<p>The advances in three related areas of state-space modeling, sequential Bayesian learning, and decision analysis are addressed, with the statistical challenges of scalability and associated dynamic sparsity. The key theme that ties the three areas is Bayesian model emulation: solving challenging analysis/computational problems using creative model emulators. This idea defines theoretical and applied advances in non-linear, non-Gaussian state-space modeling, dynamic sparsity, decision analysis and statistical computation, across linked contexts of multivariate time series and dynamic networks studies. Examples and applications in financial time series and portfolio analysis, macroeconomics and internet studies from computational advertising demonstrate the utility of the core methodological innovations.</p><p>Chapter 1 summarizes the three areas/problems and the key idea of emulating in those areas. Chapter 2 discusses the sequential analysis of latent threshold models with use of emulating models that allows for analytical filtering to enhance the efficiency of posterior sampling. Chapter 3 examines the emulator model in decision analysis, or the synthetic model, that is equivalent to the loss function in the original minimization problem, and shows its performance in the context of sequential portfolio optimization. Chapter 4 describes the method for modeling the steaming data of counts observed on a large network that relies on emulating the whole, dependent network model by independent, conjugate sub-models customized to each set of flow. Chapter 5 reviews those advances and makes the concluding remarks.</p> / Dissertation

Hand transmitted vibration (HTV) is one of the most common hazards faced by workers in the construction industry. A major source of HTV is hand held percussion tools, such as pneumatically driven chipping hammers and rock drills. This thesis presents a new approach to measuring the vibration from these tools using an experimental hand arm model to which the tools are attached. The experimental hand-arm model has been designed to have similar dynamic characteristics to that of a human hand-arm system. This approach addresses the issue of repeatability as HTV measurements suffer from variability between cases. The measured acceleration of the hand-arm system is in range or close to range of the measured accelerations of the test subjects with superior repeatability. Further, the thesis presents a nonlinear numerical model of a pneumatic impact hammer. Fundamentally, the numerical model was made up of two different sub-models, 1) a fluid flow model and 2) a structural dynamic model. The fluid flow model was based on the equations for mass flow rate of air though a bleed orifice assuming an isentropic process. The second sub-model deals with modeling the structural components of the impact hammer consisting of the major hammer like the center body, handle, piston and chisel as well as the human hand and the ground. Time domain simulations of the hammer were carried out by using a state space formulation to get displacements, velocities and accelerations of the each component as well as the exhaust jet velocities. Experiments were carried out to measure the handle response and exhaust jet velocities as well as pressure profiles. The results obtained from the numerical model were then validated using these experimental results. Finally, a parametric study using the numerical model was carried out to explore different vibration control techniques. / Master of Science

This manuscript consists of two papers that formulate novel methodologies pertaining to time series analysis in the state-space framework. In Chapter 1, we introduce an innovative time series forecasting procedure that relies on model-based clustering and model averaging. The clustering algorithm employs a state-space model comprised of three latent structures: a long-term trend component; a seasonal component, to capture recurring global patterns; and an anomaly component, to reflect local perturbations. A two-step clustering algorithm is applied to identify series that are both globally and locally correlated, based on the corresponding smoothed latent structures. For each series in a particular cluster, a set of forecasting models is fit, using covariate series from the same cluster. To fully utilize the cluster information and to improve forecasting for a series of interest, multi-model averaging is employed. We illustrate the proposed technique in an application that involves a collection of monthly disease incidence series. In Chapter 2, to effectively characterize a count time series that arises from a zero-inflated binomial (ZIB) distribution, we propose two classes of statistical models: a class of observation-driven ZIB (ODZIB) models, and a class of parameter-driven ZIB (PDZIB) models. The ODZIB model is formulated in the partial likelihood framework. Common iterative algorithms (Newton-Raphson, Fisher Scoring, and Expectation Maximization) can be used to obtain the maximum partial likelihood estimators (MPLEs). The PDZIB model is formulated in the state-space framework. For parameter estimation, we devise a Monte Carlo Expectation Maximization (MCEM) algorithm, using particle methods to approximate the intractable conditional expectations in the E-step of the algorithm. We investigate the efficacy of the proposed methodology in a simulation study, and illustrate its utility in a practical application pertaining to disease coding.

The state-space realization problem is a very basic and fundamental problem of control theory. The topic is also becoming increasingly important as practitioners of both physical and social sciences find it crucial to model very complex systems based on input-output data only. In this thesis, a review of the topic will be given for general nonlinear systems and for the less general linear case as well. The thesis will also present some new theoretical results that contribute to the development of the state-space realization topic. Specifically, an important result will show that if a system can be identified by an input-output equation of a particular form, which is fairly general, then a state-space realization can always be easily derived directly from the input-output map. Finally, the theory will be applied to find a state-space model for a nonlinear hydraulic system based on its input-output data.

Recently, the environmental impact of aircraft and rising fuel prices have become an increasing concern in the aviation industry. To address these problems, organizations such as NASA have set demanding goals for reducing aircraft emissions, fuel burn, and noise. In an effort to reach the goals, a movement toward more-electric aircraft and electric propulsion has emerged. With this movement, the number of critical electrical loads on an aircraft is increasing causing power system reliability to be a point of concern. Currently, power system reliability is maintained through the use of back-up power supplies such as batteries and ram-air-turbines (RATs). However, the increasing power requirements for critical loads will quickly outgrow the capacity of the emergency devices. Therefore, reliability needs to be addressed when designing the primary power distribution system. Power system reliability is a function of component reliability and redundancy. Component reliability is often not determined until detailed component design has occurred; however, the amount of redundancy in the system is often set during the system architecting phase. In order to meet the capacity and reliability requirements of future power distribution systems, a method for redundancy allocation during the system architecting phase is needed. This thesis presents an aircraft power system design methodology that is based upon the engineering decision process. The methodology provides a redundancy allocation strategy and quantitative trade-off environment to compare architecture and technology combinations based upon system capacity, weight, and reliability criteria. The methodology is demonstrated by architecting the power distribution system of an aircraft using turboelectric propulsion. The first step in the process is determining the design criteria which includes a 40 MW capacity requirement, a 20 MW capacity requirement for the an engine-out scenario, and a maximum catastrophic failure rate of one failure per billion flight hours. The next step is determining gaps between the performance of current power distribution systems and the requirements of the turboelectric system. A baseline architecture is analyzed by sizing the system using the turboelectric system power requirements and by calculating reliability using a stochastic flow network. To overcome the deficiencies discovered, new technologies and architectures are considered. Global optimization methods are used to find technology and architecture combinations that meet the system objectives and requirements. Lastly, a dynamic modeling environment is constructed to study the performance and stability of the candidate architectures. The combination of the optimization process and dynamic modeling facilitates the selection of a power system architecture that meets the system requirements and objectives.

Made available in DSpace on 2014-06-11T19:22:31Z (GMT). No. of bitstreams: 0 Previous issue date: 2010-08-27Bitstream added on 2014-06-13T19:28:00Z : No. of bitstreams: 1 sampaio_lp_me_ilha.pdf: 1553174 bytes, checksum: 4a7ad1f1c4400135903509fd327b3112 (MD5) / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES) / Este trabalho propõe uma nova abordagem na metodologia de operação para o inversor Boost monofásico, como estrutura base para o aproveitamento de fontes alternativas e renováveis de energia elétrica. Considerando-se que equipamentos eletro/eletrônicos convencionais em CA (corrente alternada) necessitam, normalmente, de níveis e formato de tensão diferentes daqueles fornecidos por essas fontes de energia, o inversor proposto é uma estrutura integrada que tem a capacidade de operar como conversor elevador de tensão e inversor, apresentando um número reduzido de componentes e rendimento maior, quando comparado às formas tradicionais de se associar em cascata o conversor elevador com o inversor. O projeto convencional do inversor fonte de corrente (CSI) exige uma indutância elevada de entrada, além disso, o modelo a pequeno sinais do CSI é semelhante ao do conversor Boost no modo de condução contínua, apresentando um zero no semi-plano direito na função de transferência para o controle da tensão de saída, sendo que este zero causa o conhecido efeito de fase não-mínima. Desta forma, uma metodologia especial de projeto é apresentada resultando numa indutância Boost reduzida e numa técnica de controle utilizando um sistema multi-malhas, com alimentação direta, devidamente projetada de forma a possibilitar elevadas dinâmicas de transferência de energia. Adicionalmente, o inversor apresenta tensão de saída com reduzidas distorções harmônicas (DHT), número reduzido de componentes de potência e, consequentemente, elevada densidade de potência. Neste trabalho são apresentadas as análises qualitativa e quantitativa do inversor, a modelagem e técnica de controle proposta, metodologia de projeto, os principais resultados de simulação e experimentais com a finalidade de demonstrar a viabilidade de aplicação da proposta. / This work presents a new methodology for the operation and control of a single-phase current-source Boost Inverter, it is used as base structure for alternative and renewable electric energy sources. The electro/electronics devices normally require eletrical source in AC (alternate current) in different voltage levels and shapes those provided by the alternative and renewable electrical sources. The proposed inverter is an integrated structure able to operate as step-up DC-DC converter and inverter, it presents a reduced number of components, high efficiency when compared with the traditional technique of step-up and inverter for cascade association. The conventional design of current source inverter (CSI) require a large boost inductance, therefore, the small-signal model is similar to continuous-current-mode (CCM) Boost converter, which has a right-half-plane (RHP) zero in its control-to-output transfer function, and this RHP zero causes the well-known non-minimum-phase effects. In this context, a special design with small boost inductance and a multi-loop control is proposed in order to assure stability and very fast dynamics. Furthermore, the inverter presents output voltage with very low total harmonic distortion (THD), reduced number of components and high power density. In addition, this work presents the Boost CSI operation, the proposed control technique, the main simulation and experimental results in order to demonstrate the feasibility of the proposal.

Orientador: Carlos Alberto Canesin / Banca: Falcondes Jose Mendes de Seixas / Banca: Denizar Cruz Martins / Resumo: Este trabalho propõe uma nova abordagem na metodologia de operação para o inversor Boost monofásico, como estrutura base para o aproveitamento de fontes alternativas e renováveis de energia elétrica. Considerando-se que equipamentos eletro/eletrônicos convencionais em CA (corrente alternada) necessitam, normalmente, de níveis e formato de tensão diferentes daqueles fornecidos por essas fontes de energia, o inversor proposto é uma estrutura integrada que tem a capacidade de operar como conversor elevador de tensão e inversor, apresentando um número reduzido de componentes e rendimento maior, quando comparado às formas tradicionais de se associar em cascata o conversor elevador com o inversor. O projeto convencional do inversor fonte de corrente (CSI) exige uma indutância elevada de entrada, além disso, o modelo a pequeno sinais do CSI é semelhante ao do conversor Boost no modo de condução contínua, apresentando um zero no semi-plano direito na função de transferência para o controle da tensão de saída, sendo que este zero causa o conhecido efeito de fase não-mínima. Desta forma, uma metodologia especial de projeto é apresentada resultando numa indutância Boost reduzida e numa técnica de controle utilizando um sistema multi-malhas, com alimentação direta, devidamente projetada de forma a possibilitar elevadas dinâmicas de transferência de energia. Adicionalmente, o inversor apresenta tensão de saída com reduzidas distorções harmônicas (DHT), número reduzido de componentes de potência e, consequentemente, elevada densidade de potência. Neste trabalho são apresentadas as análises qualitativa e quantitativa do inversor, a modelagem e técnica de controle proposta, metodologia de projeto, os principais resultados de simulação e experimentais com a finalidade de demonstrar a viabilidade de aplicação da proposta. / Abstract: This work presents a new methodology for the operation and control of a single-phase current-source Boost Inverter, it is used as base structure for alternative and renewable electric energy sources. The electro/electronics devices normally require eletrical source in AC (alternate current) in different voltage levels and shapes those provided by the alternative and renewable electrical sources. The proposed inverter is an integrated structure able to operate as step-up DC-DC converter and inverter, it presents a reduced number of components, high efficiency when compared with the traditional technique of step-up and inverter for cascade association. The conventional design of current source inverter (CSI) require a large boost inductance, therefore, the small-signal model is similar to continuous-current-mode (CCM) Boost converter, which has a right-half-plane (RHP) zero in its control-to-output transfer function, and this RHP zero causes the well-known non-minimum-phase effects. In this context, a special design with small boost inductance and a multi-loop control is proposed in order to assure stability and very fast dynamics. Furthermore, the inverter presents output voltage with very low total harmonic distortion (THD), reduced number of components and high power density. In addition, this work presents the Boost CSI operation, the proposed control technique, the main simulation and experimental results in order to demonstrate the feasibility of the proposal. / Mestre

Ces travaux de thèse portent essentiellement sur la modélisation, l’analyse et la commande des convertisseurs de type MMC intégrés dans un contexte MTDC. Le premier objectif de ce travail est d’aboutir à un modèle dynamique du convertisseur MMC, exprimé dans le repère $dq$, permettant d’une part, de reproduire avec précision les interactions AC-DC, et d’exprimer, d’autre part, la dynamique interne du convertisseur qui peut interagir également avec le reste du système. Le modèle développé peut être linéarisé facilement dans le but de l’exploiter pour l’étude de stabilité en se basant sur les techniques pour les systèmes linéaires à temps invariant. Ensuite, selon le modèle développé dans le repère dq, différentes stratégies de contrôle sont proposées en fonction de systèmes de contrôle-commande existantes dans la littérature mis en places pour le convertisseur MMC. Étant donné que l’ordre du système est un paramètre important pour l'étude des réseaux MTDC en présence de plusieurs stations de conversion de type MMC, l’approche de réduction de modèles à émerger comme une solution pour faciliter l’étude. En conséquence, différents modèles à ordre réduit sont développés, et qui sont validés par la suite, par rapport au modèle détaillé, exprimé dans le repère dq. Finalement, les modèles MMC développés ainsi que les systèmes de commande qui y ont associés sont exploités, pour l’analyse de stabilité en petits signaux des réseaux MMC-MTDC. Dans ce sens, la stratégie de commande associée à chaque MMC est largement évaluée dans le but d’investiguer les problèmes majeurs qui peuvent surgir au sein d’une configuration MTDC multi-constructeurs / This thesis deals with the modeling and control of MMCs in the context of MTDC. The first objective is to obtain an MMC model in dq frame which can reproduce accurately the AC- and DC- interactions, while representing at the same time the internal dynamics which may interact with the rest of the system. This model is suitable to be linearized and to study its stability, among other linear techniques. Then, based on the developed dq model, different control strategies are developed based on the state-of-the-art on MMC controllers. Since the order of the system may be a limiting factor for studying MTDC grids with many MMCs, different reduced-order models are presented and compared with the detailed dq model. Finally, the developed MMC models with different controllers are used for the MTDC studies. The impact of the chosen controllers of each MMC is evaluated, highlighting the potential issues that may occur in multivendor schemes.