M.Ing. (Engineering Management) / “A robust set of estimates puts a project on a firm footing from day 1, allowing the project manager to apply the right level of resources at the appropriate time. If the plan has been based on poor estimates, problems will occur during the execution of the project …” This statement places great importance on the ability to estimate costs as accurately as practicable early during a project life cycle. Many techniques have been proposed with the aim of aiding with the production of early cost estimates,which have acceptable accuracies necessary for Feasibility Study purposes. One such technique is Parametric Cost Estimating for developing Parametric Cost Models used in producing these conceptual estimates.At the heart of Parametric Cost Estimating Technique, is a fundamental statistical technique commonly known as Linear Regression Analysis.The problem that the research addresses is that of the general misconception found to prevail within project houses that some engineering systems are too complex to model using the Parametric Cost Estimating Technique. The objectives of this research are to investigate and demonstrate the effectiveness of this technique in predicting the costs of a system for Feasibility Study purposes. The objectives were achieved by conducting a secondary literature review of case studies of similar Parametric Cost Models that were developed by others for engineering systems of varying complexities. A second method used in achieving the objectives included formulating a case study in which a Parametric Cost Model was developed to illustrate the concept and to prove that the accuracies produced by the model meet the requirements for Feasibility Studies.The research was limited to initial project costs required for Feasibility Studies,ignoring the effects of qualitative factors,focusing only on the acquisition costs and not the total life cycle costs of the system.The case study was developed for a passenger motor vehicle as the system of interest because sufficient cost data in the form of vehicle retail price and performance specifications is publicly available in car magazines making it possible to build a meaningful Parametric Cost Model. The Parametric Cost Model was developed using Microsoft Excel 2007 and had a Mean Absolute Error Rate of 10.9% and the range of accuracy obtained, -20% to 10% with 67% confidence level and -30% to 30% with 95% confidence level, conforming to a Class 4 estimate which meets the accuracy requirements for a Feasibility Study.

As vehicle testing on existing vehicles is both time and resource consuming, the work of testing safety algorithms on vehicle is desired to be made more efficient. Therefore the goal of this thesis is to study and develop a vehicle simulation model that can simulate desired dynamics of existing and non-existing vehicles. The developed model consist of two areas of application: slow dynamics and vibrational dynamics. These areas are developed and validated using different methods, but as a part of the simulator, they are to be simulated together. For the slow, low frequency, vehicle motion, a three state transient motion model is derived and examined. The possibility of parametrisation is studied and performed using prediction error minimisation. For the vibration, high frequency model, a combination of a linear quarter car model with wheel motion is used to estimate road vibration characteristics. The modelled road is used to simulate the vehicle behaviour. The suggested methods regarding the vibration modelling and road estimation are performed using power spectral density as the road is not known determinately. Wheel speeds are used to study the power spectral densities as they are available at high sampling frequencies. The available tools and sensors used during this thesis are limited to existing vehicle sensors and GPS signals. The effect of this limitation is studied and the results are discussed.

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This dissertation focuses on the modelling, identification and the parameter estimation for the co-infection of HIV-1 and M. tuberculosis. Many research papers in this field focus primarily on HIV, but multiple infections are explored here, as it is common in many individuals infected by HIV. Tuberculosis is also responsible for the highest number of casualties per year in the group of HIV-infected individuals. A model is proposed to indicate the populations of both pathogen as well as key information factors, such as the overall infected cell population and antigen-presenting cells. Simulations are made to indicate the growth and decline in cell-type numbers for a specific individual. Such simulations would provide a means for further, well-founded investigation into appropriate treatment strategies. One previous such model developed by Kirschner is used to obtain a nominal parameter set. Furthermore, the nominal set is then used in conjunction with real-world samples provided by the National Institute for Communicable Diseases in South Africa, to solidify the credibility of the model in the practical case. This is achieved via simulations and employs parameter estimation techniques, namely the Nelder-Mead cost-function method. An identifiability study of the model is also done. Conclusions drawn from this study include the result that the treatment of M. tuberculosis does not affect the course of HIV-1 progression in a notable way, and that the model can indeed be used in the process of better understanding the disease profile over time of infected individuals. / Dissertation (MEng)--University of Pretoria, 2008. / Electrical, Electronic and Computer Engineering / MEng / unrestricted

Orientadores: Veronica Andrea Gonzales-Lopez, Laura Leticia Ramos Rifo / Dissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Matemática, Estatística e Computação Científica / Made available in DSpace on 2018-08-07T14:24:13Z (GMT). No. of bitstreams: 1 Viola_MarcioLuisLanfredi_M.pdf: 24648946 bytes, checksum: 3e9e740e3961441870b59a758583d5af (MD5) Previous issue date: 2006 / Resumo: Sob a ótica da Teoria de Cópulas, a modelagem multidimensional pode ser considerada decorrente de dois processos: estimação das funções de distribuição acumulada marginais e modelagem de uma estrutura de dependência multidimensional que age sobre tais funções de distribuição marginais, sendo esta última, denominada cópula. Neste trabalho, as funções de distribuição acumulada marginais de interesse correspondem à função de distribuição acumulada do máximo de uma variável aleatória e, consequentemente, a Teoria de Valores Extremos apresenta-se como uma alternativa natural para a modelagem das distribuições marginais. Nesta dissertação, serão estudados os tipos de dependência entre variáveis aleatórias, a construção e implementação de modelos de Teoria de Cópulas assim como, os resultados básicos de convergência utilizados na Teoria de Valores Extremos. Sob o escopo da Teoria de Valores Extremos, os métodos de estimação pontual de Máxima Verossimilhança e L-momentos serão comparados através de algumas simulações e, adicionalmente, serão abordadas as condições que asseguram a validade das propriedades assintóticas do Método de Máxima Verossimilhança bem como as principais propriedades de ambos os métodos citados. As teorias citadas serão aplicadas no contexto de Lingüística na modelagem multidimensional de características do sinal acústico observadas em regiões de baixa, média e alta freqüência de frases das línguas inglesa e francesa / Abstract: In the copula theory we can interpret a multidimensional distribution as a result of two processes, namely, marginal cumulative distribution function estimation and dependence structure estimation. The latter, called copula, is employed to aggregate the marginal distributions. In this work, the marginal distributions correspond to the maximum value of random variables. Thus, the extreme value theory, in particular the generalized extreme value distribution, is a natural way to model the marginal distribution. Some theoretical aspects will be studied in order to obtain knowledge the principal results of concerning the convergence in distribution associated with maximum likelihood estimation and L-moments estimation. This strategy is essential because the generalized extreme value distribution represents a nonregular case. Some simulation were performed in order to compare the behavior of the method. We will also take into account trivariate copula models such as Kimeldorf and Sampson model and Gumbel model. We will use maximum likelihood method for the point estimation in copula models. Finally, we will apply extreme value theory and copula model in a linguistic problem. Preciselly, we will consider signal coming from the three different frequence classes modeled both English and French languages / Mestrado / Mestre em Estatística

Orientador: Aluisio de Souza Pinheiro / Dissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Matematica, Estatistica e Computação Cientifica / Made available in DSpace on 2018-08-07T20:15:26Z (GMT). No. of bitstreams: 1 Abreu_GabrielCoelhoGoncalvesde_M.pdf: 2309026 bytes, checksum: 4a857ceb54e460ea976576c36730e349 (MD5) Previous issue date: 2007 / Resumo: A análise de dados de expressão gênica tem sido de grande importância nas mais variadas áreas do desenvolvimento humano, como agricultura, melhoramento animal e medicina. Apesar dos avanços na área de estatística genética, a análise desse tipo de dados pode ser complexa e de difícil execução. Os investimentos já feitos nos últimos anos em pesquisa laboratorial podem levar a resultados concretos (melhoramento genético, vacinas genéticas, patentes) em pouco tempo, sob a correta interpretação dos resultados. Como a análise é feita em milhares de genes, existem problemas de comparações múltiplas, excedendo substancialmente o valor nominal de cada teste. Atualmente, em biologia, o problema de testes múltiplos se tornou uma norma, e não uma excessão. Assim, soluções sugeridas englobam o controle da taxas de erro, como o FDR (False discovery rate). O estudo da distribuição empírica dos p-valores, obtidos através dos testes estatísticos, pode ser realizado sob um modelo de mistura finita de distribuições beta. Sugere-se a utilização da distribuição beta generalizada com três parâmetros, mais flexível que a beta padrão. Faz-se um estudo da estimação paramétrica e semi-paramétrica no modelo proposto. São feitos estudos de simulação e aplicação a dados reais / Abstract: The analysis of gene expression data has been of great importance in many fields of human knowledge, as agriculture, animal breeding, and medicine. Despite the continuous progress of statsitical genetics, the analysis of such data can be complex and of difficult evaluation. The investments done in the last years in laboratorial research can lead to important results in short time under the correct interpretation of data. As the analysis are done under a huge amount of data, multiple comparison problems are present, resulting in a redction of the nominal confidence of each test. Nowadays, in biologi and related fields, multiple testing problems has become a reality. Thus, among possible solutions is the control of error rates, such the FDR (False discovery rate). The estimation of the p-values distribution, obtained through statistical tests, can be evaluated by a finite mixture model of beta distributions. The use of generalized beta distribution with three parameters, a more frexible distribution, is sugested. The parametric and semi-parametric estimations are studied over the proposed model. Simulations and a application to real data are considered. / Mestrado / Mestre em Estatística

Orientador: Juan Francisco Camino / Dissertação (mestrado) - Universidade Estadual de Campinas, Faculdade de Engenharia Mecânica / Made available in DSpace on 2018-08-24T10:56:37Z (GMT). No. of bitstreams: 1 PuertoAcosta_JorgeAndres_M.pdf: 7253811 bytes, checksum: c3adc61ec5688b2b451d7b3b0643522e (MD5) Previous issue date: 2013 / Resumo: Esta dissertação apresenta a aplicação de técnicas de identificação paramétricas e não paramétricas para obter o modelo linear invariante no tempo de uma bancada de vibração torcional eletromecânica. A bancada é composta por um servomotor e um disco acoplado ao eixo do motor, além de dois freios eletromagnéticos alocados no disco. A bancada representa múltiplos sistemas giratórios usados na indústria, como, por exemplo, os eixos giratórios em tornos com controle numérico computadorizados. A bancada se encontra no Laboratório de Controle e Identificação da Faculdade de Engenharia Mecânica da UNICAMP. Com essa bancada se realizam pesquisas na área de controle e identificação, sendo assim necessário ter um modelo validado experimentalmente. O processo de obtenção do modelo divide-se em três etapas: [Etapa1] Revisão dos aspectos conceituais de identificação, configuração física da bancada, análise de ruído e tratamento dos sinais e análise preliminar das faixas de operação da bancada. [Etapa 2] Aplicação dos métodos de identificação estudados anteriormente, com detalhes técnicos do processo de identificação. Na identificação da bancada de vibração torcional são propostos dois modelos para o acoplamento: (i) corpo com rigidez infinita (rígido) e (ii) corpo com uma rigidez finita (flexível). Para o modelo cujo o acoplamento é rígido, se propõe uma função de transferência de primeira ordem e para o caso do acoplamento flexível, se propõe uma função de transferência de terceira ordem. Para as duas hipóteses, modelos de primeira e terceira ordem são obtidos usando-se os métodos de identificação ARX, OE , N4SID e PEM. Os modelos identificados são comparados com a estimação da FRF obtida experimentalmente. Também é comparada a resposta temporal dos modelos identificados com os dados experimentais. Dessas identificações, um modelo inicial é escolhido. Do modelo inicial são obtidos os parâmetros iniciais a serem usados na identificação paramétrica de caixa cinza. Identificação na qual são obtidos os parâmetros dos modelos. Os modelos, são identificados para cinco condições de operação diferentes. Esses cinco modelos lineares invariantes no tempo (LTI) são denominados modelos locais. Cabe salientar que cada condição de operação, depende da variação do amortecimento do disco na bancada. O amortecimento depende da corrente aplicada nos freios eletromagnéticos. [Etapa 3] Processo de validação experimental dos modelos obtidos. A validação é feita apresentando um processo recursivo. Tendo como critério de validação o melhor ajuste de curva dado pelo menor erro. Como resultado da aplicação das etapas e processos contidos neste trabalho, se obtém um modelo validado experimentalmente para o caso em que o acoplamento possui rigidez infinita. Da mesma maneira é obtido o modelo validado experimentalmente para o caso em que o acoplamento possui uma rigidez finita / Abstract: This dissertation presents an application of parametric and nonparametric identification techniques to obtain a linear model of a electro-mechanical torsional vibration bench. The torsional vibration bench consist of a servomotor with a disk attached to the motor's shaft. The torsional vibration bench can represents multiple systems used in the industry, as the rotating shafts in machines, for example, computerized numerical control machines. The torsional vibration bench is located in the School of Mechanical Engineering, UNICAMP. This torsional vibration bench is used for research in control and identification. Thus, it is necessary to have a validated experimental model of the torsional vibration bench. The process to obtain a model is divide in three step: [Step 1] is a preliminary part that contains: identification concepts, the torsional vibration bench configuration, analysis of noise and signal¿s processing, and analysis of a rank of frequency's work and excitation's torque, for the torsional vibration bench. [Step 2] is the application of the identification methods studied in step 1, giving the technical details of the identification process. The following hypothesis are used for the coupling: (i) the coupling is a body with infinite stiffness; (ii) the coupling is a body with finite stiffness. For five operating conditions, linear time invariant models are obtained, which are called local models. It should be noted that each operating condition depends on the variation of the damping of the disk on the bench. The damping depends on the fixed current in the electromagnetic brakes. A first-order transfer function is proposed for the system with rigid coupling and a third-order transfer function is proposed for the model with flexible coupling. The models identified using ARX, OE, N4SID, and PEM techniques are compared with the estimation of the FRF. The temporal response of the models identified are compared with the experimental data. [Step 3] Is the experimental validation process used to validate the local models. As a result of applying the steps and processes contained in this work, a model is validated experimentally for the case in which the coupling has infinite stiffness. Likewise, one validated model is obtained for the system in which the coupling has finite stiffness. In the parametric identification case a set of validated models are identified experimentally using time domain methods / Mestrado / Mecanica dos Sólidos e Projeto Mecanico / Mestre em Engenharia Mecânica

Orientador: Robson Pederiva / Tese (doutorado) - Universidade Estadual de Campinas, Faculdade de Engenharia Mecanica / Made available in DSpace on 2018-07-24T02:53:53Z (GMT). No. of bitstreams: 1 Melo_GilbertoPechotode_D.pdf: 10688875 bytes, checksum: fb744df0fd371e40e7782c8c85921d94 (MD5) Previous issue date: 1998 / Resumo: Um dos fatores do grande interesse no desenvolvimento de novas técnicas de detecção de falhas é devido ao aumento da demanda da indústria em relação a segurança de seus sistemas, sendo eles supervisionados e monitorados para que as falhas sejam sanadas o mais rápido possível e que os distúrbios em operação normal não causem uma deterioração da performance dos mesmos. Neste trabalho, desenvolveu-se uma metodologia para detecção e localização de falhas em sistemas mecânicos utilizando observadores de estado de ordem reduzida. O método pode reconstruir os estados não medidos ou os valores provenientes de pontos de difícil acesso no sistema. Os parâmetros de interesse sujeitos a falhas são escolhidos, projetando-se um observador global otimizado para análise de todo o sistema considerando possíveis perturbações aleatórias na excitação, na resposta e falhas nos sensores. Projeta-se também observadores robustos a estes parâmetros de interesse, que localizam possíveis falhas ou irregularidades no sistema. Para os componentes que necessitem de um acompanhamento periódico devido às suas grandes solicitações ou falhas constantes, montam-se observadores com um sistema de alarmes que gera uma curva de tendências em um sistema automático para detecção e localização de falhas desenvolvido neste trabalho. Para os sistemas simulados e experimental, fez-se análises da performance transiente e em regime permanente, excitando-se os sistemas com força impulsiva, força senoidal, ruído aleatório, combinações dos mesmos, etc. Os resultados foram bons quando comparados com outros métodos e pôde-se também verificar os resultados através de uma bancada de testes / Abstract: The development of new faults detection techniques is necessary because of increasing demands from industries on reliability and safety in mechanical systems. They must be supervised such that occurrence of failures can be accommodated as quickly as possible because they can cause an unacceptable deterioration of the systems performance. In this work, we have developed a methodology to Detect and Isolate Faults in mechanical systems using reduced order state observers. We can monitor unmeasureble variables and the method selects the parameters from components that may fault during the process and constmcts an otimized global observer to analyze alI the system considering random noises in the excitation, in the response and sensor faults. To isolate component failures via robust observation, an automatic system with a bank of detection observers is constmcted, where each observer is only sensitive to one specified component failure while robust to alI other component failures. We have analized the transient and steady-state performance by exciting the system with impulsive force, sinosoidal force, random noise etc. The results were good when we compare them with other methods and we have verified the results through a testing rig / Doutorado / Mecanica dos Sólidos e Projeto Mecanico / Doutor em Engenharia Mecânica

Conventional coastal ocean models solve the shallow water equations, which describe the conservation of mass and momentum when the horizontal length scale is much greater than the vertical length scale. In this case vertical pressure gradients in the momentum equations are nearly hydrostatic. The outputs of coastal ocean models are thus sensitive to the bottom stress terms defined through the formulation of Manning’s n coefficients. This thesis considers the Bayesian inference problem of the Manning’s n coefficient in the context of storm surge based on the coastal ocean ADCIRC model. In the first part if the thesis, we apply an ensemble-based Kalman filter, the singular evolutive interpolated Kalman (SEIK) filter to estimate both a constant Manning’s n coefficient and a 2-D parameterized Manning’s coefficient on one ideal and one of more realistic domain using observation system simulation experiments (OSSEs). We study the sensitivity of the system to the ensemble size. we also access the benefits from using an inflation factor on the filter performance. To study the limitation of the Guassian restricted assumption on the SEIK filter, we also implemented in the second part of this thesis a Markov Chain Monte Carlo (MCMC) method based on a Generalized Polynomial chaos (gPc) approach for the estimation of the 1-D and 2-D Mannning’s n coefficient. The gPc is used to build a surrogate model that imitate the ADCIRC model in order to make the computational cost of implementing the MCMC with the ADCIRC model reasonable. We evaluate the performance of the MCMC-gPc approach and study its robustness to different OSSEs scenario. we also compare its estimates with those resulting from SEIK in term of parameter estimates and full distributions. we present a full analysis of the solution of these two methods, of the contexts of their algorithms, and make recommendation for fully realistic application.

The topic of multiple input multiple output (MIMO) radar recently gained considerable interest because it can transmit partially correlated or fully independent waveforms. The inherited waveform diversity helps MIMO radars identify more targets and adds flexibility to the beampattern design. The realized advantages come at the expense of enhanced processing requirements and increased system complexity. In this regards, a closed-form method is derived to generate practical finite-alphabet waveforms with specific correlation properties to match the desired beampattern. Next, the performance of adaptive estimation techniques is examined. Indeed, target localization or reflection coefficient estimation usually involves optimizing a given cost-function over a grid of points. The estimation performance is directly affected by the grid resolution. In this work, the cost function of Capon and amplitude and phase estimation (APES) adaptive beamformers are reformulated. The new cost functions can be evaluated using the two-dimensional fast-Fourier-transform (2D-FFT) which reduces the estimation runtime. Generalized expressions of the Cram´er-Rao lower bound are computed to assess the performance of our estimators. Afterward, a novel estimation algorithm based on the monopulse technique is proposed. In comparison with adaptive methods, monopulse requires less number of received pulses. Hence, it is widely used for fast target localization and tracking purposes. This work suggests an approach that localizes two point targets present in the hemisphere using one set of four antennas. To separate targets sharing the same elevation or azimuth angles, a second set of antennas is required. Two solutions are suggested to combine the outputs from the antenna sets and improve the overall detection performance. The last part of the dissertation focuses on the application and implementation side of radars rather than the theoretical aspects. It describes the realized hardware and software design of a compact portable 24 GHz frequency-modulated-continuous-wave (FMCW) radar. The prototype can assist the visually impaired during their outdoor journeys and prevents collisions with their surrounding environment. Moreover, the device performs diverse tasks such as range-direction mapping, velocity estimation, presence detection, and vital sign monitoring. The experimental result section demonstrates the device’s capabilities in different use-cases.