Urban areas are currently facing challenges in terms of traffic congestion due to city expansion and population increase. In some cases, physical solutions are limited. For example, in certain areas it is not possible to expand roads or build a new bridge. Therefore, making public transpiration (PT) affordable, more attractive and intelligent could be a potential solution for these challenges. Accuracy in bus running time and bus arrival time is a key component of making PT attractive to ridership. In this thesis, a dynamic model based on Kalman filter (KF) has been developed to predict bus running time and dwell time while taking into account real-time road incidents. The model uses historical data collected by Automatic Vehicle Location system (AVL) and Automatic Passenger Counters (APC) system. To predict the bus travel time, the model has two components of running time prediction (long and short distance prediction) and dwell time prediction. When the bus closes its doors before leaving a bus stop, the model predicts the travel time to all downstream bus stops. This is long distance prediction. The model will then update the prediction between the bus’s current position and the upcoming bus stop based on real-time data from AVL. This is short distance prediction. Also, the model predicts the dwell time at each coming bus stop. As a result, the model reduces the difference between the predicted arrival time and the actual arrival time and provides a better understanding for the transit network which allows lead to have a good traffic management.

This thesis researched the possibility of improving the compass of smartphones as theearth’s magnetic field is not strong and is easily disturbed, either by the environment ortechnology. The compass is used in Augmented Reality (AR) when the AR visualizationshould correspond to a position on earth. The issue lies in oscillating input values to thecompass that reduces the AR experience.To improve the AR experience without the use of external equipment, this work tried toboth filter the incoming values with a Kalman filter and to know the direction by capturingan image with a horizon that was image processed. The Kalman filter achieved a reductionin incoming disturbances and the horizon was matched against a panorama image thatwas generated from 3D data. The thesis starts off with requirements and contents of ARand goes through the different approaches that begins with a LAS point cloud and ends inmatching horizons with normalized cross-correlation.This thesis furthermore measures performance and battery drainage of the built applicationon three different smartphones that are nearly a year apart each. Drift was alsomeasured as it is a common issue if there is no earthly orientation to correct itself unto,for instance the magnetometer. This showed that these methods can be used on OnePlus2, Samsung Galaxy S7, and Samsung Galaxy S8, there is a steady performance and efficiencyincrease in each generation and that ARCore causes less drift. Furthermore thisthesis shows the difference between a compass and a local orientation with an offset.The application that was made focused to work at sea but it was also tested on buildingswith good results. The application also underwent usability tests that showed that theapplied functionalities improved the AR-experience. The conclusion shows that it is possibleto improve the orientation of smartphones. Albeit it can go wrong sometimes which iswhy this thesis also presents two ways to indicate that the heading is off.

Made available in DSpace on 2010-04-20T20:58:09Z (GMT). No. of bitstreams: 1 1_166956.pdf: 440067 bytes, checksum: 8342545d2c40f2fdb11a07cafe147bd9 (MD5) Previous issue date: 2007-12-18T00:00:00Z / This work extendes Diebold, Li and Yueís (2006) about global yield curve and proposes to extend the study by including emerging countries. The perception of emerging market su§ers ináuence of external factors or global factors, is the main argument of this work. We expect to obtain stylized facts.that obey similar pattern found by those authors. The results indicate the existence of global level and global slope factors. These factors represent an important fraction in the bond yield determination and show a decreasing trend of the global level factor low ináuence of global slope factor in these countries when they are compared with developed countries. Keywords: Kalman Filter, Emerging Markets, Yield Curve, and Bond.

O objetivo desta dissertação será analisar a dinâmica do processo de integração financeira entre o mercado acionário brasileiro e o norte americano. Buscaremos identificar a relação de interdependência entre os dois mercados acionários ao longo do tempo por meio de testes de cointegração, e de causalidade de Granger com rolling windows, e através de um modelo de correção de erros estimado por meio do filtro de Kalman. Por fim, verificaremos se as séries temporais obtidas nos procedimentos iterativos possuem relação com a volatilidade ou quantidade de negócios dos contratos analisados. Evidenciamos nesta dissertação que a relação de integração financeira observada apresenta caráter variável ao longo do tempo. Isso vale tanto para a relação de cointegração, quanto para a relação de causalidade de Granger entre as séries temporais observadas. Evidenciamos também que a volatilidade das séries apresenta uma relação positiva e significativa com a relação de cointegração observada através dos testes de cointegração por meio de rolling windows. / The aim of this dissertation is to analyze the dynamics of financial integration between the Brazilian and the North American stock market. We will seek to identify the interdependence relationship between the two stock markets over time using rolling cointegration tests, rolling Granger causality tests, and estimating an error correction model using Kalman filter. Finally, we look if the time series obtained in the iterative procedures are related to volatility or quantity of trades from the contracts. We show in this dissertation that the financial integration relationship observed has a time varying character over time. This goes for both the cointegration relationship, and for the Granger causality relationship between the observed time series. We show also that the volatility of the time series has a positive and significant relationship with the cointegration relationship observed through the rolling cointegration tests.

An improved object tracking algorithm based Kalman filtering is developed in this thesis. The algorithm uses a median filter and morphological operations during tracking. The problem created by object shadows is identified and the primary focus is to incorporate shadow detection and removal to improve tracking multiple objects in complex scenes. It is shown that the Kalman filter, without the improvements, fails to remove shadows that connect different objects. The application of the median filter helps the separation of different objects and thus enables the tracking of multiple objects individually. The performances of the Kalman filter and the improved tracking algorithm were tested on a highway video sequence of moving cars and it is shown that the proposed algorithm yields better performance in the presence of shadows.

[pt] Este trabalho utiliza três metodologias para modelagem de sinistros IBNR apresentados no formato do triângulo de runoff com cauda, e verifica, por meio de quatro exercícios empíricos com dados reais, se existe uma abordagem estatisticamente mais eficaz. A primeira metodologia se baseia no método do chain ladder clássico, com uma extensão de cálculo de reserva para ano de calendário. A segunda metodologia baseia-se em modelos de regressão linear com heterocedasticidade, sob o arranjo usual do triângulo via duplo-índice. A terceira insere-se no arcabouço dos modelos de espaço de estado lineares e do filtro de Kalman, considerando, desta vez, a ordenação por linhas do triângulo de Atherino et al. (2010). Para todas as abordagens, efetivam-se derivações teóricas e implementações computacionais tanto dos cálculos de reservas IBNR totais e parciais, resultantes dos modelos estimados, quanto dos correspondentes erros médios quadráticos teóricos. Como conclusões desta Dissertação, citam-se: (i) apesar de superiores ao chain ladder, nenhuma das outras duas abordagens se destaca sistematicamente em relação à outra; (ii) a adoção do efeito cauda se mostrou computacional e tecnicamente viável; e (iii) há fatos estilizados nos dados, modelados sob as três abordagens, que possibilitariam a confecção de softwares de estimação de reserva. / [en] This work makes use of three methodologies for modeling IBNR data arranged in the runoff triangle with a tail effect, and evaluates their performances in four empirical examples. The first methodology is the traditional chain ladder, duly extended to calculate a reserve corresponding to the calendar year. The second methodology remains on linear regression models with heteroscedastic errors, under the well-established double index notation of the triangle. The third methodology uses the linear state space modeling and the theory of the Kalman filter, adopting, this time, the row-wise ordering proposed by Atherino et al. (2010). For each approach, theoretical results and numerical implementations are obtained, where both the punctual IBNR reserve estimators and their corresponding theoretical mean square errors are considered. The main conclusions from this Dissertation are: (i) even thought proving to be superior to the chain ladder, none of the remaining two approaches seems to outperform the other; (ii) the adding of a tail effect does not entail major theoretical and/or computational problems; and (iii) the approaches have uncovered stylized facts that would enable the planning of softwares for IBNR reserve estimation.

[pt] Nesse trabalho, são estudados os fundos atuariais brasileiros do tipo IGP-M, com histórico de quotas disponível de janeiro de 2004 a agosto de 2008, mediante análises dinâmicas de estilo. O objetivo central é o de gerar informações para que empresas seguradoras possam melhor diversificar seus investimentos para hedge de seus passivos atuariais. A plataforma metodológica baseia-se: (1) na construção e justificativa de índices de classes de ativos apropriados para os fundos em análise; e (2) na abordagem de espaço de estado linear com restrições e sob a implementação do filtro de Kalman com inicialização exata. As principais conclusões advindas dos resultados empíricos são: (1) o uso de inicializações exatas do filtro de Kalman promove maior estabilidade numérica; (2) estruturas muito parcimoniosas são suficientes para descrever o estilo dinâmico dos fundos atuariais brasileiros; e (3) os gestores dos fundos analisados optaram, no período estudado, por alocar seus recursos principalmente em títulos indexados ao IGP-M e títulos pré e pós-fixados, sempre sob influência do desempenho do mercado financeiro e das expectativas futuras do cenário econômico, principalmente quanto à magnitude da taxa básica de juros brasileira. / [en] This work studies Brazilian inflation indexed actuarial funds in the period ranging from January 2004 to August 2008. The focus is towards a dynamic style analysis framework, which aims at generating relevant information that would be helpful to insurance companies in deciding how better to make hedge strategies for their actuarial liabilities. The methodology is based: (1) on the construction and justification of appropriate asset class indexes for the aforementioned type of fund; and (2) on the linear state space modeling under restrictions, under the Kalman filtering techniques with exact initializations. The main conclusions taken from the empirical results are: (1) the use of exact initializations of the the Kalman recursions proves to be numerically more stable; (2) quite parsimonious models are sufficient to describe the dynamic styles of Brazilian actuarial funds; and (3) the managers of the analyzed funds have chosen, in the considered period, to allocate their assets mainly in conventional, interest-rate and inflation-indexed bonds, but adjusting their exposures to macroeconomic and financial developments, in general, and to monetary policy decisions, in particular.

[pt] Um dos problemas em soluções que envolvam mobilidade é estimar a posição do robô com precisão. Em ambientes externos, o sensor GPS é o mais comumente utilizado, pois o mesmo fornece uma posição global, porém existe uma imprecisão que é superior a alguns metros, além de depender da visibilidade aos satélites. Outra solução é utilizar um sensor inercial, que no início da operação apresenta uma boa precisão, porém o erro de posicionamento cresce ilimitadamente por ser calculado através da integral dupla das acelerações e velocidades angulares medidas. O presente trabalho desenvolve um sistema de localização de robôs móveis em ambientes externos. As soluções do posicionamento via GPS e via sensor inercial são combinadas através de um filtro de Kalman, reduzindo a incerteza da obtenção da posição. O equacionamento e duas implementações distintas do filtro de Kalman serão apresentadas. Uma implementação clássica e uma versão estendida para sensores inerciais de baixa qualidade, a qual utiliza a orientação fornecida por bússolas na filtragem. Através de experimentos e simulações será demonstrada a eficácia da localização através do filtro de Kalman e a melhora na performance do mesmo quando utilizado a implementação estendida em comparação a clássica. / [en] One of the problems with solutions that involve mobility is to accurately estimate the robot s position. In an outdoor environment, the GPS sensor is the most commonly used method because it provides a global position, but with an error margin that is greater than just a few meters, and creates a dependency on the visibility of the satellites. Another solution is to use an inertial sensor, which at the beginning of the operation shows good accuracy, but the positioning error grows indefinitely because it is calculated by a double integral of acceleration and angular velocity measures. This work develops a system for localization of mobile robots in outdoor environments. The positions are estimated via GPS and inertial sensors, combined using a Kalman filter, reducing the uncertainty. The equations and two distinct implementations of the filter will be presented. A classical implementation and an extended version for low-grade inertial measurement units, which utilizes the orientation given by compasses in the filtering process. The effectiveness of the Kalman filter navigation is verified through experimental and simulation results. The performance gain of the extended filter in comparison to the classic is also verified.

Le GNSS (Global Navigation Satellite System), et en particulier sa composante actuelle le système américain GPS et le système russe GLONASS, sont aujourd'hui utilisés pour des applications géodésiques afin d'obtenir un positionnement précis, de l'ordre du centimètre. Cela nécessite un certain nombre de traitements complexes, des équipements coûteux et éventuellement des compléments au sol des systèmes GPS et GLONASS. Ces applications sont aujourd'hui principalement réalisées en environnement « ouvert » et ne peuvent fonctionner en environnement plus contraint. L'augmentation croissante de l'utilisation du GNSS dans des domaines variés va voir émerger de nombreuses applications où le positionnement précis sera requis (par exemple des applications de transport/guidage automatique ou d'aide à la conduite nécessitant des performances importantes en terme de précision mais aussi en terme de confiance dans la position –l'intégrité- et de robustesse et disponibilité). D'autre part, l'arrivée sur le marché de récepteurs bas-coûts (inférieur à 100 euros) capables de poursuivre les signaux provenant de plusieurs constellations et d'en délivrer les mesures brutes laisse entrevoir des avancées importantes en termes de performance et de démocratisation de ces techniques de positionnement précis. Dans le cadre d'un utilisateur routier, l'un des enjeux du positionnement précis pour les années à venir est ainsi d'assurer sa disponibilité en tout terrain, c'est-à-dire dans le plus grand nombre d'environnements possibles, dont les environnements dégradés (végétation dense, environnement urbain, etc.) Dans ce contexte, l'objectif de la thèse a été d'élaborer et d'optimiser des algorithmes de positionnement précis (typiquement basés sur la poursuite de la phase de porteuse des signaux GNSS) afin de prendre en compte les contraintes liées à l'utilisation d'un récepteur bas coût et à l'environnement. En particulier, un logiciel de positionnement précis (RTK) capable de résoudre les ambiguïtés des mesures de phase GPS et GLONASS a été développé. La structure particulière des signaux GLONASS (FDMA) requiert notamment un traitement spécifiques des mesures de phase décrit dans la thèse afin de pouvoir isoler les ambiguïtés de phase en tant qu'entiers. Ce traitement est compliqué par l'utilisation de mesures provenant d'un récepteur bas coût dont les canaux GLONASS ne sont pas calibrés. L'utilisation d'une méthode de calibration des mesures de code et de phase décrite dans la thèse permet de réduire les biais affectant les différentes mesures GLONASS. Il est ainsi démontré que la résolution entière des ambiguïtés de phase GLONASS est possible avec un récepteur bas coût après calibration de celui-ci. La faible qualité des mesures, du fait de l'utilisation d'un récepteur bas coût en milieu dégradé est prise en compte dans le logiciel de positionnement précis en adoptant une pondération des mesures spécifique et des paramètres de validation de l'ambiguïté dépendant de l'environnement. Enfin, une méthode de résolution des sauts de cycle innovante est présentée dans la thèse, afin d'améliorer la continuité de l'estimation des ambiguïtés de phase. Les résultats de 2 campagnes de mesures effectuées sur le périphérique Toulousain et dans le centre-ville de Toulouse ont montré une précision de 1.5m 68% du temps et de 3.5m 95% du temps dans un environnement de type urbain. En milieu semi-urbain type périphérique, cette précision atteint 10cm 68% du temps et 75cm 95% du temps. Finalement, cette thèse démontre la faisabilité d'un système de positionnement précis bas-coût pour un utilisateur routier. / GNSS and particularly GPS and GLONASS systems are currently used in some geodetic applications to obtain a centimeter-level precise position. Such a level of accuracy is obtained by performing complex processing on expensive high-end receivers and antennas, and by using precise corrections. Moreover, these applications are typically performed in clear-sky environments and cannot be applied in constrained environments. The constant improvement in GNSS availability and accuracy should allow the development of various applications in which precise positioning is required, such as automatic people transportation or advanced driver assistance systems. Moreover, the recent release on the market of low-cost receivers capable of delivering raw data from multiple constellations gives a glimpse of the potential improvement and the collapse in prices of precise positioning techniques. However, one of the challenge of road user precise positioning techniques is their availability in all types of environments potentially encountered, notably constrained environments (dense tree canopy, urban environments…). This difficulty is amplified by the use of low-cost receivers and antennas, which potentially deliver lower quality measurements. In this context the goal of this PhD study was to develop a precise positioning algorithm based on code, Doppler and carrier phase measurements from a low-cost receiver, potentially in a constrained environment. In particular, a precise positioning software based on RTK algorithm is described in this PhD study. It is demonstrated that GPS and GLONASS measurements from a low-cost receivers can be used to estimate carrier phase ambiguities as integers. The lower quality of measurements is handled by appropriately weighting and masking measurements, as well as performing an efficient outlier exclusion technique. Finally, an innovative cycle slip resolution technique is proposed. Two measurements campaigns were performed to assess the performance of the proposed algorithm. A horizontal position error 95th percentile of less than 70 centimeters is reached in a beltway environment in both campaigns, whereas a 95th percentile of less than 3.5 meters is reached in urban environment. Therefore, this study demonstrates the possibility of precisely estimating the position of a road user using low-cost hardware.

abstract: The application of novel visualization and modeling methods to the study of cardiovascular disease is vital to the development of innovative diagnostic techniques, including those that may aid in the early detection and prevention of cardiovascular disorders. This dissertation focuses on the application of particle image velocimetry (PIV) to the study of intracardiac hemodynamics. This is accomplished primarily though the use of ultrasound based PIV, which allows for in vivo visualization of intracardiac flow without the requirement for optical access, as is required with traditional camera-based PIV methods. The fundamentals of ultrasound PIV are introduced, including experimental methods for its implementation as well as a discussion on estimating and mitigating measurement error. Ultrasound PIV is then compared to optical PIV; this is a highly developed technique with proven accuracy; through rigorous examination it has become the “gold standard” of two-dimensional flow visualization. Results show good agreement between the two methods. Using a mechanical left heart model, a multi-plane ultrasound PIV technique is introduced and applied to quantify a complex, three-dimensional flow that is analogous to the left intraventricular flow. Changes in ventricular flow dynamics due to the rotational orientation of mechanical heart valves are studied; the results demonstrate the importance of multi-plane imaging techniques when trying to assess the strongly three-dimensional intraventricular flow. The potential use of ultrasound PIV as an early diagnosis technique is demonstrated through the development of a novel elasticity estimation technique. A finite element analysis routine is couple with an ensemble Kalman filter to allow for the estimation of material elasticity using forcing and displacement data derived from PIV. Results demonstrate that it is possible to estimate elasticity using forcing data derived from a PIV vector field, provided vector density is sufficient. / Dissertation/Thesis / Doctoral Dissertation Mechanical Engineering 2015