Orientador: Jose Claudio Geromel / Tese (doutorado) - Universidade Estadual de Campinas, Faculdade de Engenharia Eletrica e de Computação / Made available in DSpace on 2018-08-13T22:17:12Z (GMT). No. of bitstreams: 1 Goncalves_AlimPedrodeCastro_D.pdf: 1252972 bytes, checksum: 74f7eb667115d725da9b80029974a03f (MD5) Previous issue date: 2009 / Resumo: Este trabalho tem por objetivo o estudo do projeto de controladores dinâmicos H2 e H? por realimentação de saída para sistemas discretos com parâmetros sujeitos a saltos markovianos. Inicialmente, estudamos o caso de filtragem e propomos diferentes técnicas de projeto para casos especiais relacionados à disponibilidade do estado da cadeia de Markov, também chamado modo, ou a matriz de probabilidades de transição parcialmente conhecida. O resultado principal é a caracterização de todos os controladores dinâmicos lineares tais que a norma da saída controlada é limitada, levando a solução do problema de projeto do controlador linear ótimo H2 ou H?, sob a hipótese de conhecimento do modo por parte do controlador. Todos os projetos são expressos em termos de desigualdades matriciais lineares. Para ilustrar possíveis aplicações dos resultados teóricos, consideramos o projeto de um controlador cuja entrada é transmitida por um canal markoviano, além da modelagem estatística de falhas em sensores/atuadores / Abstract: This work addresses the H2 and H? output feedback design problem for discrete-time Markov jump linear systems. Initially, we study the filtering problem and propose different design techniques to deal with the Markov parameter, often called mode, availability and/or partly known transition probability. The main result is the characterization of all linear controllers such that the controlled output norm remains bounded by a given level, yielding the complete solution of the mode-dependent H2 and H? linear control design problem. All controllers are designed by solving linear matrix inequalities. The theory is illustrated by means of practical examples, consisting of control over data communication through a markovian channel and of statistical modelling of sensors/actuators failures / Doutorado / Automação / Doutor em Engenharia Elétrica

Interest has been growing in the interaction of various power demand transformations, such as demand side management (DSM) and voltage control, with the power demand. Initial studies have highlighted the need for a better understanding of the power demand of low voltage (LV) residential networks. Furthermore, it is expected that future alteration of the residential appliance mixture, because of the advances in technology, will have an impact on both the demand curve as well as the electrical characteristics. This thesis presents a study of the impact of current and future household load on the power demand curve and the network operation. In order to achieve this, a bottom-up load modelling tool was developed to create LV detailed demand profiles that include not only the active and reactive power demand, but their electrical characteristics as well. The methodology uses a Markov chain Monte Carlo approach to generate residential LV demand profiles taking into account the user activity and behaviour to represent UK population. An appliance database has also been created which corresponds to the UK residential appliance mixture in order to calculate more accurately the power demand. The main advantages of the approach presented here are the flexibility in altering the type and number of the appliances that populate a household and how easily it can be adapted to a different population, location and climate. The tool is used to investigate the impact of scenarios that simulate future load replacement and the network behaviour under certain methods of demand control, implementation of DSM and control of voltage on the secondary of the LV transformer. The algorithm that was developed to apply the DSM actions on the power demand focused on the management of individual loads. The drivers used in this approach were the financial and environmental benefit of customers and the increase in the quality of the network operation. The control of the voltage as a method for power reduction takes into account the voltage dependence of the demand. The primary target is to quantify the benefits of this strategy either in combination with DSM for higher power reduction during the peak hours or on the current network as a quicker, easier and less expensive alternative to DSM. The study shows that there is a significant power reduction in both cases which is dependent on the time of day and not constant as expected from the literature. The results show that there are significant differences between current and future load demand characteristics that would be very difficult to acquire without the modelling technique presented. The alternative solution would require extensive local load and network modifications and a long period of expensive tests and measurements in the field.

Masters of Science / Recognising and estimating gestures is a fundamental aspect towards translating from a sign language to a spoken language. It is a challenging problem and at the same time, a growing phenomenon in Computer Vision. This thesis presents two approaches, an example-based and a learning-based approach, for performing integrated detection, segmentation and 3D estimation of the human upper body from a single camera view. It investigates whether an upper body pose can be estimated from a database of exemplars with labelled poses. It also investigates whether an upper body pose can be estimated using skin feature extraction, Support Vector Machines (SVM) and a 3D human body model. The example-based and learning-based approaches obtained success rates of 64% and 88%, respectively. An analysis of the two approaches have shown that, although the learning-based system generally performs better than the example-based system, both approaches are suitable to recognise and estimate upper body poses in a South African sign language recognition and translation system. / South Africa

Masters of Science / This thesis presents a system for performing whole gesture recognition for South African Sign Language. The system uses feature vectors combined with Hidden Markov models. In order to constuct a feature vector, dynamic segmentation must occur to extract the signer's hand movements. Techniques and methods for normalising variations that occur when recording a signer performing a gesture, are investigated. The system has a classification rate of 69%. / South Africa

L'objet de cette thèse est d'étudier une certaine classe de processus de Markov, dits déterministes par morceaux, ayant de très nombreuses applications en modélisation. Plus précisément, nous nous intéresserons à leur comportement en temps long et à leur vitesse de convergence à l'équilibre lorsqu'ils admettent une mesure de probabilité stationnaire. L'un des axes principaux de ce manuscrit de thèse est l'obtention de bornes quantitatives fines sur cette vitesse, obtenues principalement à l'aide de méthodes de couplage. Le lien sera régulièrement fait avec d'autres domaines des mathématiques dans lesquels l'étude de ces processus est utile, comme les équations aux dérivées partielles. Le dernier chapitre de cette thèse est consacré à l'introduction d'une approche unifiée fournissant des théorèmes limites fonctionnels pour étudier le comportement en temps long de chaînes de Markov inhomogènes, à l'aide de la notion de pseudo-trajectoire asymptotique. / The purpose of this Ph.D. thesis is the study of piecewise deterministic Markov processes, which are often used for modeling many natural phenomena. Precisely, we shall focus on their long time behavior as well as their speed of convergence to equilibrium, whenever they possess a stationary probability measure. Providing sharp quantitative bounds for this speed of convergence is one of the main orientations of this manuscript, which will usually be done through coupling methods. We shall emphasize the link between Markov processes and mathematical fields of research where they may be of interest, such as partial differential equations. The last chapter of this thesis is devoted to the introduction of a unified approach to study the long time behavior of inhomogeneous Markov chains, which can provide functional limit theorems with the help of asymptotic pseudotrajectories.

L'objet de cette thèse est l'étude de l'option américaine dans un modèle exponentiel de Lévy général. Dans le premier chapitre nous étudions la continuité des réduites dans le cadre des processus de Markov de Feller. Ensuite, nous introduisons les processus de Lévy multidimensionnels et nous montrons la continuité des réduites associées à ceux-ci. Dans le deuxième chapitre, nous clarifions les propriétés basiques de la frontière libre du put américain dans un modèle exponentiel de Lévy général avec dividendes. Nous commençons par caractériser le prix de l'option américaine comme l'unique solution d'une inéquation variationnelle au sens des distributions. Ce qui nous permettra de montrer la continuité de la frontière libre et de donner une caractérisation explicite de la limite du prix critique près de l'échéance. Dans le troisième chapitre, nous étudions la continuité de la dérivée de la fonction valeur du put américain à horizon fini et du put perpétuel. Nous donnons des conditions nécessaires et d'autres suffisantes pour la vérification du principe de smooth-fit. Dans le quatrième chapitre, nous étudions la vitesse de convergence du prix critique vers sa limite à l'échéance dans le cadre d'un modèle exponentiel de Lévy, dans le cas de diffusion avec sauts, puis dans le cas d'un processus de Lévy sans partie Brownienne. Après, nous donnons cette vitesse dans le cas où le terme de diffusion est absent. Enfin, dans le dernier chapitre, nous introduisons deux méthodes numériques pour le calcul des prix des options américaines : la méthode de l'arbre multinomial et celle des différences finies. Nous comparons les deux approches et nous améliorons la convergence de la première dans certains modèles exponentiels de Lévy / Pas de résumé en anglais

Orientador: João Bosco Ribeiro do Val / Tese (doutorado) - Universidade Estadual de Campinas, Faculdade de Engenharia Eletrica e de Computação / Made available in DSpace on 2018-08-04T02:16:31Z (GMT). No. of bitstreams: 1 Oliveira_CristianeNespolide_D.pdf: 558682 bytes, checksum: bdb0231f0c5d9c4cc09a4232a2c21df8 (MD5) Previous issue date: 2004 / Resumo: Este trabalho aborda conceitos de estabilidade de segundo momento e um problema de controle ótimo envolvendo sistemas lineares com saltos Markovianos a tempo discreto. No modelo estudado, define-se como ho-rizonte um tempo de parada 't que representa a ocorrência de um número fixo N de falhas ou reparos (TN), ou a ocorrência de uma falha crucial ('t~), após as quais o sistema é paralisado para manutenção. Considera-se ainda, um caso misto intermediário onde 't representa o mínimo entre TN e 't~ . Estes tempos de parada coincidem com algum dos instantes de salto da cadeia de Markov e a informação disponível permite a reconfiguração da ação de controle em cada um destes instantes, na forma de um ganho de realimentação linear. Através do conceito denominado 't-estabilidade estocástica são obtidas condições necessárias e suficientes para a esta-bilidade estocástica do sistema até a ocorrência do tempo de parada 't~. Estas condições conduzem a um teste que se beneficia da estrutura da ca-deia para propor uma decomposição para a verificação de estabilidade em média quadrática, o que neste sentido, induz métodos algorítmicos mais simples. Adcionalmente, a equivalência entre conceitos de 't-estabilidade estocástica de segundo momento é estabelecida para os três tempos de pa-rada discriminados. A solução ótima para o problema de controle linear quadrático (LQ) por realimentação de estado, com ou sem ruído Gaussi-ano, tendo como horizonte os tempos de parada TN ou 't~ é apresentada. Esta solução é dada em termos de um conjunto de equações algébricas de Riccati recursivas ou um conjunto de equaç(les algébricas de Riccati aco-pIadas (EARA). Além disso, aborda-se o problema de controle LQG por realimentação dinâmica de saída via estimação de estado / Abstract: This work deals with second order stability concepts and a stochastic optimal control problem involving discrete-time jump Markov linear sys-tems. The jumps or changes between the system operation modes evolve according to an underlying Markov chain. In the mo deI studied, the pro-blem horizon is defined by a stopping time 't which represents either, the occurrence of a fixed number N of failures or repairs (TN), or the occur-rence of a crucial failure event ('td), after which the system is brought to a halt for maintenance. In addition, an intermediary mixed case for which 't represents the minimum between TN and 'td is also considered. These stopping times coincide with some of the jump times of the Markov state and the information available allows the reconfiguration of the control ac-tion at each jump time, in the form of a linear feedback gain. Using the concept named stochastic 't-stability, equivalent conditions to ensure the stochastic stability of the system until the occurrence of the stopping time 'td is obtained. These conditions lead to a test that benefits from the chain structure for proposing a simpler decomposition algorithm for the mean square stability verification. The work also develops equivalences among second order 't-stability concepts, for alI stopping times considered, that parallels the results for infinite horizon problems. Considering TN and 'td as horizon, the optimal control solution for the linear quadratic (LQ) pro-blem for state feedback, with or without Gaussian noise, is presented. The solution is given in terms of recursions of a set of algebraic Riccati equa-tions or a coupled set of algebraic Riccati equation (CARE). The LQG optimal control problem for dynamic output feedback using state estima-tion is also studied. / Doutorado / Automação / Doutor em Engenharia Elétrica

Orientador: Giorgio Basilici / Dissertação (mestrado) - Universidade Estadual de Campinas, Faculdade de Engenharia Mecanica / Made available in DSpace on 2018-07-31T21:55:14Z (GMT). No. of bitstreams: 1 Cesar_PauloHenriqueTavares_M.pdf: 3736356 bytes, checksum: 3d8dd5ffaf2d7b3591926eadf6fdeb18 (MD5) Previous issue date: 2001 / Resumo: O presente trabalho é uma análise vertical de depósitos marinhos profundos, cujos processos deposicionais se dá por fluxos gravitaticionais, na Unidade Apiúna, na Bacia do Itajaí, Estado de Santa Catarina. Os dados estão dispostos em 5 seções, das quais as 4 primeiras são correlacionáveis, com aproximadamente 200 metros de espessura total, 524 camadas e 102 transições de fácies. Em que a média das camadas é de 25 cm. Através da transformada de Fourier, no domínio da freqüência obteve-se os seguintes dados: nenhum ciclo na seção 1; 2 ciclos na seção 2; 11 ciclos na seção 3; 6 ciclos na seção 4; 4 ciclos na seção 5 e 16 ciclos nas seções 1-4, que puderam ser correlacionáveis. As freqüências (ciclos), foram definidas com o auxílio da análise visual da seções. Com relação aos ciclos de afinamento ou engrossamento ascendente (megassequências), os resultados foram: engrossamento ascendente: 2 na seção 2, 6 na seção 3, 2 na seção 4 e 18 na seçôes 1-4, enquanto que o afinamento ascendente:3 na seção 3,3 na seção 4,3 na seção 5 e 10 nas seções 1-4. Existe diferença entre a análise visual e a função da freqüência, porém as megassequências, foram definidas segundo a análise visual. A análise de Markov corrobora que as principais transições estão inseridas num contexto de lençóis de areia, proximais e distais, em que ocorre a intercalação de arenitos fino a médio, intercalados com finas camadas de arenito com siltito, respectivamente fácies D e E. Diante de tais observações foi possível refutar a inclusão da Unidade Apiúna, num clássico depósito de leques profundos supridos por canyon, pois como largamente disposto na literatura, este depósitos apresentam seqüências de engrossamento ou afinamento ascendente (thinning e thickening upward), o que se expressa nas 5 seções de maneira bastante tímida. Quanto aos trends de granulometria, que pode refletir que o mecanismo de deposição, o fluxo de detritos (debris flow) é dominante, em detrimento de correntes de turbidez (turbidite currents), isto porque não é comum a gradação ascendente nas camadas de arenito, sendo somente no topo de algumas camadas que ocorrem este último fenômeno. Foi possível diferenciar quatro associações de fácies, numeradas de 1 a 4 a seguir: depósitos de slope, depósitos de lençóis de areia proximais, depósitos de lençóis de areia distais e finalmente depósitos de canal-dique marginal / Abstract: This work is a vertical analysis of deepwater deposits outcrops, whose depositional processes occurs by gravity flows in the Apiúna Unit, Itajaí Basin, Santa Catarina State. The data are organized in 5 sections where each section is one outcrop. The sections from 1 to 4 have mutual correlation, with almost 200 m of total thickness, 534 beds and 102 facies transitions. Through Fourier transform, in the frequency domain, 16 sequences was obtained, defined by visual analysis of thickness beds. The results for the sequences of thinning and thickening upward were: 10 of thickening upward and 6 of thinning upward. The vertical trends of fining upward are often randomic. The use of Markov Chain's tooI confirmed the main facies transitions which are located in a context of sheet sands, proximal and distal, in which occurs the superposition of fine to medium (D facies) sandstones with the thin beds of sandstone and siltstone (E facies ). According to the data above, it was possible to refuse the Apiuna Unit as a classical canyon-fed deposits of deep water fan, because of absence of better defined and low abundant sequences of thinning and thickening upward. The debris flow is the main depositional processes, while turbidity currents occur in the upper part of flow in some sandstone beds. This configuration is showed in the beds with the trend of fining upward. It was possible to identify four facies associations, namely: slope deposits; proximal sheet sands; distal sheet sands and channel-levee / Mestrado / Mestre em Ciências e Engenharia de Petróleo

Magister Scientiae - MSc / Much work has been done in building systems that can recognize gestures, e.g. as a component of sign language recognition systems. These systems typically use whole gestures as the smallest unit for recognition. Although high recognition rates have been reported, these systems do not scale well and are computationally intensive. The reason why these systems generally scale poorly is that they recognize gestures by building individual models for each separate gesture; as the number of gestures grows, so does the required number of models. Beyond a certain threshold number of gestures to be recognized, this approach become infeasible. This work proposed that similarly good recognition rates can be achieved by building models for subcomponents of whole gestures, so-called cheremes. Instead of building models for entire gestures, we build models for cheremes and recognize gestures as sequences of such cheremes. The assumption is that many gestures share cheremes and that the number of cheremes necessary to describe gestures is much smaller than the number of gestures. This small number of cheremes then makes it possible to recognized a large number of gestures with a small number of chereme models. This approach is akin to phoneme-based speech recognition systems where utterances are recognized as phonemes which in turn are combined into words. / South Africa

Orientadores: Pedro Luis Dias Peres, Ricardo Coração de Leão Fontoura de Oliveira / Tese (doutorado) - Universidade Estadual de Campinas, Faculdade de Engenharia Elétrica e de Computação / Made available in DSpace on 2018-08-26T20:35:45Z (GMT). No. of bitstreams: 1 Morais_CeciliadeFreitas_D.pdf: 1399566 bytes, checksum: 0b443117939165f3fa2bbcbd0d4a2b8e (MD5) Previous issue date: 2015 / Resumo: Este trabalho aborda os problemas de projeto de controladores e filtros para sistemas lineares sujeitos a saltos markovianos com matrizes de transição incertas. Consideram-se os domínios de tempo contínuo e discreto, incertezas politópicas nas matrizes dos modelos de cada modo e as normas H2 e H'INFINITO' como critérios de desempenho. São investigados controladores por realimentação de estados e de saída e filtros de ordem completa. Como primeira contribuição, propõe-se uma sistemática mais abrangente para representar as incertezas (politópicas, intervalares ou afins) que afetam tanto as matrizes do modelo da planta associada a cada modo de operação em particular quanto a matriz de transição que governa os saltos entre os modos em um único domínio dado pelo produto cartesiano de simplexos, chamado de multi-simplex. Adicionalmente, as condições propostas para controle e filtragem asseguram limitantes para as normas H2 e H'INFINITO' dos sistemas markovianos incertos associados à planta controlada ou ao sistema mais o filtro por meio de matrizes de Lyapunov polinomialmente dependentes dos parâmetros, enquanto as abordagens existentes na literatura restringem-se ao uso de matrizes de Lyapunov independentes de parâmetros, ou seja, uma matriz fixa associada a cada modo de operação. São propostas condições para síntese de controladores e filtros, que aplicam-se aos casos de disponibilidade completa, parcial ou nula dos modos, em termos de desigualdades matriciais lineares associadas a buscas em parâmetros escalares. Experimentos numéricos ilustram as vantagens das condições desenvolvidas, mostrando que o método proposto é mais abrangente, uma vez que pode incluir outras abordagens da literatura como casos particulares, e pode produzir resultados menos conservadores em termos dos limitantes das normas quando comparado a outras técnicas existentes na literatura / Abstract: This work addresses the problem of controller and filter design for Markov jump linear systems with uncertain transition matrices. Discrete-time and continuous-time domains, polytopic uncertainties affecting matrices of each operation mode and H-2 and H'INFINITY' norms, as performance criteria, are considered. State feedback controllers, static output feedback controllers and full order filters are investigated. As a first contribution, this work proposes a more general systematic to represent the uncertainties (polytopic, interval, or affine) affecting independently the matrices of the plant model associated to each operation mode and the transition matrix in a single domain created by the cartesian product of simplexes, called multi-simplex. Additionally, the conditions proposed for control and filtering assure bounds to the H2 and H'INFINITY' norms of uncertain Markov systems associated to the controlled plant or to the filtering system by means of polynomially parameter dependent Lyapunov matrices, while the existent approaches in the literature are restricted to the use of parameter independent Lyapunov matrices,i.e., a constant one for each operation mode. The control and filter synthesis conditions, regarding complete, partial, or null Markov mode availability, are expressed in terms of linear matrix inequalities associated with searches on scalar parameters. Numerical experiments illustrate the advantages of the developed conditions, showing that the proposed method is more general, since it can include other approaches as particular cases, and can provide less conservative results in terms of bounds to the norms when compared with other techniques from literature / Doutorado / Automação / Doutora em Engenharia Elétrica