Markov processes have been widely studied and used for modeling problems. A Markov process has two main components (i.e., an evolution law and an initial distribution). Markov processes are not suitable for modeling some problems, for example, the problem of predicting a trajectory with a known destination. Such a problem has three main components: an origin, an evolution law, and a destination. The conditionally Markov (CM) process is a powerful mathematical tool for generalizing the Markov process. One class of CM processes, called $CM_L$, fits the above components of trajectories with a destination. The CM process combines the Markov property and conditioning. The CM process has various classes that are more general and powerful than the Markov process, are useful for modeling various problems, and possess many Markov-like attractive properties. Reciprocal processes were introduced in connection to a problem in quantum mechanics and have been studied for years. But the existing viewpoint for studying reciprocal processes is not revealing and may lead to complicated results which are not necessarily easy to apply. We define and study various classes of Gaussian CM sequences, obtain their models and characterizations, study their relationships, demonstrate their applications, and provide general guidelines for applying Gaussian CM sequences. We develop various results about Gaussian CM sequences to provide a foundation and tools for general application of Gaussian CM sequences including trajectory modeling and prediction. We initiate the CM viewpoint to study reciprocal processes, demonstrate its significance, obtain simple and easy to apply results for Gaussian reciprocal sequences, and recommend studying reciprocal processes from the CM viewpoint. For example, we present a relationship between CM and reciprocal processes that provides a foundation for studying reciprocal processes from the CM viewpoint. Then, we obtain a model for nonsingular Gaussian reciprocal sequences with white dynamic noise, which is easy to apply. Also, this model is extended to the case of singular sequences and its application is demonstrated. A model for singular sequences has not been possible for years based on the existing viewpoint for studying reciprocal processes. This demonstrates the significance of studying reciprocal processes from the CM viewpoint.

<p>The goal of the project work has been to study the symmetry of the phonons in 4H and 6H-SiC for different measuring geometries by using two experimental techniques, Raman and infrared absorption (IR) spectroscopy, and a theoretical model. The Raman spectra were measured in different scattering configurations in order to obtain experimental data for detailed investigation of the phonon symmetries.</p><p>The gross features of the spectra obtained in different geometries can be explained using general group-theoretical arguments. Using a lattice-dynamics model, we have also calculated the angular dependence of the phonon energies near the centre of the Brillouin zone, as well as the phonon displacements in some high-symmetry directions. The theoretical results are used to interpret the Raman lines in different configurations, and it was possible to estimate that if ionicity of the bonding of 12% is taken in the theoretical model for 4H-SiC, the splitting of the polar TO mode and the shift of the polar LO mode observed in our spectra are well reproduced theoretically. It was also observed that these polar modes have to be classified as longitudinal and transversal with respect to the direction of phonon wave vector, while the rest of the modes remain longitudinal or transversal with respect to the c-axis of the crystal. The Raman lines in the case of 4H SiC have been tentatively labelled with the irreducible representations of the point group of the crystal (C6v).</p>

Successful development of mechatronic systems requires a combination of targeted hardware and software design. The compact rescue robot (CRR), a quadruped pneumatically-actuated walking robot that seeks to use the benefits garnered from pneumatic power, is a prime example of such a system. This thesis discusses the development and testing of a simulation that will aid in further design and development of the CRR by enabling users to examine the impacts of pneumatic actuation on a walking robot. However, development of an entirely new dynamic simulation specific to the system is not practical. Instead, the simulation combines a MATLAB/Simulink actuator simulation with a readily available C++ dynamics library. This multi-platform approach results in additional incurred challenges due to the transfer of data between the platforms. As a result, the system developed here is designed in the fashion that provides the best balance of realistic behavior, model integrity, and practicality. An analytically derived actuator model is developed using classical fluid circuit modeling together with nonlinear area and pressure curves to model the valve and a Stribeck-Tanh model to characterize the effects of friction on the cylinder. The valve model is designed in Simulink and validated on a single degree-of-freedom test rig. This actuator model is then interfaced with SrLib, a dynamics library that computes dynamics of the robot and interactions with the environment, and validated through comparisons with a CRR prototype. Conclusions are focused on the final composition of the simulation, its performance and limitations, and the benefits it offers to the system as a whole.

The Texas state gas tax has been 20.0 cents per gallon since 1991, and the federal gas tax has been 18.4 cents per gallon since 1993. The gas tax is not only stagnant, but depreciating in value due to inflation. Thus, damage is being done to the infrastructure but the money needed to maintain and improve roadways is not being adequately generated. One proposed alternative to the gas tax is the creation of a vehicle miles traveled (VMT) fee; with equity being a crucial issue to consider. This research used 2009 National Household Travel Survey (NHTS) Texas data to consider the equity impacts surrounding four VMT fee scenarios. Data were filtered and weighted to reflect results representative of Texas vehicle-owning households in 2008. Each scenario was run both statically and dynamically under the assumption that the VMT fee would replace the state gas tax. An assessment of the relative vertical equity of each scenario was made by calculating the Gini Coefficient associated with the proportion of state gas tax or VMT fee revenue generated by each household income level quintile. Results indicate that all VMT fee scenarios are essentially as equally vertically equitable than the current state gas tax system. Scenario 4 was designed to be inherently horizontally equitable because the per mile fee associated with each roadway type (urban or rural) was assessed to all vehicles driven on these roadway types at a rate calculated to generate needed funds to address the mobility and infrastructure needs of that roadway type. Scenario 3, a scenario favoring vehicles with high fuel efficiency, was found to be the least horizontally equitable. Scenarios 2-4 were able to generate additional revenue desired to meet the infrastructure and mobility needs of Texas set forth by the 2030 Texas Transportation Needs Committee. The large fee increase necessary to achieve the desired additional revenue may not be popular or possible. However, an evaluation of the philosophy governing each scenario designed to generate additional revenue is informative when it comes to equity impacts. No one VMT fee scenario affects all household income levels and geographic locations uniformly and it was not the goal of this research to design an equitable VMT fee scenario. Rather, the effect of each scenario on 2008 Texas vehicle-owning households disaggregated by household income level and geographic location are presented and left to the discretion of elected officials to decide which VMT fee, if any, would be best for their constituents.

The problem of managing the portfolio provisions is of very high importance for any financial institution. In this paper we provide both static and dynamic models of provisions estimation for the case when the decision about provisions is made at the first moment of time subject to the absence of information and for the case of complete and incomplete information. Also the hedging strategy for the case of the defaultable market is presented in this work as another tool of reducing the risk of default. The default time is modelled as a first-passage time of a standard Brownian motion through a deterministic barrier. Some methods of numerical provision estimation are also presented.

The goal of the project work has been to study the symmetry of the phonons in 4H and 6H-SiC for different measuring geometries by using two experimental techniques, Raman and infrared absorption (IR) spectroscopy, and a theoretical model. The Raman spectra were measured in different scattering configurations in order to obtain experimental data for detailed investigation of the phonon symmetries. The gross features of the spectra obtained in different geometries can be explained using general group-theoretical arguments. Using a lattice-dynamics model, we have also calculated the angular dependence of the phonon energies near the centre of the Brillouin zone, as well as the phonon displacements in some high-symmetry directions. The theoretical results are used to interpret the Raman lines in different configurations, and it was possible to estimate that if ionicity of the bonding of 12% is taken in the theoretical model for 4H-SiC, the splitting of the polar TO mode and the shift of the polar LO mode observed in our spectra are well reproduced theoretically. It was also observed that these polar modes have to be classified as longitudinal and transversal with respect to the direction of phonon wave vector, while the rest of the modes remain longitudinal or transversal with respect to the c-axis of the crystal. The Raman lines in the case of 4H SiC have been tentatively labelled with the irreducible representations of the point group of the crystal (C6v).

研究指出，在不同人類個體的DNA序列中，只有0.1%的基因組排列是相異的，而其餘的序列則是相同的。這些相異的基因組排列則被稱為單一核苷酸(SNP)。Affymetrix公司發展出一種DNA晶片技術稱之為Affymetrix GeneChip Mapping 100K SNP set，此晶片可用來決定單一核苷酸資料的基因類型(genotype)。Affymetrix公司採用預設「動態模型演算法」(DM)來決定基因型態。本論文的研究目的是探討與示範對於DM方法中預設的S值的四種修正方式。而這四種修正的方法分別是： (1) Standardized L value，(2) Median-polished L value，(3) Median-center L value，和(4) Median-standardized L value。為了比較S值與四種改進方法，本研究藉由SNP的模擬資料來進行比較。資料的模擬是基於利用改寫過的階層式之Bolstad模型（2004），而模擬模型的參數估計是利用華人細胞株及基因資料庫中95位台灣人的100K SNP資料。根據AA模型與AB模型模擬資料的基因型態正確率，Standardized L value是最好的判斷基因型態之方法。在另一方面，因為DM方法並不是設計來決定Null模型的基因型態，因此對於Null模型模擬資料的基因型態判斷會有問題。關於Null模型的基因型態判斷，本論文提供了一些簡短的討論與建議。然而，依然需要進一步的研究探討。 / It is known there is only 0.1% in the DNA sequences that is different among human beings, and the rest of them are the same. These differences in DNA sequences are defined as SNPs (Single Nucleotide Polymorphism). The Affymetrix, Inc. had developed a DNA chip technology called Affymetrix GeneChip Mapping 100K SNP set for SNP data used to determine the genotype call. The default algorithm applied by Affymetrix, Inc. to decide genotype calls is the Dynamic Model-based (DM) algorithm. This study aimed to investigate and demonstrate four different ways to modify the basic component used in DM algorithm, namely, the S value. These four modified methods include: (1) Standardized L value, (2) Median-polished L value, (3) Median-centered L value, and (4) Median-standardized L value. In order to compare the S value with the four modified L values, a simulation study was conducted. A hierarchical version of Bolstad’s model (2004) was adopted to simulate the SNP Data. The parameters for the simulation model were estimated based on 95 Taiwanese 100K SNPs data from Taiwan Han Chinese Cell and Genome bank. The Standardized L value was proven to be the best method based on the accuracy of the genotype calls determined according to the simulated data of AA model and AB model. On the other hand, the genotype call for simulated data under Null model is problematic since the DM approach is not designed to determine the Null model. We have given some brief discussion and remarks of the genotype call for Null model. However, further research is still needed. /

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / The lodgment of wind sites is in a visible growing demand not only in Brazil, but all over the world. The wind energy, even though consolidated, still hosts many scientific researches and industrial development in several areas such as control, power converter topologies and stability of grid connected wind turbines (WT). Due to the remarkable development of this technology in the market and the wind seasonality characteristics, it is difficult to study this power source in its operation field. Thus, a controlled environment for testing is desirable. This dissertation presents a topology of horizontal axis wind turbines (HAWT) emulator using a DC motor to provide an electrical generator the same torque that it would if it was driven by a typical WT. In addition to the static model, represented by the pitch angle and power coefficient, a dynamic model of HAWT is proposed in order to improve the representation of real turbines in the field, which allows characterizing the effect of wind shear, towering shadowing and turbine yaw. Furthermore, it permits emulating large inertia machines through smaller engines, by changing the torque imposed on the generator. The appealing motivation in this thesis is that the Magnus turbine emulation includes a relative new type of wind machine that possesses rotating cylinders instead of the traditional propeller blades in traditional HAWT. It is shown how these cylinders increase the available torque, then producing useful power even at lower wind speeds. Simulated and experimental results to evaluate the performance of the wind turbine emulator are presented. Both turbines are analyzed with and without MPPT. Finally the conclusions of this work are presented as well as new proposals for future works. / A instalação de parques eólicos tem se expandido não só no mundo, mas também no Brasil. A energia eólica, apesar de ser já bastante consolidada, ainda é palco para muitos trabalhos científicos e pesquisas na indústria nas áreas de controle, topologias de conversores de potência e estabilidade na conexão de aerogeradores com a rede. Devido a este fato junto com a sazonalidade do vento, torna-se difícil estudar esse tipo de fonte em seu âmbito de operação, sendo assim desejável um ambiente controlado para testes. Esta dissertação apresenta uma topologia para emulação de turbinas de eixo horizontal (HAWT) utilizando um motor de corrente contínua para acionar geradores com o mesmo torque que haveria caso estivessem acoplados a uma turbina real. Para melhor verossimilhança com as turbinas em campo, além do modelo estático composto pelo ângulo de passo das pás e o coeficiente de potência, propõe-se um modelo dinâmico para representar o efeito cortante do vento, o sombreamento da torre e o direcionamento da turbina em relação ao vento. Além do mais, o modelo proposto permite também a emulação de máquinas de grande inércia usando motores de menor porte, pela simples alteração do torque imposto ao gerador. O diferencial nesta dissertação consiste na possibilidade de emulação da turbina Magnus, que é um aerogerador que possui cilindros girantes no lugar das tradicionais pás presentes nas HAWT, que aumentam o torque disponível. Com isto, pode-se mostrar como a turbina Magnus pode gerar maior potência em baixas velocidades vento. São apresentados então os resultados simulados e experimentais avaliando o comportamento completo do emulador de turbinas eólicas. Ambas as turbinas são analisadas com e sem MPPT. Finalmente, são mostradas as conclusões do trabalho e as propostas para futuros trabalhos.

L’anesthésie loco-régionale présente une alternative intéressante à l’anesthésie générale dans de nombreuses interventions chirurgicales. L’atout majeur de cette technique est qu’elle réduit grandement les scores de douleurs et améliore par la même la mobilité post-opératoire. L’anesthésie locorégionale écho-guidée (UGRA) devient aujourd’hui, la méthode de référence dans le domaine de l’anesthésie, offrant de nombreux avantages par rapport aux autres méthodes comme la neurostimulation. Cependant, cette technique nécessite en contrepartie un apprentissage spécifique afin d’éviter des complications sévères liées à une erreur de localisation visuelle du nerf dans les images échographiques. L’objectif de cette thèse est de faciliter et de sécuriser la pratique de l’anesthésie loco-régionale écho-guidée. Dans un premier temps, nous avons proposé une méthode de détection du nerf mettant en oeuvre un algorithme qui suite à un prétraitement à partir de filtres fréquentielles, réalise une analyse de texture par apprentissage. Dans ce cadre, deux nouvelles approches ont été explorées : l’une concerne la caractérisation du nerf qui s’appuie sur la prise en compte du bruit présent dans une image ultrasonore, bruit ayant été au préalable atténué partiellement. L’autre propose une technique de sélection des caractéristiques mettant en avant celles qui sont les moins redondantes et les plus pertinentes. Dans un second temps, après étude fine du comportement variable de la morphologie du nerf tout au long d’une séquence d’images ultrasonores, nous avons développé un modèle dynamique ayant comme paramètres des informations en lien avec la cohérence temporelle de la position, de la forme et la confiance de classification des ROI potentielles afin de générer une segmentation robuste. Il est proposé également dans cette partie, un nouveau modèle de forme prenant en compte un ensemble d’intervalles de points de repères du contour, permettant ainsi de s’adapter aux variations de la forme du nerf dans le temps. / Regional anesthesia presents an interesting alternative or complementary act to general anesthesia in many surgical procedures. It reduces pain scores, improves postoperative mobility and facilitates earlier hospital discharge. Ultrasound-Guided Regional Anesthesia (UGRA) has been gaining importance in the last few years, offering numerous advantages over alternative methods of nerve localization (neurostimulation or paraesthesia). However, nerve detection is one of the most difficult tasks that anesthetists can encounter in the UGRA procedure. The context of the present work is to provide practitioners with a method to facilitate and secure the practice of UGRA. However, automatic detection and segmentation in ultrasound images is still a challenging problem in many medical applications. This work addresses two main issues. The first one, we propose an algorithm for nerve detection and segmentation in ultrasound images, this method is composed of a pre-processing, texture analysis and machine learning steps. In this part of work, we explore two new approaches ; one to characterize the nerve and the second for selecting the minimum redundant and maximum relevant features. The second one, we studied the nerve detection in consecutive ultrasound frames. We have demonstrated that the development of an algorithm based on the temporal coherence of the position, the shape and the confidence measure of the classification, allows to generate a robust segmentation. In this work, we also propose a new model of shape based on a set of intervals landmarks able to adapt to the nerve shape under a morphological variations.

Maitriser la logistique de la chaine du froid à des températures de -20°C/-30°C reste un enjeu majeur de sécurité sanitaire. Des solutions auto-réfrigérées basées sur des systèmes thermochimiques sont très adaptées à la mise en température rapide de caissons isothermes et de leur maintien pendant plusieurs heures. Différents concepts et configurations de procédés répondant à cette problématique sont proposés. Leur modélisation dynamique de type nodale, impliquant une gestion thermodynamique d'un ou plusieurs réacteurs, a permis d'analyser leur comportement et d'évaluer leur pertinence. Les configurations les plus performantes sont sélectionnées et analysées afin d'établir un pré-dimensionnement industriel du procédé. D'autre part, la fiabilité de ces systèmes thermochimiques repose sur la qualité des transferts de masse et de chaleur au sein des réacteurs. A cette fin, une approche de diagnostic de dysfonctionnements possibles de réacteurs est développée. La méthodologie proposée s'appuie sur la comparaison de la réponse expérimentale du réacteur testé à celle modélisée d'un réacteur opérant dans les mêmes conditions opératoires présentant ou non des défauts. Une base de données de comportements de réacteurs défaillants, établie par simulation de défauts de typologie et d'intensité connues, permet ainsi la détection et l'identification rapide de possibles dysfonctionnements de réacteurs issus de la chaine de fabrication. / A better cold chain logistics understanding and control is a major safety issue in deep freezing processes within -20°C/-30°C. Self-cooling solutions based on thermochemical systems appear very suitable for rapid cooling of isothermal containers and its temperature regulation for several hours. Different process concepts and configurations are presented to tackle this problem. Through their dynamic nodal modeling, involving thermodynamic management of one or various reactors, an analysis of their behaviors is performed to evaluate their relevance. A selection of the best performing configurations leads us to an industrial pre-design.To undertake quality measures, a diagnosis approach for possible reactors malfunctions is developed. The methodology is based on a comparison of experimental responses between tested reactor and reference one under the same operating conditions. A database of simulated faulty behaviors will allow the detection and identification of possible malfunctions of reactors coming from the production line.