The aim of this master’s thesis is to create a multiband stop derived from Lynn filters for suppressing mains hum and baseline variation (drift). The first part of the thesis is focused on brief theoretical introduction to the distortion types affecting ECG signal and twelve lead connection. The following practical part describes free realizations of ECG filter and ECG signal filtration. The filter has been tested both on distorted and on non-distorted signal. Finally filters’ error rate was computed from CSE database signals.

This dissertation concerns the model reduction of linear periodic descriptor systems both in continuous and discrete-time case. In this dissertation, mainly the projection based approaches are considered for model order reduction of linear periodic time varying descriptor systems. Krylov based projection method is used for large continuous-time periodic descriptor systems and balancing based projection technique is applied to large sparse discrete-time periodic descriptor systems to generate the reduce systems. For very large dimensional state space systems, both the techniques produce large dimensional solutions. Hence, a recycling technique is used in Krylov based projection methods which helps to compute low rank solutions of the state space systems and also accelerate the computational convergence. The outline of the proposed model order reduction procedure is given with more details. The accuracy and suitability of the proposed method is demonstrated through different examples of different orders. Model reduction techniques based on balance truncation require to solve matrix equations. For periodic time-varying descriptor systems, these matrix equations are projected generalized periodic Lyapunov equations and the solutions are also time-varying. The cyclic lifted representation of the periodic time-varying descriptor systems is considered in this dissertation and the resulting lifted projected Lyapunov equations are solved to achieve the periodic reachability and observability Gramians of the original periodic systems. The main advantage of this solution technique is that the cyclic structures of projected Lyapunov equations can handle the time-varying dimensions as well as the singularity of the period matrix pairs very easily. One can also exploit the theory of time-invariant systems for the control of periodic ones, provided that the results achieved can be easily re-interpreted in the periodic framework. Since the dimension of cyclic lifted system becomes very high for large dimensional periodic systems, one needs to solve the very large scale periodic Lyapunov equations which also generate very large dimensional solutions. Hence iterative techniques, which are the generalization and modification of alternating directions implicit (ADI) method and generalized Smith method, are implemented to obtain low rank Cholesky factors of the solutions of the periodic Lyapunov equations. Also the application of the solvers in balancing-based model reduction of discrete-time periodic descriptor systems is discussed. Numerical results are given to illustrate the effciency and accuracy of the proposed methods.

The aim of the project is to design an active safety system forpassenger vehicles for mitigating secondary collisions after an initialimpact. The control objective is to minimize the lateral deviationfrom the known original path while achieving a safe heading angle afterthe initial collision. A hierarchical controller structure is proposed:the higher layer is formulated as a linear time varying model predictivecontroller that denes the virtual control moment input; the lowerlayer deploys a rule-based controller that realizes the requested moment.The designed control system is then tested and validated inSimulink as well as in IPG CarMaker, a high delity vehicle dynamicssimulator. / Syftet med projektet är att för personbilar designa ett aktivtsäkerhetssystem för att undvika följdkollisioner efter en första kollision.Målet är att minimera den laterala avvikelsen från den ursprungligafärdvägen och att samtidigt uppnå en säker kurs efter den första kollisionen.En hierarkisk regulatorstruktur föreslås. Det övre skiktet iregulatorn är formulerat som en linjär tidsvarierande modell prediktivkontroller som definierar den virtuella momentinmatningen. Det nedreskiktet använder en regelbaserad regulator som realiserar det begärdamomentet. Det konstruerade styrsystemet testades och validerades sedani Simulink samt i IPG CarMaker, en simulator med hög precisionför fordonsdynamik.

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.

Le problème de l'efficacité énergétique dans le domaine des transports a comme principal défi savoir comment utiliser la source d'énergie pour que l'efficacité énergétique puisse être maximisée, c'est-à-dire comment le véhicule doit être conduit de telle sorte que la quantité minimale d’énergie est utilisée. Ce problème est le principal problème considéré dans cette thèse. Le véhicule est un prototype impliqué dans la course européenne Shell Eco-Marathon. La dynamique du véhicule est d'abord obtenu par l'identification expérimentale des paramètres. Une stratégie en boucle ouverte de conduite optimale en termes de consommation électrique est calculée. Plusieurs approches ont été étudiées pour le suivi de la référence optimale (stratégie de conduite optimale). Ces approches doivent prendre en compte les ressources limitées en taille mémoire et capacité de calcul. Une commande prédictive (MPC) basée sur la dynamique linéarisée est tout d'abord synthétisée. Le problème de poursuite nécessite une MPC avec contraintes variant dans le temps. La stabilité et la convergence de la commande prédictive sont prouvées à l'aide du formalisme des ensembles invariants. En troisième partie, à partie du modèle LPV, une adaptation de techniques standards basées sur des fonctions de Lyapunov quadratiques et à paramètres variants avec calculs hors-ligne est proposée. Elle est implémentée sur un banc de test. Enfin, une technique adaptative robuste avec identification en ligne de la dynamique est proposée et implémentée dans le véhicule. Cette technique a été testée et validée en course. Les résultats expérimentaux obtenus montrent de bonnes performances de la stratégie de conduite / In the field of transportation, the research on energy efficiency has been carried out for few decades by the automotive industry, where one of the main objectives is to reduce the energetic consumption. This particular problem can be rephrased as how the vehicle must be driven so that the minimum quantity of energy is used. This is the optimal driving strategy. In this project, a suitable model of the Vir'volt electric vehicle involved in the European Shell Eco-Marathon is obtained. The unknown parameters involved in the vehicle dynamics are estimated using Parameter identification from experimental data. The identified dynamics is used to derive an optimal driving strategy that is intended to be tracked on-line during the driving task. The tracking task is subject to time-varying polytopic constraint on the input and/or the state. A MPC-based tracking strategy that uses an homothetic transformation as a suitable time-varying invariant set is used. The time-varying invariant set guarantees the asymptotic stability of the control law. The problem of the MPC tracking for Linear Parametric Varying (LPV) systems is introduced. A new explicit MPC strategy for LPV systems is developed. This strategy uses a Parameter dependent Lyapunov Function (PDLF) to involve explicitly the time-varying parameter in the control law and so it reduces conservatism. A benchmark is used to test the performances of the optimal driving strategy and the explicit MPC tracking strategy. Finally, a robust adaptive technique with on-line identification of the dynamics is has been proposed and tested in the race showing good performances of the adaptive driving strategy

2008年次貸風暴橫掃全球金融市場，Basel II制度歷經多年的實施，卻無法有效防阻金融風暴的發生。觀察2008已採用內部模型法之主要國際金融機構之年報，亦發現採用蒙地卡羅模擬法之代表銀行『德意志銀行』於該年度竟發生了35次穿透，市場風險管理到底出了什麼問題？這是被極度關心的現象，產官學界也對此現象提出了許多議題。2012年的現在，次貸的風暴尚未遠去，新的歐債危機也正在蔓延，若金融風暴再次來臨，市場風險管理是否能克服次貸風暴後所凸顯的缺失，市場風險管理的價值除被動管理外，是否還可以進階到主動預警，以作為經營決策的重要參考資訊？這些都是國內金融機構需積極面對的急迫的市場風險管理議題。 個案金控的市場風險管理機制致力於解決次貸以來所凸顯的市場風險管理議題、提升市場風險衡量的精準度、擴大市場風險管理之應用範圍，並將市場風險管理的價值由被動管理角色進階到主動預警角色，以期作為經營決策的重要參考。經過多年的淬煉，其發展理念與經驗應具相當參考價值，故本論文以個案金融控股公司(以下簡稱個案金控)之實務經驗進行個案研究，除分析個案金控市場風險管理機制的基礎架構外，也將研究重心放在個案金控如何在此基礎架構下，開發多種進階市場風險量化管理功能。 本論文除研究個案金控如何完善市場風險值量化機制外，也對各量化功能的實施結果進行分析，以期研究成果可更客觀的作為其他金融控股公司未來發展進階市場風險衡量機制之參考。