Esta tesis se ocupa de los problemas de la estimación econométrica con muestras pequeñas, en los contextos del los VARs monetarios y de la investigación empírica del crecimiento. Primero, demuestra cómo mejorar el análisis con VAR estructural en presencia de muestra pequeña. El primer capítulo adapta la especificación con prior intercambiable (exchangeable prior) al contexto del VAR y obtiene nuevos resultados sobre la transmisión monetaria en nuevos miembros de la Unión Europea. El segundo capítulo propone un prior sobre las tasas de crecimiento iniciales de las variables modeladas. Este prior resulta en la corrección del sesgo clásico de la muestra pequeña en series temporales y reconcilia puntos de vista Bayesiano y clásico sobre la estimación de modelos de series temporales. El tercer capítulo estudia el efecto del error de medición de la renta nacional sobre resultados empíricos de crecimiento económico, y demuestra que los procedimientos econométricos robustos a incertidumbre acerca del modelo son muy sensibles al error de medición en los datos. / This thesis deals with the problems of econometric estimation with small samples, in the contexts of monetary VARs and growth empirics. First, it shows how to improve structural VAR analysis on short datasets. The first chapter adapts the exchangeable prior specification to the VAR context, and obtains new findings about monetary transmission in New Member States. The second chapter proposes a prior on initial growth rates of modeled variables, which tackles the Classical small-sample bias in time series, and reconciles Bayesian and Classical points of view on time series estimation. The third chapter studies the effect of measurement error in income data on growth empirics, and shows that econometric procedures which are robust to model uncertainty are very sensitive to measurement error of the plausible size and properties.

The three chapters of this thesis investigate social aspects of judgment and decision making. Chapter One analyses the consequences of making decisions based on predictions of future well-being, and the conditions under which advice can improve these decisions. It shows that an interaction between errors in affective forecasts and the choice process leads to suboptimal decisions and disappointment, and establishes conditions under which advice reduces these effects. The second chapter investigates the boundaries of the result that eliciting more than one estimate from the same person and averaging these can lead to accuracy gains in judgment tasks. It reveals that the technique works only for specific kinds of questions, and people are reluctant to average their initial answers when asked for a final estimate. Finally, Chapter Three reviews experimental results regarding individual and small group behaviour in strategic decision tasks and provides a theoretical framework to analyse the observed differences. / Aquesta tesi investiga diferents aspectes socials de la presa de decisions. El primer capítol analitza les decisions preses en base a les prediccions del benestar futur, i en quines situacions els consells d’altres persones poden millorar aquestes decisions. Es mostra que una interacció entre el procés de l’elecció i les imperfeccions de les prediccions condueix a decisions subòptimes i a la decepció, i s’estableixen les condicions sota les quals els consells redueixen aquests efectes. El segon capítol investigaels casos en què les persones poden millorar les seves prediccions numèriques donant més d’una estimació i prenent-ne la mitjana. A base d’un experiment, es mostra que la tècnica funciona només amb determinats tipus de preguntes, i que les persones són averses a prendre mitjanes de les seves estimacions inicials quan es pregunta per una estimació final. L’últim capítol revisa els resultats experimentals referents a la presa de decisions estratègiques de la persona individual comparats amb els de la persona que forma part d’un grup reduït i proporciona un marc teòric en el que analitza les diferències que s’observen en el seu comportament

Power system generators are interconnected in a distributed network to allow sharing of power. If one of the generators cannot meet the power demand, spare power is diverted from neighbouring generators. However, this approach also allows for propagation of electric disturbances. An oscillation arising from a disturbance at a given generator site will affect the normal operation of neighbouring generators and might cause them to fail. Hours of production time will be lost in the time it takes to restart the power plant. If the disturbance is detected early, appropriate control measures can be applied to ensure system stability. The aim of this study is to improve existing algorithms that estimate the oscillation parameters from acquired generator data to detect potentially dangerous power system disturbances. When disturbances occur in power systems (due to load changes or faults), damped oscillations (or &quotmodes") are created. Modes which are heavily damped die out quickly and pose no threat to system stability. Lightly damped modes, by contrast, die out slowly and are more problematic. Of more concern still are &quotnegatively damped" modes which grow exponentially with time and can ultimately cause the power system to fail. Widespread blackouts are then possible. To avert power system failures it is necessary to monitor the damping of the oscillating modes. This thesis proposes a number of damping estimation algorithms for this task. If the damping is found to be very small or even negative, then additional damping needs to be introduced via appropriate control strategies. This thesis presents a number of new algorithms for estimating the damping of modal oscillations in power systems. The first of these algorithms uses multiple orthogonal sliding windows along with least-squares techniques to estimate the modal damping. This algorithm produces results which are superior to those of earlier sliding window algorithms (that use only one pair of sliding windows to estimate the damping). The second algorithm uses a different modification of the standard sliding window damping estimation algorithm - the algorithm exploits the fact that the Signal to Noise Ratio (SNR) within the Fourier transform of practical power system signals is typically constant across a wide frequency range. Accordingly, damping estimates are obtained at a range of frequencies and then averaged. The third algorithm applied to power system analysis is based on optimal estimation theory. It is computationally efficient and gives optimal accuracy, at least for modes which are well separated in frequency.

Advances in digital signal processing (DSP) and computing technology have resulted in the emergence of increasingly adaptive radar systems. It is clear that the Electronic Attack (EA), or jamming, of such radar systems is expected to become a more difficult task. The reason for this research was to address the issue of jamming adaptive radar systems. This required consideration of adaptive jamming systems and the development of a methodology for outlining the features of such a system is proposed as the key contribution of this thesis. For the first time, game-based optimization methods have been applied to a maritime counter-surveillance/counter-targeting scenario involving conventional, as well as so-called ‘smart’ noise jamming.Conventional noise jamming methods feature prominently in the origins of radar electronic warfare, and are still widely implemented. They have been well studied, and are important for comparisons with coherent jamming techniques.Moreover, noise jamming is more readily applied with limited information support and is therefore germane to the problem of jamming adaptive radars; during theearly stages when the jammer tries to learn about the radar’s parameters and its own optimal actions.A radar and a jammer were considered as informed opponents ‘playing’ in a non-cooperative two-player, zero-sum game. The effects of jamming on the target detection performance of a radar using Constant False Alarm Rate (CFAR)processing were analyzed using a game theoretic approach for three cases: (1) Ungated Range Noise (URN), (2) Range-Gated Noise (RGN) and (3) False-Target (FT) jamming.Assuming a Swerling type II target in the presence of Rayleigh-distributed clutter, utility functions were described for Cell-Averaging (CA) and Order Statistic (OS) CFAR processors and the three cases of jamming. The analyses included optimizations of these utility functions, subject to certain constraints, with respectto control variables (strategies) in the jammer, such as jammer power and spatial extent of jamming, and control variables in the radar, such as threshold parameter and reference window size. The utility functions were evaluated over the players’ strategy sets and the resulting matrix-form games were solved for the optimal or ‘best response’ strategies of both the jammer and the radar.

I have developed a multiagent system platform that provides a valuable complement to the alternative research methods. The platform facilitates the development of heterogeneous agents in complex environments. The first application of the multiagent system is to the study of sealed-bid auctions with two-dimensional value signals from pure private to pure common value. I find that several auction outcomes are significantly nonlinear across the two-dimensional value signals. As the common value percent increases, profit, revenue, and efficiency all decrease monotonically, but they decrease in different ways. Finally, I find that forcing revelation by the auction winner of the true common value may have beneficial revenue effects when the common-value percent is high and there is a high degree of uncertainty about the common value. The second application of the multiagent system is to the study of English auctions with two-dimensional value signals using agents that learn a signal-averaging factor. I find that signal averaging increases nonlinearly as the common value percent increases, decreases with the number of bidders, and decreases at high common value percents when the common value signal is more uncertain. Using signal averaging, agents increase their profit when the value is more uncertain. The most obvious effect of signal averaging is on reducing the percentage of auctions won by bidders with the highest common value signal. The third application of the multiagent system is to the study of the optimal payment rule in Treasury auctions using Canadian rules. The model encompasses the when-issued, auction, and secondary markets, as well as constraints for primary dealers. I find that the Spanish payment rule is revenue inferior to the Discriminatory payment rule across all market price spreads, but the Average rule is revenue superior. For most market-price spreads, Uniform payment results in less revenue than Discriminatory, but there are many cases in which Vickrey payment produces more revenue.

I have developed a multiagent system platform that provides a valuable complement to the alternative research methods. The platform facilitates the development of heterogeneous agents in complex environments. The first application of the multiagent system is to the study of sealed-bid auctions with two-dimensional value signals from pure private to pure common value. I find that several auction outcomes are significantly nonlinear across the two-dimensional value signals. As the common value percent increases, profit, revenue, and efficiency all decrease monotonically, but they decrease in different ways. Finally, I find that forcing revelation by the auction winner of the true common value may have beneficial revenue effects when the common-value percent is high and there is a high degree of uncertainty about the common value. The second application of the multiagent system is to the study of English auctions with two-dimensional value signals using agents that learn a signal-averaging factor. I find that signal averaging increases nonlinearly as the common value percent increases, decreases with the number of bidders, and decreases at high common value percents when the common value signal is more uncertain. Using signal averaging, agents increase their profit when the value is more uncertain. The most obvious effect of signal averaging is on reducing the percentage of auctions won by bidders with the highest common value signal. The third application of the multiagent system is to the study of the optimal payment rule in Treasury auctions using Canadian rules. The model encompasses the when-issued, auction, and secondary markets, as well as constraints for primary dealers. I find that the Spanish payment rule is revenue inferior to the Discriminatory payment rule across all market price spreads, but the Average rule is revenue superior. For most market-price spreads, Uniform payment results in less revenue than Discriminatory, but there are many cases in which Vickrey payment produces more revenue.

The scope of this work is the theoretical and computational modeling of the interaction between a Newtonian fluid and a cellular biological medium attached on the surface of a vessel. First and foremost, an extensive and comprehensive review is presented with regard to the available approaches for modeling momentum transfer within cellular biological media, including single-scale-single-phase approaches, Biot's poroelasticity, mixture theory, upscaling methods and multiscale computational equation free methods. Thereafter, at the cellular biological medium level, a theoretical model is developed for the description of momentum transfer within a poroelastic biomaterial, taking into account the interaction between the extracellular fluid and the solid skeleton that consists of cells and extracellular matrix (ECM). A continuum based formulation of momentum transport in a fluid-solid system at the finer spatial scale is used as starting point, and then the method of local spatial averaging with a weight function is implemented in order to establish the partial differential equations that describe the dynamics of fluid flow and matrix deformation at the coarser (macroscopic) spatial scale. In the special case of a homogeneous medium and under certain other conditions, the derived equations become similar to those which are postulated in the theory of interacting continua (mixture theory) and Biot's theory of poroelasticity. At the vessel level, the contribution of this work is twofold. First, a benchmark problem is developed for the validation of numerical methods used to solve problems that involve interactions between a fluid and a poroelastic material. Specifically, an analytical solution is developed for the problem of plane Couette-Poiseuille flow past a poroelastic layer. Second, a computational study is performed for plane Poiseuille flow past and through a semi-elliptical poroelastic biomaterial, which is attached to the surface of a straight vessel. Fluid flow in the clear fluid region is described by the Navier-Stokes equations, and momentum transfer within the biomaterial is described by the upscaled biphasic equations established in this work. The effect of the Reynolds and Darcy number that characterize the flow past and through the biomaterial, respectively, is investigated for obstacles with different configuration with respect to flow (semicircle, oblate semi-ellipse, prolate semi-ellipse). The distribution of the von Mises stress within the biomaterial is determined and, also, the drag and lift forces exerted by the fluid on the biomaterial are calculated. / Στόχος της παρούσας εργασίας είναι η θεωρητική και υπολογιστική μοντελοποίηση της αλληλεπίδρασης μεταξύ ενός Νευτώνειου ρευστού και ενός κυτταρικού βιολογικού υλικού το οποίο βρίσκεται προσκολημμένο στην επιφάνεια ενός αγγείου. Αρχικά παρουσιάζεται μια εκτεταμένη και περιεκτική ανασκόπηση των διαθέσιμων προσεγγίσεων για τη μοντελοποίηση της μεταφοράς ορμής σε κυτταρικά βιολογικά υλικά, συμπεριλαμβανομένων των προσεγγίσεων μιας κλίμακας και μιας φάσης, της θεωρίας ποροελαστικότητας του Biot, της θεωρίας αλληλεπιδρώντων συνεχών, των τεχνικών αλλαγής κλίμακας προς τα άνω, και τέλος, των υπολογιστικών τεχνικών πολλαπλών κλιμάκων χωρις τον ορισμό καταστατικών εξισώσεων. Στην συνέχεια, στο επίπεδο του κυτταρικού βιολογικού υλικού, αναπτύσεται ένα θεωρητικό μοντέλο για την περιγραφή της μεταφοράς ορμής εντός ενός ποροελαστικού υλικού, λαμβάνοντας υπόψη την αλληλεπίδραση μεταξύ του εξωκυτταρικού ρευστού και της στερεής μήτρας που αποτελείται από τα κύτταρα και το δίκτυο εξωκυτταρικών πολυμερών. Ως σημείο εκκίνησης στην μικρότερη κλίμακα παρατήρησης, χρησιμοποιείται μια περιγραφή της μεταφοράς ορμής που βασίζεται σε ένα συνεχές μοντέλο και έπειτα εφαρμόζεται η μέθοδος χωρικής στάθμισης μέσω συνάρτησης βάρους προκειμένου να εξαχθούν οι μερικές διαφορικές εξισώσεις που περιγράφουν την δυναμική της ροής του εξωκυτταρικού ρευστού και της παραμόρφωσης της στερεής μήτρας στην μακροσκοπική κλίμακα. Για την ειδική περίπτωση ενός ομογενούς μέσου και υπό την ισχύ ορισμένων πρόσθετων συνθηκών, οι εξαχθείσες εξισώσεις λαμβάνουν μορφή παρόμοια με αυτή των αντίστοιχων εξισώσεων οι οποίες ισχύουν στην θεωρία αλληλεπιδρώντων συνεχών καθώς και στην θεωρία ποροελαστικότητας του Biot. Στο επίπεδο του αγγείου, η συνεισφορά της παρούσας εργασίας λαμβάνει χώρα σε δύο άξονες. Κατά πρώτον, αναπτύσσεται ένα πρότυπο πρόβλημα το οποίο μπορεί να χρησιμεύσει για την επαλήθευση αριθμητικών μεθόδων που χρησιμοποιούνται για την επίλυση προβλημάτων στα οποία ενέχεται η αλληλεπίδραση ενός ρευστού με ένα ποροελαστικό υλικό. Συγκεκριμένα, εξάγεται μια αναλυτική λύση σε κλειστή μορφή για το πρόβλημα της επίπεδης ροής Couette-Poiseuille μέσα και γύρω από ένα ποροελαστικό στρώμα. Κατά δεύτερον, διεξάγεται μια υπολογιστική μελέτη της επίπεδης ροής Poiseuille μέσα και γύρω από ένα ημιελλειπτικό ποροελαστικό βιολογικό υλικό, το οποίο βρίσκεται προσκολημμένο στην επιφάνεια ενός ευθύγραμμου αγγείου. Στην περιοχή καθαρού ρευστού, η ροή περιγράφεται από τις εξισώσεις Navier-Stokes , ενώ η μεταφορά ορμής εντός του βιολογικού υλικού περιγράφεται με τις εξισώσεις που εξήχθησαν σε αυτή την εργασία μέσω της μεθόδου χωρικής στάθμισης. Η επίδραση των αριθμών Reynolds και Darcy, οι οποίοι χαρακτηρίζουν τη ροή γύρω και μέσα από το βιολογικό υλικό αντίστοιχα, διερευνάται για εμπόδια με διάφορες γωμετρικές διαμορφώσεις (ημικύκλιο, και ημιέλλειψη). Προσδιορίζεται η χωρική κατανομή της τάσης von Mises εντός του βιολογικού υλικού και, επιπρόσθετα, υπολογίζονται η οπισθέλκουσα και η ανυψωτική δύναμη που ασκούνται από το ρευστό στο υλικό.

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Characterisation of modern complex powertrains is a time consuming and expensive process. Little effort has been made to improve the efficiency of testing methodologies used to obtain data for this purpose. Steady-state engine testing is still regarded as the golden standard, where approximately 90% of testing time is wasted waiting for the engine to stabilize. Rapid dynamic engine testing, as a replacement for the conventional steady-state method, has the potential to significantly reduce the time required for characterisation. However, even by using state of the art measurement equipment, dynamic engine testing introduces the problem that certain variables are not directly measurable due to the excitation of the system dynamics. Consequently, it is necessary to develop methods that allow the observation of not directly measurable quantities during transient engine testing. Engine testing for the characterisation of the engine air-path is specifically affected by this problem since the air mass flow entering the cylinder is not directly measurable by any sensor during transient operation. This dissertation presents a comprehensive methodology for engine air charge characterisation using dynamic test data. An observer is developed, which allows observation of the actual air mass flow into the engine during transient operation. The observer is integrated into a dual-ramp testing procedure, which allows the elimination of unaccounted dynamic effects by averaging over the resulting hysteresis. A simulation study on a 1-D gas dynamic engine model investigates the accuracy of the developed methodology. The simulation results show a trade-off between time saving and accuracy. Experimental test result confirm a time saving of 95% compared to conventional steady-state testing and at least 65% compared to quasi steady-state testing while maintaining the accuracy and repeatability of conventional steady-state testing.

The object of the present work is to experimentally study the case of a turbulent boundary layer subjected to an Adverse Pressure Gradient (APG) with separation and reattachment. The effect of unsteadiness on turbulent boundary layer separation by means two different methods were explored viz. the effect of local forcing by acoustic waves and effect of wakes on separation bubble. The experiments were conducted in a low speed open circuit blower type wind tunnel. The turbulent separation bubble was created on the test plate by a contoured ceiling which created the adverse pressure gradient. The velocities were measured using single element hot wire and X-wire. Limited studies on quasi shear stress were also conducted using surface mounted hot film probes. Static pressure was measured using a projection manometer. Boundary layer is tripped near the leading edge of the flat plate to ensure a turbulent boundary layer. Surface pressure distribution and flow visualization were conducted as part of diagnostics. In the case of laminar separation bubble, lot of investigations have been done on the effect of unsteady wake and the most important conclusion was that the wake induces `bypass' transition to turbulence and since the turbulent boundary layer is more resistant to separation, it remains attached. In the case of turbulent separation bubble, laminar-turbulent transition is not relevant and if the bubble is suppressed, it should be by some other mechanism. This is what we seek to unravel in this study. A closer look at the mean velocity profiles reveal the occurrence of inflection point before separation as in the case of laminar separation bubble and the peak values of turbulence intensities correspond to the location of point of inflection. Turbulent separation correlations proposed by various investigators were compared with the present results and are found to be in good agreement. Surface flow visualization pictures are used to get qualitative information. The wall forcing on the separation bubble was done using a speaker which blows a small amount of air when the diaphragm moves up and sucks in when the diaphragm moves down. The blowing effect seems to be more effective in suppressing the separation compared to suction. The interaction with wake is studied using an unsteady bar which is moving up and down. The inflection point in the mean velocity distribution seems to move closer to the wall with the impingement o the wake. Also the turbulence intensities have increased and seem to move closer to the wall. The displacement and momentum thickness have increased and the shape factor has decreased which indicates suppression of the bubble. The quasi shear stress in the separated region also increased which indicates suppression of separation. While the oncoming unsteady wake might be a parcel of fluid with defect velocity when seen in isolation, in comparison to the velocity defect in the separation bubble, it is a region of velocity excess. As a result, one can expect the impingement of the unsteady wake on the TSB to transport momentum thereby contributing to separation reduction. But the mechanism of separation is different from laminar separation bubble affected by wakes. The suppression in the case of turbulent separation bubble is partly due to the entrainment of turbulence and partly due to the kinematic impact of the wake on the bubble.