A repetitive control method for output voltage control of a three phase uninterruptible power supply (UPS) with isolation transformer is investigated. In the method voltage control loop is employed in the stationary dq frame. The controller eliminates the periodic errors on the output voltages due to inverter voltage nonlinearity and load disturbances. The controller design and implementation details are given. The controller is implemented on a 5-kVA UPS prototype which is constructed in laboratory. Linear and nonlinear loads for balanced and unbalanced load operating conditions are considered. The steady-state and dynamic performance of the control method are investigated in detail. The theory of the control strategy is verified by means of simulations and experiments.

A method for high performance output voltage control of a four-leg inverter based three-phase transformerless UPS is proposed. Voltage control loop is employed and the method employs stationary frame resonant filter controllers for the fundamental and harmonic frequency components. A capacitor current feedback loop provides active damping and enhances the output voltage dynamic performance. The controller design and implementation details are given. Linear and nonlinear loads for balanced and unbalanced load operating conditions are considered. The steadystate and dynamic performance of the UPS are investigated in detail. A scalar PWM method with implementation simplicity and high performance is proposed and implemented. The control and PWM methods are proven by means of theory, simulations, and experiments.

This report delves into two of the major truncated data problems in helical cone-beam tomography: Axial truncation and Lateral truncation. The problem of axial truncation, also classically known as the Long Object problem, was a major challenge in the development of helical scan tomography. Generalization of the Feldkamp method (FDK) for circular scan to the helical scan trajectory was known to give reasonable solutions to the problem. The FDK methods are approximate in nature and hence provide only approximate solution to the long object problem. Recently, many methods which provide exact solution to this problem have been developed the major breakthrough being the Katsevich’s algorithm which is exact, efficient and also requires lesser detector area compared to Feldkamp methods. The first part of the report deals with the implementation strategies for methods capable of handling axial truncation. Here, we specifically look at the exact and efficient Katsevich’s solution to long object problem and the class of approximate solutions provided by the generalized FDK formulae. The later half of the report looks at the lateral truncation problem and suggests new methods to handle such truncation in helical scan CT. Simulation results for reconstruction with laterally truncated projection data, assuming it to be complete, gives severe artifacts which even penetrates into the field of view (FOV). A row-by-row data completion approach using Linear Prediction is introduced for helical scan truncated data. An extension/improvement of this technique known as Windowed Linear Prediction approach is introduced. Efficacy of both these techniques are shown using simulation with standard phantoms. Various image quality measures for the resulting reconstructed images are used to evaluate the performance of the proposed methods against an already existing technique. Motivated by a study of the autocorrelation and partial autocorrelation functions of the projection data the use of a non-stationary linear model, the ARIMA model, is proposed for data completion. The new model is first validated in the 2D truncated data situation. Also a method of incorporating the parallel beam data consistency condition into this new method is considered. Performance evaluation of the new method with consistency condition shows that it can outperform the existing techniques. Simulation experiments show the efficacy of the ARIMA model for data completion in 2D as well as 3D truncated data scenario. The model is shown to work well for the laterally truncated helical cone-beam case.

Pushing wireless data traffic onto small cells is important for alleviating congestion in the over-loaded macrocellular network. However, the ultimate potential of such load balancing and its effect on overall system performance is not well understood. With the ongoing deployment of multiple classes of access points (APs) with each class differing in transmit power, employed frequency band, and backhaul capacity, the network is evolving into a complex and “organic” heterogeneous network or HetNet. Resorting to system-level simulations for design insights is increasingly prohibitive with such growing network complexity. The goal of this dissertation is to develop realistic yet tractable frameworks to model and analyze load balancing dynamics while incorporating the heterogeneous nature of these networks. First, this dissertation introduces and analyzes a class of user-AP association strategies, called stationary association, and the resulting association cells for HetNets modeled as stationary point processes. A “Feller-paradox”-like relationship is established between the area of the association cell containing the origin and that of a typical association cell. This chapter also provides a foundation for subsequent chapters, as association strategies directly dictate the load distribution across the network. Second, this dissertation proposes a baseline model to characterize downlink rate and signal-to-interference-plus-noise-ratio (SINR) in an M-band K-tier HetNet with a general weighted path loss based association. Each class of APs is modeled as an independent Poisson point process (PPP) and may differ in deployment density, transmit power, bandwidth (resource), and path loss exponent. It is shown that the optimum fraction of traffic offloaded to maximize SINR coverage is not in general the same as the one that maximizes rate coverage. One of the main outcomes is demonstrating the aggressive of- floading required for out-of-band small cells (like WiFi) as compared to those for in-band (like picocells). To achieve aggressive load balancing, the offloaded users often have much lower downlink SINR than they would on the macrocell, particularly in co-channel small cells. This SINR degradation can be partially alleviated through interference avoidance, for example time or frequency resource partitioning, whereby the macrocell turns off in some fraction of such resources. As the third contribution, this dissertation proposes a tractable framework to analyze joint load balancing and resource partitioning in co-channel HetNets. Fourth, this dissertation investigates the impact of uplink load balancing. Power control and spatial interference correlation complicate the mathixematical analysis for the uplink as compared to the downlink. A novel generative model is proposed to characterize the uplink rate distribution as a function of the association and power control parameters, and used to show the optimal amount of channel inversion increases with the path loss variance in the network. In contrast to the downlink, minimum path loss association is shown to be optimal for uplink rate coverage. Fifth, this dissertation develops a model for characterizing rate distribution in self-backhauled millimeter wave (mmWave) cellular networks and thus generalizes the earlier multi-band offloading framework to the co-existence of current ultra high frequency (UHF) HetNets and mmWave networks. MmWave cellular systems will require high gain directional antennas and dense AP deployments. The analysis shows that in sharp contrast to the interferencelimited nature of UHF cellular networks, mmWave networks are usually noiselimited. As a desirable side effect, high gain antennas yield interference isolation, providing an opportunity to incorporate self-backhauling. For load balancing, the large bandwidth at mmWave makes offloading users, with reliable mmWave links, optimal for rate. / text

<p>This study examines the behaviour of the South African financial markets with regards to the Geometric Brownian motion process. It uses the daily, weekly, and monthly stock returns time series of some major securities trading in the South African financial market, more specifically the US dollar/Euro, JSE ALSI Total Returns Index, South African All Bond Index, Anglo American Corporation, Standard Bank, Sasol, US dollar Gold Price , Brent spot oil price, and South African white maize near future. The assumptions underlying the&nbsp / Geometric Brownian motion in finance, namely the stationarity, the normality and the independence of stock returns, are tested using both graphical (histograms and normal plots)&nbsp / and statistical test (Kolmogorov-Simirnov test, Box-Ljung statistic and Augmented Dickey-Fuller test) methods to check whether or not the Brownian motion as a model for South&nbsp / African financial markets holds. The Hurst exponent or independence index is also applied to support the results from the previous test. Theoretically, the independent or Geometric&nbsp / Brownian motion time series should be characterised by the Hurst exponent of &frac12 / . A value of a Hurst exponent different from that would indicate the presence of long memory or&nbsp / fractional Brownian motion in a time series. The study shows that at least one assumption is violated when the Geometric Brownian motion process is examined assumption by&nbsp / assumption. It also reveals the presence of both long memory and random walk or Geometric Brownian motion in the South African financial markets returns when the Hurst index analysis is used and finds that the Currency market is the most efficient of the South African financial markets. The study concludes that although some assumptions underlying the&nbsp / rocess are violated, the Brownian motion as a model in South African financial markets can not be rejected. It can be accepted in some instances if some parameters such as the Hurst exponent are added.</p>

Le théorème ergodique de Birkhoff nous renseigne sur la convergence de suites de fonctions. Nous nous intéressons alors à étudier la convergence en moyenne et presque partout de ces suites, mais dans le cas où la suite est une suite strictement croissante de nombres entiers positifs. C’est alors que nous définirons les suites uniformes et étudierons la convergence presque partout pour ces suites. Nous regarderons également s’il existe certaines suites pour lesquelles la convergence n’a pas lieu. Nous présenterons alors un résultat dû en partie à Alexandra Bellow qui dit que de telles suites existent. Finalement, nous démontrerons une équivalence entre la notion de transformatiuon fortement mélangeante et la convergence d'une certaine suite qui utilise des “poids” qui satisfont certaines propriétés. / Birkhoff’s ergodic theorem gives us information about the convergence of sequences of functions. We are then interested in studying the mean and pointwise convergence of these sequences, but in the case the sequence is a strictly increasing sequence of positive integers. With that goal in mind, we will define uniform sequences and study the pointwise convergence for these sequences. We will also explore the possibility that there exists some sequences for which the convergence of the sequence does not occur. We will present a result of Alexandra Bellow that says that such sequences exist. Finally, we will prove a result which establishes an equivalence between the notion of a strongly mixing transformation and the convergence of a sequence that uses “weights” which satisfies certain properties.

Demand forecasting performance is subject to the uncertainty underlying the time series an organisation is dealing with. There are many approaches that may be used to reduce demand uncertainty and consequently improve the forecasting (and inventory control) performance. An intuitively appealing such approach that is known to be effective is demand aggregation. One approach is to aggregate demand in lower-frequency 'time buckets'. Such an approach is often referred to, in the academic literature, as temporal aggregation. Another approach discussed in the literature is that associated with cross-sectional aggregation, which involves aggregating different time series to obtain higher level forecasts.This research discusses whether it is appropriate to use the original (not aggregated) data to generate a forecast or one should rather aggregate data first and then generate a forecast. This Ph.D. thesis reveals the conditions under which each approach leads to a superior performance as judged based on forecast accuracy. Throughout this work, it is assumed that the underlying structure of the demand time series follows an AutoRegressive Integrated Moving Average (ARIMA) process.In the first part of our1 research, the effect of temporal aggregation on demand forecasting is analysed. It is assumed that the non-aggregate demand follows an autoregressive moving average process of order one, ARMA(1,1). Additionally, the associated special cases of a first-order autoregressive process, AR(1) and a moving average process of order one, MA(1) are also considered, and a Single Exponential Smoothing (SES) procedure is used to forecast demand. These demand processes are often encountered in practice and SES is one of the standard estimators used in industry. Theoretical Mean Squared Error expressions are derived for the aggregate and the non-aggregate demand in order to contrast the relevant forecasting performances. The theoretical analysis is validated by an extensive numerical investigation and experimentation with an empirical dataset. The results indicate that performance improvements achieved through the aggregation approach are a function of the aggregation level, the smoothing constant value used for SES and the process parameters.In the second part of our research, the effect of cross-sectional aggregation on demand forecasting is evaluated. More specifically, the relative effectiveness of top-down (TD) and bottom-up (BU) approaches are compared for forecasting the aggregate and sub-aggregate demands. It is assumed that that the sub-aggregate demand follows either a ARMA(1,1) or a non-stationary Integrated Moving Average process of order one, IMA(1,1) and a SES procedure is used to extrapolate future requirements. Such demand processes are often encountered in practice and, as discussed above, SES is one of the standard estimators used in industry (in addition to being the optimal estimator for an IMA(1) process). Theoretical Mean Squared Errors are derived for the BU and TD approach in order to contrast the relevant forecasting performances. The theoretical analysis is supported by an extensive numerical investigation at both the aggregate and sub-aggregate levels in addition to empirically validating our findings on a real dataset from a European superstore. The results show that the superiority of each approach is a function of the series autocorrelation, the cross-correlation between series and the comparison level.Finally, for both parts of the research, valuable insights are offered to practitioners and an agenda for further research in this area is provided.

<p>In recent years, two estimators have been proposed to correct the bias exhibited by the leastsquares (LS) estimator of the lagged dependent variable (LDV) coefficient in dynamic regression models when the sample is finite. They have been termed as &lsquo / mean-unbiased&rsquo / and &lsquo / medianunbiased&rsquo / estimators. Relative to other similar procedures in the literature, the two locationbased estimators have the advantage that they offer an exact and uniform methodology for LS estimation of the LDV coefficient in a first order autoregressive model with or without exogenous regressors i.e. ARX(1).</p> <p><br /> However, no attempt has been made to accurately establish and/or compare the statistical properties among these estimators, or relative to those of the LS estimator when the LDV coefficient is restricted to realistic values. Neither has there been an attempt to&nbsp / compare their performance in terms of their mean squared error (MSE) when various forms of the exogenous regressors are considered. Furthermore, only implicit confidence intervals have been given for the &lsquo / medianunbiased&rsquo / estimator. Explicit confidence bounds that are directly usable for inference are not available for either estimator. In this study a new estimator of the LDV coefficient is proposed / the &lsquo / most-probably-unbiased&rsquo / estimator. Its performance properties vis-a-vis the existing estimators are determined and compared when the parameter space of the LDV coefficient is restricted. In addition, the following new results are established: (1) an explicit computable form for the density of the LS estimator is derived for the first time and an efficient method for its numerical evaluation is proposed / (2) the exact bias, mean, median and mode of the distribution of the LS estimator are determined in three specifications of the ARX(1) model / (3) the exact variance and MSE of LS estimator is determined / (4) the standard error associated with the determination of same quantities when simulation rather than numerical integration method is used are established and the methods are compared in terms of computational time and effort / (5) an exact method of evaluating the density of the three estimators is described / (6) their exact bias, mean, variance and MSE are determined and analysed / and finally, (7) a method of obtaining the explicit exact confidence intervals from the distribution functions of the estimators is proposed.</p> <p><br /> The discussion and results show that the estimators are still biased in the usual sense: &lsquo / in expectation&rsquo / . However the bias is substantially reduced compared to that of the LS estimator. The findings are important in the specification of time-series regression models, point and interval estimation, decision theory, and simulation.</p>

Non-stationary signals, that is signals with time-varying (TV) statistical properties, are commonly encountered in engineering practice. The vibration responses of structures, such as traffic-excited bridges, robotic devices, rotating machinery, and so on, constitute typical examples of non-stationary signals. Structures characterized by properties that vary with time are generally referred as TV structures and their vibration-based identification under normal operating conditions is a significant and challenging problem. An important class of parametric methods for the solution of this problem is based on Functional Series Time-dependent AutoRegressive Moving Average (FS-TARMA) models. These models have parameters that explicitly depend on time, with the dependence described by deterministic functions belonging to specific functional sub-spaces. The focus of the present thesis is on the development of complete and advanced FS-TARMA methods that will offer important improvements in overcoming drawbacks of existent methods and will further foster practical use and application of FS-TARMA models in non-stationary vibration analysis. The specific objectives of the thesis are: a) The introduction of a novel class of Adaptable FS-TARMA (AFS-TARMA) models and the development of a method for their effective identification. AFS-TARMA models are adaptable in the sense that they are not based on basis functions of a fixed form, but instead, they use basis functions with a-priori unknown properties that may adapt to the specific random signal characteristics. b) The postulation of a vector FS-TARMA method for output-only structural identification and the development of effective tools for both model parameter estimation and model structure selection. c) The introduction of a statistical method for vibration-based fault diagnosis in TV structures. d) The presentation of a thorough review on FS-TARMA models covering both theoretical and practical aspects of the model parameter estimation and structure selection problems with special emphasis being placed on promising recent methods. The methods that are developed in each chapter of this thesis are validated through their application in both numerical and experimental case studies and comparisons with currently available non-stationary signal identification methods. The results of the study demonstrate the new methods' applicability, effectiveness, and high potential for parsimonious and accurate identification and dynamic analysis of TV structures. / Μη-στάσιμα σήματα, δηλαδή σήματα με χρονικά μεταβαλλόμενες (ΧΜ) στατιστικές ιδιότητες, απαντώνται συχνά στην επιστήμη του μηχανικού. Τυπικά παραδείγματα αποτελούν οι ταλαντωτικές αποκρίσεις κατασκευών, όπως γέφυρες με κινούμενα οχήματα, ρομποτικές διατάξεις, περιστρεφόμενες μηχανές και άλλες. Κατασκευές που χαρακτηρίζονται από ιδιότητες οι οποίες μεταβάλλονται με τον χρόνο αναφέρονται ως ΧΜ κατασκευές και η δυναμική αναγνώριση και ανάλυση τους επί τη βάση ταλαντωτικών σημάτων απόκρισης αποτελεί σημαντικό και ταυτόχρονα δύσκολο πρόβλημα. Μια σημαντική τάξη παραμετρικών μεθόδων για την επίλυση αυτού του προβλήματος βασίζεται στα συναρτησιακά χρονικά μεταβαλλόμενα μοντέλα αυτοπαλινδρόμησης κινητού μέσου όρου (FS-TARMA, Functional Series Time-Dependent Auto-Regressive Moving Average). Τα μοντέλα αυτά χαρακτηρίζονται απο ΧΜ παραμέτρους οι οποίες ακολουθούν καθοριστικό πρότυπο και κατά συνέπεια μπορούν να προβληθούν σε κατάλληλα επιλεγμένους συναρτησιακούς υποχώρους. Ως βασικός στόχος της παρούσας διατριβής ορίζεται η ανάπτυξη εξελιγμένων μεθόδων μοντελοποίησης FS-TARMA οι οποίες θα προσφέρουν σημαντικές βελτιώσεις στις υπάρχουσες προσεγγίσεις και θα βοηθήσουν στην αντιμετώπιση πρακτικών προβλημάτων που σχετίζονται τόσο με την αναγνώριση των δυναμικών χαρακτηριστικών όσο και την διάγνωση βλαβών σε ΧΜ κατασκευές. Οι συγκεκριμένοι στόχοι της διατριβής μπορούν να περιγραφούν ως ακολούθως: α) Εισαγωγή καινοτόμων προσαρμόσιμων μοντέλων FS-TARMA και ανάπτυξη κατάλληλης μεθόδου για την αποτελεσματική εκτίμηση τους. Τα νέα μοντέλα είναι προσαρμόσιμα υπό την έννοια ότι δεν βασίζονται σε προκαθορισμένες συναρτήσεις βάσης, αλλά αντιθέτως χρησιμοποιούν συναρτήσεις βάσης με εκ των προτέρων άγνωστες ιδιότητες οι οποίες μπορούν να προσαρμοστούν στα χαρακτηριστικά συγκεκριμένου σήματος. β) Ανάπτυξη διανυσματικής μεθόδου εκτίμησης μοντέλων FS-TARMA για την αναγνώριση κατασκευών μέσα από διανυσματικά σήματα ταλαντωτικής απόκρισης. Ανάπτυξη αποδοτικών εργαλείων τόσο για το πρόβλημα εκτίμησης των παραμέτρων όσο και της επιλογής της δομής του μοντέλου. γ) Εισαγωγή στατιστικής μεθόδου για την διάγνωση βλαβών σε ΧΜ κατασκευές μέσω μοντέλων FS-TAR. δ) Παρουσίαση μιας διεξοδικής επισκόπησης των μοντέλων FS-TARMA η οποία καλύπτει τόσο θεωρητικά όσο και πρακτικά ζητήματα των προβλημάτων εκτίμησης των παραμέτρων και επιλογής της δομής των μοντέλων. Η αποτελεσματικότητα των μοντέλων και των μεθόδων που αναπτύσσονται σε κάθε κεφάλαιο αυτής της διατριβής διερευνάται µέσω της εφαρµογής τους τόσο σε αριθµητικές όσο και πειραµατικές µελέτες και συγκρίσεις µε υπάρχουσες µη-στάσιµες µεθόδους αναγνώρισης σηµάτων. Τα αποτελέσματα της εργασίας αυτής επιδεικνύουν την ικανότητα των νέων μοντέλων να παρέχουν εξαιρετικά ακριβείς αναπαραστάσεις ΧΜ κατασκευών κατάλληλων τόσο για την δυναμική ανάλυση όσο και για την διάγνωση βλαβών σε αυτές.

The production and transportation of hydrocarbon fluids in multiphase pipelines could be severely hindered by particulate solids deposit such as produced sand particles which accompany hydrocarbon production. Knowledge of the flow characteristics of solid particles in fluids transported in pipelines is important in order to accurately predict solid particles deposition in pipelines. This research thesis presents the development of a three-dimensional (3D) Computational Fluids Dynamics (CFD) modelling technique for the prediction of liquid-solids multiphase flow in pipes, with special emphasis on the flow in V-inclined pipe bends. The Euler-Euler (two-fluid) multiphase modelling methodology has been adopted and the multiphase model equations and closure models describing the liquid-solids flow have been implemented and calculated using the finite volume method in a CFD code software. The liquid phase turbulence has been modelled using a two-equation k−ε turbulence model which contains additional terms to account for the effects of the solid-particles phase on the multiphase turbulence structure. The developed CFD numerical framework has been verified for the relevant forces and all the possible interaction mechanisms of the liquid-solids multiphase flow by investigating four different numerical frameworks, in order to determine the optimum numerical framework that captures the underlying physics and covers the interaction mechanisms that lead to sand deposition and the range of sand transport flow regimes in pipes. The flow of liquid-sand in pipe has been studied extensively and the numerical results of sand concentration distribution across pipe and other flow properties are in good agreement with published experimental data on validation. The numerical framework has been employed to investigate the multiphase flow in V-inclined pipe bends of ±4o−6o, seemingly small inclined bend angles. The predicted results which include the sand segregation, deposition velocity and flow turbulence modulation in the pipe bend show that the seemingly small pipe bends have significant effect on the flow differently from that of horizontal pipes. The pipe bend causes abrupt local change in the multiphase flow characteristic and formation of stationary sand deposit in the pipe at a relatively high flow velocity. The threshold velocity to keep sand entrained in liquid in pipe bends is significantly higher than that required for flow horizontal pipes. A critical implication of this is that the correlations for predicting sand deposition in pipelines must account for the effect of pipe bend on flow characteristics in order to provide accurate predictions of the critical sand transport velocity (MTV) in subsea petroleum flowlines, which V-inclined pipe bends are inevitable due to seabed topology.