Thesis (Ph. D.)--Ohio State University, 2007. / Title from first page of PDF file. Includes bibliographical references (p. 121-124).

Alan S. Willsky ... [et al.]. / Microfiche copy available in Barker Engineering Library. / Also available on microfiche. "AD-A080034." / Bibliography: leaves 56-57. / Interim report. / Air Force Office of Scientific Research Grant AFOSR-77-3281B Office of Naval Research Contract ONR/N00014-76-C-0346 Task 61102F 2304/A1

Thesis (Ph. D.)--University of California, San Diego, 2009. / Title from first page of PDF file (viewed July 23, 2009). Available via ProQuest Digital Dissertations. Vita. Includes bibliographical references (p. 104-109).

Made available in DSpace on 2014-06-11T19:26:55Z (GMT). No. of bitstreams: 0 Previous issue date: 2010-02-19Bitstream added on 2014-06-13T18:06:55Z : No. of bitstreams: 1 pavan_jf_me_sjrp.pdf: 525723 bytes, checksum: 14295e01658745f42b4e6dd2b22c1791 (MD5) / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES) / No presente trabalho consideramos o sistema de equações diferenciais ordinároas x1 = afλ 1 (x1)+ bfµ 2 (x2) ˙ x2 = cfη 1 (x1)+ dfζ 2 (x2) (I) onde a,b,c e d são coeficientes constantes, λ, ,η e ζ são números racionais positivos numeradores e denominadores ímpares, as funções fi :(−h,h) → R, h> 0, são contínuas e satisfazem as condições fi(0)=0,i =1, 2e xifi(xi) > 0,para xi =0,i =1, 2. Associado ao sistema(I) consideramos a seguinte função V = α Z x1 0 fξ 1 (τ )dτ + Z x2 0 fθ 2 (τ )dτ, (II) onde ξ e θ são número racionais numeradores e denominadores ímpares. Nosso objetivo principal é encontar é encontrar sob quais condições dos parâmetros a,b,c,d e α> 0 a função V definidaem(II) é uma função de Liapunov estita para a solução nula dos sitema (I), o que leva a concluir a estabilidade assintótica da solução nula. / In this work we consider the system of ordinary differential equations x1 = afλ 1 (x1)+ bfµ 2 (x2) ˙ x2 = cfη 1 (x1)+ dfζ 2 (x2) (I) where a,b,c and d are constantco efficients, λ, ,η and ζ a repositive rational numbers with odd numerators and denominators ,and the functions fi :(−h,h) → R, h> 0,are continuous and satisfy the conditions fi(0)=0,i =1, 2and xifi(xi) > 0,for xi =0,i = 1, 2. Associated to the system(I) we consider the following function V = α Z x1 0 fξ 1 (τ )dτ + Z x2 0 fθ 2 (τ )dτ, (II) where ξ and θ are positive rational numbers with odd numerators and denominators and α is a positive constant. Our main goal is find under what conditions the parameters a,b,c,d and α> 0 the function V defined in(II) is a strict Liapunov function for the zero solution of the system (I), which leads us to conclude the asymptotic stability of zero solution.

Made available in DSpace on 2014-06-11T19:26:56Z (GMT). No. of bitstreams: 0 Previous issue date: 2008-02-25Bitstream added on 2014-06-13T19:06:37Z : No. of bitstreams: 1 barros_mc_me_sjrp.pdf: 547514 bytes, checksum: eb85ffc4b82cf33a3b73f60814c6355f (MD5) / Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) / Sejam Sn(x); n ¸ 0; os polinômios de Sobolev, ortogonais com relação ao produto interno hf; giS = ZR f(x)g(x)dÃ0(x) + ¸ ZR f0(x)g0(x)dÃ1(x); ¸ > 0; onde fdÃ0; dÃ1g forma um par coerente de medidas relacionadas às medidas de Jacobi ou de Laguerre. Denotemos por PÃ0 n (x) e PÃ1 n (x); n ¸ 0; os polinômios ortogonais com respeito a dÃ0 e dÃ1; respectivamente. Neste trabalho, estudamos o comportamento assintótico, quando n ! 1; das razões entre os polinômios de Sobolev, Sn(x); e os polinômios ortogonais PÃ0 n (x) e PÃ1 n (x); além do comportamento limite da razão entre esses dois últimos polinômios. Propriedades assintóticas para os coeficientes da relação de recorrência satisfeita pelos polinômios de Sobolev também foram estudadas. / Let Sn(x); n ¸ 0; be the Sobolev polynomials, orthogonal with respect to the inner product hf; giS = ZR f(x)g(x)dÃ0(x) + ¸ ZR f0(x)g0(x)dÃ1(x); ¸ > 0; where fdÃ0; dÃ1g forms a coherent pair of measures related to the Jacobi measure or Laguerre measure. Let PÃ0 n (x) and PÃ1 n (x); n ¸ 0; denote the orthogonal polynomials with respect to dÃ0 and dÃ1; respectively. In this work we study the asymptotic behaviour, as n ! 1; of the ratio between the Sobolev polynomials, Sn(x); and the ortogonal polynomials PÃ0 n (x) and PÃ1 n (x); as well as the limit behaviour of the ratio between the last two polynomials. Furthermore, we also give asymptotic results for the coefficients of the recurrence relation satisfied by the Sobolev polynomials.

Made available in DSpace on 2014-06-11T19:27:08Z (GMT). No. of bitstreams: 0 Previous issue date: 2005-09-05Bitstream added on 2014-06-13T20:16:05Z : No. of bitstreams: 1 nascimento_rp_me_sjrp.pdf: 368298 bytes, checksum: d1ffd79129c70e6a0b4236136ff5e58e (MD5) / Neste trabalho é feito um estudo aprofundado da estabilidade de sistemas alternantes, principalmente via teoria de Lie. Inicialmente são apresentados os principais conceitos básicos da álgebra de Lie, necessários para o estudo dos critérios de estabilidade dos sistemas alternantes. Depois são discutidos critérios de estabilidade para sistemas alternantes. É feita a exposição da demonstração de que para todo sistema linear da forma ? x = Apx p = 1, 2,...,N, com as matrizes Ap assintóticamente estáveis e comutativas duas a duas, existe uma função de Lyapunov quadrática comum. Uma condição suficiente para estabilidade assintótica de um sistema linear alternante é apresentada em termos da álgebra de Lie gerada por uma família infinita de matrizes. A saber, se esta álgebra de Lie é solúvel, então o sistema alternante é estável para uma mudança arbitrária de sinal. Em seguida são estudadas condições mais fracas. Supondo que a álgebra de Lie não é solúvel, mas é decomponível na soma de um ideal solúvel e uma subálgebra com grupo de Lie compacto, então o sistema alternante é globalmente exponencialmente uniformemente estável. Entretanto, se o grupo de Lie não for compacto, verifica-se que é possível gerar uma família finita de matrizes estáveis tais que o correspondente sistema linear alternante não é estável. Finalmente, os resultados correspondentes de estabilidade local para sistemas alternantes não lineares são apresentados. / In this work it is undertaken a deep study of stability for switched systems, mainly via Lie algebraic Theory. At first, the basic concepts and results from Lie algebra necessary for the study of stability of switched systems are presented. Criteria for stability are discussed. It is also done an exposition of the proof that all linear systems ? x = Apx, p = 1, 2, ...,N, with stable and pairwisely commutative matrices Ap, have common quadratic Lyapounov functions. A sufficient condition for asymptotic stability of switched linear systems is presented in term of the Lie algebra generated by a family infinite matrices. That is, if this Lie algebra is solvable, then the switched systems are stable for an arbitrary change of sinal. Next weaker conditions are studied. If the Lie algebra is decomposable into two subalgebras in which one is a solvable ideal and the other has a compact Lie group, then the switched systems are globally exponentially uniformly stable. However, if the Lie group is not compact, it is also possible to generate a finite family of stable matrices such that the corresponding switched linear systems are not stable. Finally, corresponding local stability results are presented for nonlinear systems.

abstract: Distributed inference has applications in fields as varied as source localization, evaluation of network quality, and remote monitoring of wildlife habitats. In this dissertation, distributed inference algorithms over multiple-access channels are considered. The performance of these algorithms and the effects of wireless communication channels on the performance are studied. In a first class of problems, distributed inference over fading Gaussian multiple-access channels with amplify-and-forward is considered. Sensors observe a phenomenon and transmit their observations using the amplify-and-forward scheme to a fusion center (FC). Distributed estimation is considered with a single antenna at the FC, where the performance is evaluated using the asymptotic variance of the estimator. The loss in performance due to varying assumptions on the limited amounts of channel information at the sensors is quantified. With multiple antennas at the FC, a distributed detection problem is also considered, where the error exponent is used to evaluate performance. It is shown that for zero-mean channels between the sensors and the FC when there is no channel information at the sensors, arbitrarily large gains in the error exponent can be obtained with sufficient increase in the number of antennas at the FC. In stark contrast, when there is channel information at the sensors, the gain in error exponent due to having multiple antennas at the FC is shown to be no more than a factor of 8/π for Rayleigh fading channels between the sensors and the FC, independent of the number of antennas at the FC, or correlation among noise samples across sensors. In a second class of problems, sensor observations are transmitted to the FC using constant-modulus phase modulation over Gaussian multiple-access-channels. The phase modulation scheme allows for constant transmit power and estimation of moments other than the mean with a single transmission from the sensors. Estimators are developed for the mean, variance and signal-to-noise ratio (SNR) of the sensor observations. The performance of these estimators is studied for different distributions of the observations. It is proved that the estimator of the mean is asymptotically efficient if and only if the distribution of the sensor observations is Gaussian. / Dissertation/Thesis / Ph.D. Electrical Engineering 2010

Cette thèse présente des contributions à la modélisation multivariée des queues de distribution. Nous introduisons une nouvelle modélisation des probabilités de queue jointes d'une distribution multivariée avec des marges Pareto. Ce modèle est inspiré de celui de Wadsworth et Tawn (2013). Une nouvelle variation régulière multivariée non-standard de coefficient une fonction à deux variables est introduite, permettant de généraliser deux approches de modélisation respectivement proposées par Ramos et Ledford (2009)et Wadsworth et Tawn (2013). En nous appuyant sur cette modélisation nous proposons une nouvelle classe de modèles semi-paramétriques pour l'extrapolation multivariée selon des trajectoires couvrant tout le premier quadrant positif. Nous considérons aussi des modèles paramétriques construits grâce à une mesure non-négative satisfaisant une contrainte qui généralise celle de Ramos et Ledford (2009). Ces nouveaux modèles sont flexibles et conviennent tant pour les situations de dépendance que d'indépendance asymptotique. / This PhD thesis presents contributions to the modelling of multivariate extremevalues. We introduce a new tail model for multivariate distribution with Pareto margins. This model is inspired from the Wadsworth and Tawn (2013) one. A new non-standard multivariate regular variation with index equals to a function of two variables is thus introduced to generalize both modeling approaches proposedby Ramos and Ledford (2009) and Wadsworth and Tawn (2013), respectively. Building on this new approach we propose a new class of non-parametric models allowing multivariate extrapolation along trajectories covering the entire first positive quadrant. Similarly we consider parametric models built with a non-negative measure satisfying a constraint that generalizes the Ramos and Ledford (2009) one. These new models are flexible and valid in both situations of dependence or asymptotic independence.

The main subject of this thesis is a change point detection in stationary vector autoregressions. Various test statistics are proposed for the retrospective break point detection in the parameters of such models, in particular, the derivation of their asymptotic distribution under the null hypothesis of no change. Testing procedures are based on the maximum like- lihood principle and are derived under normality, nevertheless the asymptotic results are valid for broader class of distributions and involve also the models with certain form of dependence. Simulation studies document the quality of the results.

This thesis consists of several problems concerning numerical approximations for stochastic differential equations, and is divided into three parts. The first one is on the integrability and asymptotic stability with respect to a certain class of Lyapunov functions, and the preservation of the comparison theorem for the explicit numerical schemes. In general, those properties of the original equation can be lost after discretisation, but it will be shown that by some suitable modification of the Euler scheme they can be preserved to some extent while keeping the strong convergence rate maintained. The second part focuses on the approximation of iterated stochastic integrals, which is the essential ingredient for the construction of higher-order approximations. The coupling method is adopted for that purpose, which aims at finding a random variable whose law is easy to generate and is close to the target distribution. The last topic is motivated by the simulation of equations driven by Lévy processes, for which the main difficulty is to generalise some coupling results for the one-dimensional central limit theorem to the multi-dimensional case.