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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
51

Development of a multi-platform simulation for a pneumatically-actuated quadruped robot

Daepp, Hannes Gorkin 18 November 2011 (has links)
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.
52

Comparison Of Missing Value Imputation Methods For Meteorological Time Series Data

Aslan, Sipan 01 September 2010 (has links) (PDF)
Dealing with missing data in spatio-temporal time series constitutes important branch of general missing data problem. Since the statistical properties of time-dependent data characterized by sequentiality of observations then any interruption of consecutiveness in time series will cause severe problems. In order to make reliable analyses in this case missing data must be handled cautiously without disturbing the series statistical properties, mainly as temporal and spatial dependencies. In this study we aimed to compare several imputation methods for the appropriate completion of missing values of the spatio-temporal meteorological time series. For this purpose, several missing imputation methods are assessed on their imputation performances for artificially created missing data in monthly total precipitation and monthly mean temperature series which are obtained from the climate stations of Turkish State Meteorological Service. Artificially created missing data are estimated by using six methods. Single Arithmetic Average (SAA), Normal Ratio (NR) and NR Weighted with Correlations (NRWC) are the three simple methods used in the study. On the other hand, we used two computational intensive methods for missing data imputation which are called Multi Layer Perceptron type Neural Network (MLPNN) and Monte Carlo Markov Chain based on Expectation-Maximization Algorithm (EM-MCMC). In addition to these, we propose a modification in the EM-MCMC method in which results of simple imputation methods are used as auxiliary variables. Beside the using accuracy measure based on squared errors we proposed Correlation Dimension (CD) technique for appropriate evaluation of imputation performances which is also important subject of Nonlinear Dynamic Time Series Analysis.
53

Dynamic Responses of a Cam System by Using the Transfer Matrix Method

Yen, Chia-tse 27 July 2009 (has links)
The validity of transfer matrix method (TMM) employed in a nonlinear gear cam system is studied in this thesis. The nonlinear dynamic responses of each part in the nonlinear system are estimated by applying the 4th-order Runge-Kutta method. A high speed gear cam drive automatic die cutter was analyzed in this study. A 25 horsepower AC induction motor is designed to drive the system. To complete the cutting work, a sequential process of the harmonic motion and the intermittent motion are generated by the elbow mechanism and the gear cam mechanism, respectively. A simplified branched multi-rotor system is modeled to approximate the motion of the system. The variation of the dynamic parameters of the system in a loading cycle is estimated under a branched torsional system. The Holzer¡¦s transfer matrix method is used to study the variation of the system parameters during the intermittent movement. Moreover, the effect of time-varied speed introduced from the torque variation of the induction motor and gear cam mechanism on the nonlinear dynamic response of the system has also been investigated. To explore the dynamic effect of different cam designs, three different cam motion curves and seven operating rates have been analyzed in this work. The residual vibration of the last sprocket has also been discussed. Numerical results indicate that the proposed model is available to simulate the dynamic responses of a nonlinear gear cam drive system.
54

Σεισμική αποτίμηση και ενίσχυση τριορόφου κτηρίου οπλισμένου σκυροδέματος / Seismic assessment and strengthening of a 3-story reinforced concrete building

Βουσβούκης, Ιωάννης 14 May 2007 (has links)
Η παρούσα διατριβή έχει ως θέμα την σεισμική αποτίμηση υφισταμένου τριώροφου δομήματος οπλισμένου σκυροδέματος. Συγκεκριμένα γίνεται έλεγχος των μέτρων επέμβασης για το κτήριο αιθουσών διδασκαλίας του ΤΕΛ Ναυπάκτου. Για τον σκοπό αυτό χρησιμοποιούνται μη-γραμμικές αναλύσεις (στατικές και δυναμικές) με βάση τις αρχές των κανονιστικών κειμένων ΚΑΝ.ΕΠΕ και EC8 για την αποτίμηση και τον ανασχεδιασμό κατασκευών. Στο πρώτο κεφάλαιο γίνεται τεκμηρίωση του υφιστάμενου δομήματος. Δίνονται στοιχεία για την θέση, την γεωμετρία, τις κατασκευαστικές μεθόδους που εφαρμόστηκαν. Δίνονται τα αποτελέσματα των οπτικών και των ενόργανων ελέγχων και προσδιορίζεται η γεωμετρία του φορέα. Στο δεύτερο κεφάλαιο δίνονται οι παραδοχές και οι αρχές με βάση τις οποίες έγινε η εξιδανίκευση του φορέα για την πραγματοποίηση των μη γραμμικών στατικών αναλύσεων. Για τις αναλύσεις χρησιμοποιείται το πακέτο λογισμικού ANSRuop που έχει αναπτυχθεί στο Εργαστήριο Κατασκευών του Τμήματος. Το μοντέλο μονότονης και ανακυκλιζόμενης φόρτισης που χρησιμοποιείται είναι το γνωστό προσομοίωμα Τakeda με εννέα κανόνες υστέρησης. Προσδιορίζονται οι παραδοχές για τον υπολογισμό των διαθέσιμων αντιστάσεων σε όρους παραμορφώσεων και δυνάμεων που υιοθετούνται από τον ΚΑΝΕΠΕ και τον EC8 καθώς και τα κριτήρια που αποδέχεται το κάθε κείμενο για την επιθυμητή στάθμη αποτίμησης και ανασχεδιασμού του φορέα. Ακόμα γίνεται αναφορά στο μοντέλο προσομοίωσης του λικνισμού των θεμελίων για θεώρηση διαφόρων εδαφών. Εν συνεχεία στο τρίτο Κεφάλαιο γίνεται αναφορά στους στόχους σχεδιασμού που θέτει ο κάθε κανονισμός και στις στάθμες επιτελεστικότητας για τον κάθε κανονισμό. Γίνεται παρουσίαση των τεχνητών σεισμικών καταγραφών που λήφθηκαν υπόψη για την πραγματοποίηση των μη γραμμικών δυναμικών αναλύσεων. Οι καταγραφές είναι κανονικοποιημένες πάνω στο φάσμα του EC8 για τύπο εδάφους C που διαφέρει από το φάσμα σχεδιασμού κατά ΕΑΚ για την στάθμη επιτελεστικότητας «Προστασία ζωής και περιουσίας των ενοίκων » μόνο κατά τον εδαφικό συντελεστή S. Ακόμα δίνεται η μεθοδολογία που υιοθετήθηκε για την εκτίμηση της ικανότητας του κτηρίου έναντι των απαιτήσεων που θέτει ο κανονισμός και προτείνεται εναλλακτικά και από τα δύο κείμενα. Στα κεφάλαια 4 και 5 παρουσιάζονται τα αποτελέσματα των μη-γραμμικών αναλύσεων. Συνολικά πραγματοποιήθηκαν 56 μη-γραμμικές στατικές αναλύσεις και 84 μη-γραμμικές δυναμικές. Για τις μη-γραμμικές στατικές αναλύσεις παρουσιάζονται οι καταγραφές τέμνουσας βάσης μετατόπισης κορυφής ενώ τα αποτελέσματα των μη-γραμμικών δυναμικών αναλύσεων δίνονται με την μορφή των μέσων όρων των δεικτών βλάβης. Τέλος στο 6ο κεφάλαιο γίνεται προσπάθεια ερμηνείας των αποτελεσμάτων για τις αναλύσεις πρίν και μετά την δομητική επέμβαση. / The present project deals with a seismic assessment analysis of an existing reinforced concrete building. A fully performance-based procedure is adopted based on the principals of the draft Greek Retrofitting Code and the draft part 3 of the Eurocode 8 : Assessment and retrofitting of Buildings. The method is subjected on an existing building, which has been constructed, during early 70’ s, prior to the principals of the modern codes for earthquake resistant design. The building is located in the area of Nafpaktos. In the first chapter a summary of the characteristics of the existing building is given. Special data concerning the site, the geometry and the construction methods at the time in which the building was constructed. The results of the damage investigation according to the visual and the instrumental inspection are also given. The basic principals according to which the modelling and the non-linear analysis procedures took place is given in the 2nd chapter. For the analysis procedures the program ANSR University of Patras is used which has been developed in the Structural Laboratory of The Civil Engineering Department of the University of Patras. One-component, point-hinge macromodels are used for the RC members, to relate the end-moment to the chord rotation at member ends within each plane of bending. The M-θ relation in monotonic loading is taken bilinear, with a post-yield hardening ratio p computed assuming antisymmetric bending and using empirical expressions according to the Greek Retrofitting Code and Part-3 of the EC8 (according to the selected limit state). The hysteresis rules supplementing the bilinear monotonic M-θ curve are of the modified-Takeda type. Also the monotonic M-θ relation which is used for the modelling of the foundation uplift is given. In the 3rd chapter the performance objectives of the assessment procedure are given according to the appropriate levels of protection for the selected limit state. The synthetic accellerograms which are used for the Nonlinear dynamic procedure are compatible to the EC8 elastic spectrum for type soil C for the limit state of Significant Damage. Moreover the methodology of the determination of the target displacement according to the Annex B of the EC8-part 1 and the draft Greek Retrofitting Code. Finally in chapters 4 and 5 the results of the nonlinear static and dynamic analysis are presented. For the nonlinear static procedures the results are given in terms of base shear vs roof displacement and in terms of Spectral acceleration vs Spectral displacement for the determination of the target displacement. The results of the NonLinear dynamic procedures are given in terms of mean values of the damage index.
55

Contribuição ao estudo das respostas numéricas não-lineares estática e dinâmica de estruturas reticuladas planas / Contribution to the study of static and dynamic numerical nonlinear responses of plane frames

Cristina Ferreira de Paula 06 April 2001 (has links)
O trabalho trata da formulação e implementação numérica de modelos matemáticos do comportamento de estruturas considerando-se as não-linearidades física e geométrica. O equilíbrio na posição deslocada é formulado via Princípio dos Trabalhos Virtuais, empregando-se o método dos elementos finitos para a discretização espacial das estruturas e busca de soluções aproximadas. Inicialmente destaca-se com base no caso de treliças planas o emprego de medidas de deformação e tensão conjugadas energeticamente. Particularizando-se a formulação geral do equilíbrio para os pórticos planos apresenta-se uma análise crítica das formulações lagrangiana total e atualizada. Em seguida, tendo-se em vista aplicações às estruturas em concreto armado, aborda-se o comportamento não-linear físico pela mecânica do dano em meios contínuos, empregando-se os modelos de dano para o concreto propostos por Mazars e La Borderie. Estendem-se os estudos do comportamento estrutural não-linear físico (dano) e geométrico incorporando-se a análise dinâmica. Utiliza-se para integração no domínio do tempo o método implícito de Newmark combinado com o procedimento incremental e iterativo de Newton-Raphson. O amortecimento é levado em conta por meio da regra de Rayleigh. Exemplos consistindo de análises não lineares estática e dinâmica de estruturas reticulares planas compõem numéricas. Os resultados obtidos ilustram o desempenho e as potencialidades das formulações empregadas. / The formulation and numerical implementation of mathematical models of the structural behavior of plane frames considering material and geometrical nonlinearities are treated in this work. The Principle of Virtual Work is presented in order to characterize the equilibrium in the displaced position. The structure is discretized by the finite element method. Plane trusses analysis is performed in order to show how important it is to take into account the strain and stress tensors energetically conjugated. Being particularized, the general equilibrium formulation for the plane frames a critical analysis of the total and updated lagrangian formulations is presented. The material nonlinear behavior is modeled by continuum damage mechanics by using both Mazars and La Boderie\'s damage models. The nonlinear analysis is extended including the dynamic response of the reinforced concrete plane frames. The usual iterative Newton-Raphson technique is used combined with implicit Newmark method in order to carry out the integration at time. The damping is introduced by means of the Rayleigh\'s rule. Numerical analysis by a suitable computer program show the theoretical results considering static and dynamic response of plane frames.
56

Detecção de patologias em pregas vocais utilizando a seção Poincaré do espaço de fase tridimensional de um sinal de voz / Detection of pathologies in vocal fold by means of Poincaré section of the tridimensional phase space of a voice signal

Fernando Araujo de Andrade Sobrinho 02 September 2016 (has links)
Diversos estudos foram realizados para detecção de patologias na laringe. Essas patologias causam alteração na frequência, amplitude e formato de onda do sinal de voz e podem ser estudadas através dos parâmetros convencionais de análise como jitter e shimmer, ou sob o enfoque da dinâmica não linear. Essas técnicas são não invasivas e servem de apoio ao especialista da área de fonoaudiologia para o diagnóstico de patologias nas pregas vocais. As técnicas de análise acústica baseiam-se no formato de onda vocal no domínio do tempo e domínio da frequência, enquanto que a técnica de análise não linear utilizada nesse trabalho baseia-se no atrator reconstruído do sinal de voz. O objetivo dessa tese é diferenciar vozes normais e patológicas e entre patologias usando a técnica de análise não linear conhecida como Seção de Poincaré. Foram analisados 48 sinais de vozes humanas, divididos em 3 grupos (16 normais, 16 com nódulo e 16 com edema de Reinke). Em seguida foram selecionados 3 trechos de 500 ms nos intervalos 0.5s-1.0s, 2.0s-2.5s e 4.0s-4.5s chamado de primeiro critério e um trecho 500ms no trecho de maior variação de pitch, chamado de segundo critério. Em seguida, o atrator foi reconstruído em 3 dimensões, determinado o atrator médio, e de cada ponto do atrator médio foi extraída a seção de Poincaré. De cada seção de Poincaré foi calculada a dispersão dos pontos do atrator no plano através da média e desvio padrão das dispersão dos pontos da seção de Poincaré em relação ao ponto médio da seção. A validação da ferramenta desenvolvida para essa tese foi realizada utilizando um sinal senoidal inserindo jitter gradativamente, onde verificou-se uma variação proporcional da média da dispersão. Os resultados obtidos mostraram que não foi possível diferenciar patologias mas foi possível classificar vozes normais das patológicas. O melhor intervalo para classificar as vozes normais das patológicas utilizando o primeiro critério foi entre 0.5s-1.0s pois nesse intervalo todas as vozes normais foram classificadas corretamente. No entanto, 6 vozes patológicas foram classificadas como normais com 2 vozes patológicas na fronteira que separa as vozes normais das patológicas. O segundo critério classificou todas as vozes normais corretamente e apenas uma voz patológica foi classificada como patológica. Concluiu-se que a ferramenta proposta utilizando o segundo critério mostrou-se superior em relação ao primeiro critério para diferenciar vozes normais das patológicas. / Several studies have been performed to detect pathologies of the larynx. These pathologies cause changes in the frequency, amplitude, and waveform of the voice signal. They can be studied by means of conventional analysis parameters such as jitter and shimmer, or from nonlinear dynamics concepts. These techniques are noninvasive and can help the speech therapist to better diagnose the pathologies in the vocal folds. The acoustic analysis techniques are based on the voice waveform in the time and frequency domains, while the non-linear analysis techniques are based on the attractor reconstructed from the speech signal.The aim of this thesis is to differentiate normal and pathological voices using a nonlinear analysis technique named Poincaré section. We analyzed 48 human voice signals divided into 3 groups (16 normal, 16 nodule and 16 Reinke\'s edema). Then, we analyzed 3 stretches of 500ms in the intervals 0.5s-1.0s, 2.0s-2.5s e 4.0-4.5s, denominated first criteria, and a stretch of 500ms in a higher variation in pitch, denominated second criteria. The attractor was then reconstructed in three dimensions, the average attractor was determined, and at each point of the average attractor, a Poincaré section was extracted. From each Poincaré section, the dispersion of the points of the attractor was calculated in the plane by means of the statistical average and standard deviation related to the medium point of the section. The validation of the tool developed for this thesis was achieved by inserting jitter gradually in a sinusoidal wave, where there was a proportional variation of average\'s dispersion was observed. The results obtained for this set of voices showed that the average and standard deviation of dispersion of the points in the Poincaré section differentiate the groups of voices, but not the pathological groups. The Statistical tests of Anova and Tukey were used to analyze the 3 groups and all group pairings, two by two, with a statistical significance of 5%. The best interval to classify normal voices from pathological voices by means of the first criteria was between 0.5s-1.0s, given the fact that in this interval, all normal voices were correctly classified. However, 6 pathological voices were classified as normal voices, with 2 voices border lining the frontier between normal voices from pathological voices. The second criteria classified all normal voices correctly, with only one pathological voice incorrectly classified. In conclusion, the second criteria tool proposed by this thesis was proven superior to differentiate normal voices from pathological ones.
57

Simulace idiofonického nástroje / Simulation of Idiofonic System

Múčka, Martin January 2018 (has links)
The thesis deals with dynamic simulation of real bell behavior over time. The model is created according to principles of physical discretization as a spring in the FyDiK3D software. In order for the model to be declared as relevant, it is necessary to prove the behavior of the structures used in the elementary tasks of the mechanics. It shows the correlation between the stiffness of normal and diagonal springs. Describes how to use software import tools to create a model. The resulting model approaches its real bell behavior.
58

Seismic Drift Demands

Prateek P Shah (11022441) 23 July 2021 (has links)
<div>Observations from experiments and post-earthquake surveys have shown that drift is the key parameter for identifying potential damage of a structure during ground motions (Sozen, 1981). These observations suggest that drift should govern seismic design and evaluation of structures.</div><div><br></div><div>In this study, three methods for estimating drift demands were considered: 1) the method proposed by Sozen (2003) referred to in this study as Velocity of Displacement (VOD), 2) the Coefficient Method and 3) Nonlinear Dynamic Analysis (NDA). The reliability of each method was evaluated by comparing estimates of roof and maximum story drift ratios with measurements from 46 reinforced concrete structures with initial periods shorter than 3 seconds.</div><div><br></div><div>Measurements from long-period structures (with periods longer than 3 seconds) were not available. To produce data to evaluate the reliability of the three mentioned methods for</div><div>long-period structures as well as understand the displacement and base-shear response of such structures, seven scaled Multi-Degree-of-Freedom (MDOF) specimens with an initial period of approximately 1.2 seconds were tested with five scaled base motions of varying intensities. Each motion was scaled in time such that its scaled spectral shape near the initial period of the specimen was similar to the spectral shape of the unscaled motions for periods ranging from approximately 1 to 10 seconds. A total of 118 tests were conducted.</div><div><br></div><div>The effect of loading history on drift demands and drift estimates was also evaluated by quantifying changes in drift demands of structures subjected to repeats of the same ground motion. Data from 1) experimental tests of structures subjected to repeated ground motions, and 2) numerical analyses of Single-Degree-of-Freedom (SDOF) oscillators subjected to multiple sequences of ground motions of varying intensities were used.</div><div><br></div><div><div>Based on comparisons of measured and calculated drifts as well as data from the experimental program, the following observations were made:</div></div><div><br></div><div>1) For structures with periods shorter than 3 seconds, all three methods for estimating drift demands produced estimates of both roof and maximum story drifts of similar</div><div>quality despite large differences in the effort required to use each method.</div><div><br></div><div>2) For structures with periods longer than 3 seconds, NDA produced drift estimates close to the mean of measured values while VOD overestimated measured values, on average, by approximately 30%. The Coefficient Method produced estimates that were, on average, smaller than measurements by approximately 40%.</div><div><br></div><div>3) For structures (not susceptible to decay in lateral strength) subjected to sequences of ground motions of similar intensities, the relative increase in drift demands was,</div><div>on average, no more than 20%. Larger increases in drift demands were observed for structures where the first motion (in a pair of repeated motions) was mild enough</div><div>not to cause cracking and/or yielding, and the second motion was preceded by larger intensity motions that did cause cracking and/or yielding.</div><div><br></div><div>4) For test structures with periods longer than 3 seconds, drifts in the nonlinear range of response were generally smaller than linear estimates, and maximum base-shear</div><div>demands were as much as three times those calculated assuming a linear lateral load distribution.</div>
59

Stochastic Dynamical Systems : New Schemes for Corrections of Linearization Errors and Dynamic Systems Identification

Raveendran, Tara January 2013 (has links) (PDF)
This thesis essentially deals with the development and numerical explorations of a few improved Monte Carlo filters for nonlinear dynamical systems with a view to estimating the associated states and parameters (i.e. the hidden states appearing in the system or process model) based on the available noisy partial observations. The hidden states are characterized, subject to modelling errors, by the weak solutions of the process model, which is typically in the form of a system of stochastic ordinary differential equations (SDEs). The unknown system parameters, when included as pseudo-states within the process model, are made to evolve as Wiener processes. The observations may also be modelled by a set of measurement SDEs or, when collected at discrete time instants, their temporally discretized maps. The proposed Monte Carlo filters aim at achieving robustness (i.e. insensitivity to variations in the noise parameters) and higher accuracy in the estimates whilst retaining the important feature of applicability to large dimensional nonlinear filtering problems. The thesis begins with a brief review of the literature in Chapter 1. The first development, reported in Chapter 2, is that of a nearly exact, semi-analytical, weak and explicit linearization scheme called Girsanov Corrected Linearization Method (GCLM) for nonlinear mechanical oscillators under additive stochastic excitations. At the heart of the linearization is a temporally localized rejection sampling strategy that, combined with a resampling scheme, enables selecting from and appropriately modifying an ensemble of locally linearized trajectories whilst weakly applying the Girsanov correction (the Radon- Nikodym derivative) for the linearization errors. Through their numeric implementations for a few workhorse nonlinear oscillators, the proposed variants of the scheme are shown to exhibit significantly higher numerical accuracy over a much larger range of the time step size than is possible with the local drift-linearization schemes on their own. The above scheme for linearization correction is exploited and extended in Chapter 3, wherein novel variations within a particle filtering algorithm are proposed to weakly correct for the linearization or integration errors that occur while numerically propagating the process dynamics. Specifically, the correction for linearization, provided by the likelihood or the Radon-Nikodym derivative, is incorporated in two steps. Once the likelihood, an exponential martingale, is split into a product of two factors, correction owing to the first factor is implemented via rejection sampling in the first step. The second factor, being directly computable, is accounted for via two schemes, one employing resampling and the other, a gain-weighted innovation term added to the drift field of the process SDE thereby overcoming excessive sample dispersion by resampling. The proposed strategies, employed as add-ons to existing particle filters, the bootstrap and auxiliary SIR filters in this work, are found to non-trivially improve the convergence and accuracy of the estimates and also yield reduced mean square errors of such estimates visà-vis those obtained through the parent filtering schemes. In Chapter 4, we explore the possibility of unscented transformation on Gaussian random variables, as employed within a scaled Gaussian sum stochastic filter, as a means of applying the nonlinear stochastic filtering theory to higher dimensional system identification problems. As an additional strategy to reconcile the evolving process dynamics with the observation history, the proposed filtering scheme also modifies the process model via the incorporation of gain-weighted innovation terms. The reported numerical work on the identification of dynamic models of dimension up to 100 is indicative of the potential of the proposed filter in realizing the stated aim of successfully treating relatively larger dimensional filtering problems. We propose in Chapter 5 an iterated gain-based particle filter that is consistent with the form of the nonlinear filtering (Kushner-Stratonovich) equation in our attempt to treat larger dimensional filtering problems with enhanced estimation accuracy. A crucial aspect of the proposed filtering set-up is that it retains the simplicity of implementation of the ensemble Kalman filter (EnKF). The numerical results obtained via EnKF-like simulations with or without a reduced-rank unscented transformation also indicate substantively improved filter convergence. The final contribution, reported in Chapter 6, is an iterative, gain-based filter bank incorporating an artificial diffusion parameter and may be viewed as an extension of the iterative filter in Chapter 5. While the filter bank helps in exploring the phase space of the state variables better, the iterative strategy based on the artificial diffusion parameter, which is lowered to zero over successive iterations, helps improve the mixing property of the associated iterative update kernels and these are aspects that gather importance for highly nonlinear filtering problems, including those involving significant initial mismatch of the process states and the measured ones. Numerical evidence of remarkably enhanced filter performance is exemplified by target tracking and structural health assessment applications. The thesis is finally wound up in Chapter 7 by summarizing these developments and briefly outlining the future research directions
60

Modelos baseados em agentes aplicados à dinâmica de preços do mercado imobiliário / Agent-based models applied to the housing market dynamics

Antunes, Manuella de Oliveira 15 April 2016 (has links)
Um dos aspectos regulatórios fundamentais para o mercado imobiliário no Brasil são os limites para obtenção de financiamento no Sistema Financeiro de Habitação. Esses limites podem ser definidos de forma a aumentar ou reduzir a oferta de crédito neste mercado, alterando o comportamento dos seus agentes e, com isso, o preço de mercado dos imóveis. Neste trabalho, propomos um modelo de formação de preços no mercado imobiliário brasileiro com base no comportamento dos agentes que o compõem. Os agentes vendedores têm comportamento heterogêneo e são influenciados pela demanda histórica, enquanto que os agentes compradores têm o seu comportamento determinado pela disponibilidade de crédito. Esta disponibilidade de crédito, por sua vez, é definida pelos limites para concessão de financiamento no Sistema Financeiro de Habitação. Verificamos que o processo markoviano que descreve preço de mercado converge para um sistema dinâmico determinístico quando o número de agentes aumenta, e analisamos o comportamento deste sistema dinâmico. Mostramos qual é a família de variáveis aleatórias que representa o comportamento dos agentes vendedores de forma que o sistema apresente um preço de equilíbrio não trivial, condizente com a realidade. Verificamos ainda que o preço de equilíbrio depende não só das regras de concessão de financiamento no Sistema Financeiro de Habitação, como também do preço de reserva dos compradores e da memória e da sensibilidade dos vendedores a alterações na demanda. A memória e a sensibilidade dos vendedores podem levar a oscilações de preços acima ou abaixo do preço de equilíbrio (típicas de processos de formação de bolhas); ou até mesmo a uma bifurcação de Neimark-Sacker, quando o sistema apresenta dinâmica oscilatória estável. / One of the fundamental regulatory aspects for the housing market in Brazil are the limits for obtaining a residential mortgage loan within the Sistema Financeiro de Habitação. These limits can be defined so as to increase or reduce credit supply in this market, changing its agents behavior and, therefore, the housing market price. In this work we propose a pricing model for the brazilian housing market based on the behavior of its agents. Sellers have heterogeneous behavior and are influenced by the historical demand, while buyers behavior is determined by credit availability. The availability of credit is, in its turn, defined by the regulatory limits for obtaining a residential mortgage loan. We have verified that the Markov process which describes the market price converges to a deterministic dynamical system as the number of agents increase, and we have analyzed the behavior of this emerging system. We show which family of random variables may represent the behavior of sellers so that the system has a nontrivial equilibrium price, consistent with reality. We have also verified that the equilibrium price depends not only on the regulatory limits for obtaing a loan, but also on buyers reserve price and on sellers memory and sensitivity to changes in the demand. Sellers memory and sensitivity to changes in the demand can result in price oscillations above or below the equilibrium level, which is typical in bubble formation processes; or even in a Neimark-Sacker bifurcation, when the price has a stable oscillatory dynamics.

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