hidden Markov state. Equations for the filter error are derived for the continuous (unquantised) sensor outputs (signals), which are used to benchmark the performance of the quantisers. Minimising the probability of filter error to obtain the quantiser breakpoints is a difficult problem therefore an alternative method is employed. The quantiser breakpoints are obtained by maximising the mutual information between the quantised signals and the hidden Markov state. This method is known to work well for the single sensor case. Cases with independent and correlated noise across the signals are considered. The method is then applied to Markov processes with Gaussian signal noise, and further investigated through simulation studies. Simulations involving both independent and correlated noise across the sensors are performed and a number of interesting new theoretical results are obtained, particularly in the case of correlated noise. In Part II, the focus shifts to the detection of faults in helicopter transmission systems. The aim of the investigation is to determine whether the acoustic signature can be used for fault detection and diagnosis. To investigate this, statistical change detection algorithms are applied to acoustic vibration data obtained from the main rotor gearbox of a Bell 206 helicopter, which is run at high load under test conditions.

Cette thèse présente plusieurs extensions relatives aux modèles affines positifs de taux d'intérêt. Un premier chapitre introduit les concepts reliés aux modélisations employées dans les chapitres suivants. Il détaille la définition de processus dits affines, et la construction de modèles de prix d'actifs obtenus par non-arbitrage. Le chapitre 2 propose une nouvelle méthode d’estimation et de filtrage pour les modèles espace-état linéaire-quadratiques. Le chapitre suivant applique cette méthode d’estimation à la modélisation d’écarts de taux interbancaires de la zone Euro, afin d’en décomposer les fluctuations liées au risque de défaut et de liquidité. Le chapitre 4 développe une nouvelle technique de création de processus affines multivariés à partir leurs contreparties univariées, sans imposer l’indépendance conditionnelle entre leurs composantes. Le dernier chapitre applique cette méthode et dérive un processus affine multivarié dont certaines composantes peuvent rester à zéro pendant des périodes prolongées. Incorporé dans un modèle de taux d’intérêt, ce processus permet de rendre compte efficacement des taux plancher à zéro. / This thesis presents new developments in the literature of non-negative affine interest rate models. The first chapter is devoted to the introduction of the main mathematical tools used in the following chapters. In particular, it presents the so-called affine processes which are extensively employed in no-arbitrage interest rate models. Chapter 2 provides a new filtering and estimation method for linear-quadratic state-space models. This technique is exploited in the 3rd chapter to estimate a positive asset pricing model on the term structure of Euro area interbank spreads. This allows us to decompose the interbank risk into a default risk and a liquidity risk components. Chapter 4 proposes a new recursive method for building general multivariate affine processes from their univariate counterparts. In particular, our method does not impose the conditional independence between the different vector elements. We apply this technique in Chapter 5 to produce multivariate non-negative affine processes where some components can stay at zero for several periods. This process is exploited to build a term structure model consistent with the zero lower bound features.

In this semestral thesis, realizations of chosen linear filters for baseline wander are described. These filters are then used on artificial ECG signals from CSE database with added baseline wander. These methods are compared and results are evaluated. After that, literature search of Empirical mode decomposition method is utilized. Realization of designed filters in MATLAB programming language are described, then results are evaluated with respect to filtration success.

In the Thesis we study the problem of linear filtration of Gaussian signals in finite-dimensional space. We use the Kalman-type equations for the filter to show that the filter depends continuously on the signal. Secondly, we show the same continuity property for the covariance of the error and verify existence and uniqueness of a solution to an integral equation that is satisfied by the filter even under more general assumptions. We present several examples of application of the continuity property that are based on the theory of stochastic differential equations driven by fractional Brownian motion. 1

Les signaux bivariés apparaissent dans de nombreuses applications (optique, sismologie, océanographie, EEG, etc.) dès lors que l'analyse jointe de deux signaux réels est nécessaire. Les signaux bivariés simples ont une interprétation naturelle sous la forme d'une ellipse dont les propriétés (taille, forme, orientation) peuvent évoluer dans le temps. Cette propriété géométrique correspondant à la notion de polarisation en physique est fondamentale pour la compréhension et l'analyse des signaux bivariés. Les approches existantes n'apportent cependant pas de description directe des signaux bivariés ou des opérations de filtrage en termes de polarisation. Cette thèse répond à cette limitation par l'introduction d'une nouvelle approche générique pour l'analyse et le filtrage des signaux bivariés. Celle-ci repose sur deux ingrédients essentiels : (i) le plongement naturel des signaux bivariés -- vus comme signaux à valeurs complexes -- dans le corps des quaternions H et (ii) la définition d'une transformée de Fourier quaternionique associée pour une représentation spectrale interprétable de ces signaux. L'approche proposée permet de définir les outils de traitement de signal usuels tels que la notion de densité spectrale, de filtrage linéaire ou encore de spectrogramme ayant une interprétation directe en termes d'attributs de polarisation. Nous montrons la validité de l'approche grâce à des garanties mathématiques et une implémentation numériquement efficace des outils proposés. Diverses expériences numériques illustrent l'approche. En particulier, nous démontrons son potentiel pour la caractérisation de la polarisation des ondes gravitationnelles. / Bivariate signals appear in a broad range of applications (optics, seismology, oceanography, EEG, etc.) where the joint analysis of two real-valued signals is required. Simple bivariate signals take the form of an ellipse, whose properties (size, shape, orientation) may evolve with time. This geometric feature of bivariate signals has a natural physical interpretation called polarization. This notion is fundamental to the analysis and understanding of bivariate signals. However, existing approaches do not provide straightforward descriptions of bivariate signals or filtering operations in terms of polarization or ellipse properties. To this purpose, this thesis introduces a new and generic approach for the analysis and filtering of bivariate signals. It essentially relies on two key ingredients: (i) the natural embedding of bivariate signals -- viewed as complex-valued signals -- into the set of quaternions H and (ii) the definition of a dedicated quaternion Fourier transform to enable a meaningful spectral representation of bivariate signals. The proposed approach features the definition of standard signal processing quantities such as spectral densities, linear time-invariant filters or spectrograms that are directly interpretable in terms of polarization attributes. More importantly, the framework does not sacrifice any mathematical guarantee and the newly introduced tools admit computationally fast implementations. Numerical experiments support throughout our theoretical developments. We also demonstrate the potential of the approach for the nonparametric characterization of the polarization of gravitational waves.

This thesis studies the design and implementation of a linear minimum mean-square error (LMMSE) receiver in asynchronous bandlimited direct-sequence code-division multiple-access (DS-CDMA) systems that employ long-code pseudo-noise (PN) sequences and operate in multipath environments. The receiver is shown to be capable of multiple-access interference (MAI) suppression and multipath diversity combining without the knowledge of other users' signature sequences. It outperforms any other linear receiver by maximizing output signal-to-noise ratio (SNR) with the aid of a new chip filter which exploits the cyclostationarity of the received signal and combines all paths of the desired user that fall within its supported time span. This work is motivated by the shortcomings of existing LMMSE receivers which are either incompatible with long-code CDMA or constrained by limitations in the system model. The design methodology is based on the concept of linear/conjugate linear (LCL) filtering and satisfying the orthogonality conditions to achieve the LMMSE filter response. Moreover, the proposed LMMSE receiver addresses two drawbacks of the coherent Rake receiver, the industry's current solution for multipath reception. First, unlike the Rake receiver which uses the chip-matched filter (CMF) and treats interference as additive white Gaussian noise (AWGN), the LMMSE receiver suppresses interference by replacing the CMF with a new chip pulse filter. Second, in contrast to the Rake receiver which only processes a subset of strongest paths of the desired user, the LMMSE receiver harnesses the energy of all paths of the desired user that fall within its time support, at no additional complexity. The performance of the proposed LMMSE receiver is analyzed and compared with that of the coherent Rake receiver with probability of bit error, <i>Pe</i>, as the figure of merit. The analysis is based on the accurate improved Gaussian approximation (IGA) technique. Closed form conditional <i>Pe</i> expressions for both the LMMSE and Rake receivers are derived. Furthermore, it is shown that if quadriphase random spreading, moderate to large spreading factors, and pulses with small excess bandwidth are used, the widely-used standard Gaussian Approximation (SGA) technique becomes accurate even for low regions of <i>Pe</i>. Under the examined scenarios tailored towards current narrowband system settings, the LMMSE receiver achieves 60% gain in capacity (1. 8 dB in output SNR) over the selective Rake receiver. A third of the gain is due to interference suppression capability of the receiver while the rest is credited to its ability to collect the energy of the desired user diversified to many paths. Future wideband systems will yield an ever larger gain. Adaptive implementations of the LMMSE receiver are proposed to rid the receiver from dependence on the knowledge of multipath parameters. The adaptive receiver is based on a fractionally-spaced equalizer (FSE) whose taps are updated by an adaptive algorithm. Training-based, pilot-channel-aided (PCA), and blind algorithms are developed to make the receiver applicable to both forward and reverse links, with or without the presence of pilot signals. The blind algorithms are modified versions of the constant modulus algorithm (CMA) which has not been previously studied for long-code CDMA systems. Extensive simulation results are presented to illustrate the convergence behavior of the proposed algorithms and quantify their performance loss under various levels of MAI. Computational complexities of the algorithms are also discussed. These three criteria (performance loss, convergence rate, and computational complexity) determine the proper choice of an adaptive algorithm with respect to the requirements of the specific application in mind.

This thesis studies the design and implementation of a linear minimum mean-square error (LMMSE) receiver in asynchronous bandlimited direct-sequence code-division multiple-access (DS-CDMA) systems that employ long-code pseudo-noise (PN) sequences and operate in multipath environments. The receiver is shown to be capable of multiple-access interference (MAI) suppression and multipath diversity combining without the knowledge of other users' signature sequences. It outperforms any other linear receiver by maximizing output signal-to-noise ratio (SNR) with the aid of a new chip filter which exploits the cyclostationarity of the received signal and combines all paths of the desired user that fall within its supported time span. This work is motivated by the shortcomings of existing LMMSE receivers which are either incompatible with long-code CDMA or constrained by limitations in the system model. The design methodology is based on the concept of linear/conjugate linear (LCL) filtering and satisfying the orthogonality conditions to achieve the LMMSE filter response. Moreover, the proposed LMMSE receiver addresses two drawbacks of the coherent Rake receiver, the industry's current solution for multipath reception. First, unlike the Rake receiver which uses the chip-matched filter (CMF) and treats interference as additive white Gaussian noise (AWGN), the LMMSE receiver suppresses interference by replacing the CMF with a new chip pulse filter. Second, in contrast to the Rake receiver which only processes a subset of strongest paths of the desired user, the LMMSE receiver harnesses the energy of all paths of the desired user that fall within its time support, at no additional complexity. The performance of the proposed LMMSE receiver is analyzed and compared with that of the coherent Rake receiver with probability of bit error, <i>Pe</i>, as the figure of merit. The analysis is based on the accurate improved Gaussian approximation (IGA) technique. Closed form conditional <i>Pe</i> expressions for both the LMMSE and Rake receivers are derived. Furthermore, it is shown that if quadriphase random spreading, moderate to large spreading factors, and pulses with small excess bandwidth are used, the widely-used standard Gaussian Approximation (SGA) technique becomes accurate even for low regions of <i>Pe</i>. Under the examined scenarios tailored towards current narrowband system settings, the LMMSE receiver achieves 60% gain in capacity (1. 8 dB in output SNR) over the selective Rake receiver. A third of the gain is due to interference suppression capability of the receiver while the rest is credited to its ability to collect the energy of the desired user diversified to many paths. Future wideband systems will yield an ever larger gain. Adaptive implementations of the LMMSE receiver are proposed to rid the receiver from dependence on the knowledge of multipath parameters. The adaptive receiver is based on a fractionally-spaced equalizer (FSE) whose taps are updated by an adaptive algorithm. Training-based, pilot-channel-aided (PCA), and blind algorithms are developed to make the receiver applicable to both forward and reverse links, with or without the presence of pilot signals. The blind algorithms are modified versions of the constant modulus algorithm (CMA) which has not been previously studied for long-code CDMA systems. Extensive simulation results are presented to illustrate the convergence behavior of the proposed algorithms and quantify their performance loss under various levels of MAI. Computational complexities of the algorithms are also discussed. These three criteria (performance loss, convergence rate, and computational complexity) determine the proper choice of an adaptive algorithm with respect to the requirements of the specific application in mind.

Nous considérons le problème de débruitage d'un signal ou d'une image observés dans le bruit gaussien. Dans ce problème les estimateurs linéaires classiques sont quasi-optimaux quand l'ensemble des signaux, qui doit être convexe et compact, est connu a priori. Si cet ensemble n'est pas spécifié, la conception d'un estimateur adaptatif qui ``ne connait pas'' la structure cachée du signal reste un problème difficile. Dans cette thèse, nous étudions une nouvelle famille d'estimateurs des signaux satisfaisant certains propriétés d'invariance dans le temps. De tels signaux sont caractérisés par leur structure harmonique, qui est généralement inconnu dans la pratique.Nous proposons des nouveaux estimateurs capables d'exploiter la structure harmonique inconnue du signal è reconstruire. Nous démontrons que ces estimateurs obéissent aux divers "inégalités d'oracle," et nous proposons une implémentation algorithmique numériquement efficace de ces estimateurs basée sur des algorithmes d'optimisation de "premier ordre." Nous évaluons ces estimateurs sur des données synthétiques et sur des signaux et images réelles. / We consider the problem of denoising a signal observed in Gaussian noise.In this problem, classical linear estimators are quasi-optimal provided that the set of possible signals is convex, compact, and known a priori. However, when the set is unspecified, designing an estimator which does not ``know'' the underlying structure of a signal yet has favorable theoretical guarantees of statistical performance remains a challenging problem. In this thesis, we study a new family of estimators for statistical recovery of signals satisfying certain time-invariance properties. Such signals are characterized by their harmonic structure, which is usually unknown in practice. We propose new estimators which are capable to exploit the unknown harmonic structure of a signal to reconstruct. We demonstrate that these estimators admit theoretical performance guarantees, in the form of oracle inequalities, in a variety of settings.We provide efficient algorithmic implementations of these estimators via first-order optimization algorithm with non-Euclidean geometry, and evaluate them on synthetic data, as well as some real-world signals and images.

Les ostéocytes sont les plus nombreuses cellules du tissu osseux, enterrées dans la matrice osseuse. Elles sont interconnectées par des dendrites, situées dans des canaux appelés canalicules. Les lacunes ostéocytaires, les cavités dans lesquelles les cellules sont logées, avec les canalicules forment un réseau de communication à travers la matrice osseuse, permettant le transport des nutriments et des signaux. Ces cellules, considérées d’abord passives, ont révélé dernièrement leur rôle en tant que cellules mécanosensitives et orchestratrices du remodelage osseux. Malgré les progrès récents des techniques d'imagerie, aucune méthode disponible ne fournit une évaluation 3D adéquate du réseau lacuno-canaliculaire (LCN). Les objectifs de cette thèse ont porté sur l’imagerie 3D du LCN par tomographie synchrotron à rayons X (SR-CT), et le développement d’outils de détection et segmentation 3D de ce réseau cellulaire, afin de le quantifier et analyser. Nous démontrons la faisabilité de la SR-CT en géométrie parallèle pour imager le LCN dans le tissu osseux (voxel~300nm). Cette technique fournit des données 3D sur la morphologie du réseau cellulaire et aussi sur la composition de la matrice osseuse. Comparée aux méthodes d'imagerie 3D existantes, la SR-CT permet l'imagerie d’un volume de tissu beaucoup plus important, d'une manière plus simple et rapide. Cela rend possible l'étude de séries de spécimens afin d'obtenir des conclusions biomédicales. Nous proposons aussi l'utilisation de l’holotomographie divergente synchrotron, pour imager l'ultrastructure du tissu osseux (voxel~60nm). La reconstruction d'image fournit des cartes de phase, obtenues après application d'un algorithme d’inversion de phase adéquat. Cette technique a permis l'évaluation du réseau cellulaire avec une précision plus élevée et de visualiser, pour la première fois en 3D, l'organisation des fibres de collagène. Afin d'obtenir des résultats quantitatifs sur la géométrie du réseau cellulaire, celui doit être segmenté. À cause des limitations de la résolution spatiale, les canalicules apparaissent comme de structures tubulaires très fines (diamètre 1-3 voxels). Ceci, combiné avec le bruit, le faible contraste et la grande taille des images (8Go), rendent la segmentation difficile. Nous proposons une méthode de filtrage non-linéaire 3D, basée sur le rehaussement des structures linéaires, combiné avec un filtrage bilatéral. Cela permet une amélioration de la détection des canalicules, la réduction du bruit de fond et de la préservation des lacunes cellulaires. Pour la segmentation d'images, nous avons développé une méthode basée sur la croissance de région variationnelle. Nous proposons deux expressions de fonctionnelles d'énergie à minimiser, afin de détecter la structure souhaitée. Des résultats quantitatifs préliminaires sont obtenus à partir d’une analyse en composantes connexes sur des échantillons humaines et des observations relatives au réseau ostéocytaire sont présentés. / The osteocytes are the most abundant and longest living bone cells, embedded in the bone matrix. They are interconnected with each other through dendrites, located in slender canals called canaliculi. The osteocyte lacunae, cavities in which the cells are located, together with the canaliculi form a communication network throughout the bone matrix, permitting transport of nutrients, waste and signals. These cells were firstly considered passive, but lately it has become increasingly clear their role as mechanosensory cells and orchestrators of bone remodeling. Despite recent advances in imaging techniques, none of the available methods can provide an adequate 3D assessment of the lacuno-canalicular network (LCN). The aims of this thesis were to achieve 3D imaging of the LCN with synchrotron radiation X-ray computed tomography (SR-CT) and to develop tools for 3D detection and segmentation of this cell network, leading towards automatic quantification of this structure. We demonstrate the feasibility of parallel beam SR-CT to image in 3D the LCN (voxel~300 nm). This technique can provide data on both the morphology of the cell network and the composition of the bone matrix. Compared to the other 3D imaging methods, this enables imaging of tissue covering a number of cell lacunae three orders of magnitude greater, in a simpler and faster way. This makes possible the study of sets of specimens in order to reach biomedical conclusions. Furthermore, we propose the use of divergent holotomography, to image the ultrastructure of bone tissue (voxel~60 nm). The image reconstruction provides phase maps, obtained after the application of a suitable phase retrieval algorithm. This technique permits assessment of the cell network with higher accuracy and it enables the 3D organization of collagen fibres organization in the bone matrix, to be visualized for the first time. In order to obtain quantitative parameters on the geometry of the cell network, this has to be segmented. Due to the limitations in spatial resolution, canaliculi appear as 3D tube-like structures measuring only 1-3 voxels in diameter. This, combined with the noise, the low contrast and the large size of each image (8 GB), makes the segmentation a difficult task. We propose an image enhancement method, based on a 3D line filter combined with bilateral filtering. This enables improvement in canaliculi detection, reduction of the background noise and cell lacunae preservation. For the image segmentation we developed a method based on variational region growing. We propose two expressions for energy functionals to minimize in order to detect the desired structure, based on the 3D line filter map and the original image. Preliminary quantitative results on human femoral samples are obtained based on connected components analysis and a few observations related to the bone cell network and its relation with the bone matrix are presented.

This work deals with the possibilities of filtering the ECG signal, representing the first part, which is the basis for successful delineation and follow diagnosis of the ECG signal. Filtration in this case is mean to suppress interference from electrical grid, noise of electrical grid. The content of the work is description of filters realized trough wavelet transform and linear filtering as a means to successful filtration of interference. There are method of stationary wavelet transform - dyadic wavelet transform, wavelet packet transform and wavelet wiener filtering method. Linear filtering includes two narrow-band FIR filters. The objective of this work is to propose different methods of wavelet and linear filters in Matlab, filtering of ECG signals and compare the success of filtration methods. ECG signals used in this work are from the CSE database.