Les interfaces haptiques à retour d’effort sont des dispositifs robotiques capables deproduire des forces à destination de l’utilisateur en téléopération et en réalité virtuelle. L’utilisation d’interface à retour d’effort en Conception Assistée par Ordinateur (CAO) offre de nouvelles perspectives pour la création et la conception de formes 3D grâce à une interactivité à la fois visuelle et kinesthésique. Elles permettent à la fois de visualiser, de manipuler en temps réel des objets virtuels et d’en ressentir les efforts (liés aux contacts, à la déformation, etc.).Les travaux présentés dans cette thèse contribuent au développement d’interfaces àretour d’effort pour répondre au mieux aux besoins de la CAO. Dans ce mémoire, l’accent est placé sur la problématique de la stabilité et son exploitation pour la commande de l’interface mais aussi pour la conception électromécanique. L’ensemble des travaux porte sur une interface à un degré de liberté.Dans un premier temps, différents facteurs liés au système mécanique (amortissement, modes vibratoires) et à l’environnement virtuel (échantillonnage, retard. . .) agissant sur la stabilité d’une interface sont mis en évidence à l’aide de critères fréquentiels. Ensuite, la conception d’une interface (choix et dimensionnement des composants) est ramenée sous forme d’un problème d’optimisation incluant une contrainte liée à la stabilité (en termes de domaine d’utilisation) et un critère de maximisation de la transparence (en termesd’inertie du dispositif).Dans un second temps, l’architecture de commande des dispositifs haptiques est étudiée. À l’aide d’une nouvelle condition de stabilité asymptotique pour les systèmes en temps discret à retard variable et en utilisant un observateur d’état augmenté comme alternative à l’utilisation standard de la méthode des différences finies arrières, la synthèse d’une nouvelle architecture de commande est proposée.La dernière partie du mémoire aborde la description du banc d’essai expérimental développé pendant le travail de thèse ainsi que les résultats des tests réalisés. / Force feedback haptic interfaces are robotic devices which are able to produce forces for the user in a teleoperation or virtual reality context. The integration of force feedback haptic interfaces in Computer-Aided Design (CAD) systems offers new perspectives for modeling and design of 3D objects by combining both visual and kinesthetic interaction. It allows viewing and manipulating virtual objects in real-time with a sense of touch (linked to contact, deformation, etc.).The works presented in this thesis contribute to the development of a force feedbackhaptic device to meet the needs of CAD at the best. In this thesis manuscript, the emphasis is put on the stability issue and its exploitation for the control of the device but also for the electromechanical conception. All the presented works concern an interface with one degree of freedom. First, several factors relative to the mechanic system (physical damping, vibration modes) and to the virtual environment (sampling period, delay-time, etc.) acting on the interface stability are highlighted through frequency domain stability criteria. Then, the interface design (choice and sizing of components) is expressed on the form of an optimization problem including a constraint linked to stability (in terms of application area).In a second part, the control architecture of haptic devices is studied. Using a newstability criterion for systems in discrete time with variable delay and an augmented state observer as an alternative to the standard finite difference scheme, the synthesis of novel control architecture is proposed.The last part of the manuscript deals with the description of the experimental testbench developed during the thesis period together with the results of some realized tests.

This thesis analyses Okun's law and its cross-country differences based on social expenditures. To estimate the law in time, Nadaraya-Watson kernel estimation is employed, which has not been applied to Okun's law in any previous study. Thus, to assess the robustness of the model, the statistical testing of hypotheses is used to evaluate the time-varying coefficients. The analysis is executed on OECD countries between 1995 and 2019, and the results are mainly in line with the previous literature. Periods with higher GDP growth and lower unemployment rates, on average, tend to have higher Okun's coefficients. Moreover, cross-country comparison reports the tendency of countries with, on average lower unemployment spending and higher GDP per capita to exhibit higher Okun's coefficients.

A practical procedure based on implicit time integration methods applied to the differential Lyapunov equations arising in the square root balanced truncation method is presented. The application of high order time integrators results in indefinite right-hand sides of the algebraic Lyapunov equations that have to be solved within every time step. Therefore, classical methods exploiting the inherent low-rank structure often observed for practical applications end up in complex data and arithmetic. Avoiding the additional effort treating complex quantities, a symmetric indefinite factorization of both the right-hand side and the solution of the differential Lyapunov equations is applied.:1 Introduction 2 Balanced truncation for LTV systems 3 Solving differential Lyapunov equations 4 Solving the reduced-order system 5 Numerical experiments 6 Conclusion

[pt] Neste trabalho usamos o arcabouço dos modelos GAS para gerar previsões conjuntas de fator de capacidade eólico, pertencentes a diferentes usinas localizadas em áreas geográficas distintas. Esses cenários são insumos para gerar uma distribuição de fluxo de caixa associada a um portfólio de contratos atrelados aos parques eólicos em questão. Inicialmente modelamos as densidades marginais via um modelo GAS, supondo densidade Beta. De maneira a capturar a estrutura de dependência entre esses fatores de capacidade, usamos uma cópula t-Student com a matriz de correlação também sendo atualizada via mecanismo GAS. Uma das contribuições importantes desse trabalho para o setor elétrico está na geração de cenários conjuntos apenas em um passo, evitando a necessidade de modelar variáveis transformadas e posteriormente transforma-las para retornar às suas respectivas escalas originais. Assim como é feito no caso supondo normalidade para as marginais. Como é sabido, exponenciar valores simulados a partir de uma densidade normal pode gerar resultados equivocados para fatores de capacidade eólico, e por propagação, isso pode afetar severamente as medidas de risco que são obtidas a partir da distribuição simulada de fluxo de caixa associada com o portfolio das usinas eólicas. Nossos resultados mostram que quando a dependência é levada em consideração, os fluxos de caixa tendem a ser maiores do que quando ignora-se a dependência. / [en] In this work we use the framework of GAS models to generate joint forecasts for capacity factors of several wind plants belonging to different geographical areas. Such scenarios are then used as input to raise the distribution of cash flows associated with a portfolio of contracts attached to these wind plants. We first model the marginal density of each capacity factor using a GAS model with Beta density. In order to capture the observed dependence among these capacity factors, we use a copula t- Student with correlation matrix evolving through a GAS mechanism. One of the important contributions of our framework is that generation of scenarios is accomplished in just one step, avoiding the need of transforming back variables to its original scale, as it is the case under a Gaussian assumption for the marginals. As it is known, exponentiation of simulated Gaussian values can result in unrealistic sampling paths for the wind capacity factor, and by propagation, this can badly a ect the risk measures obtained from the simulated distribution of the cash flows associated with a particular portfolio of wind plants. Our results shows that when taking into account dependence the cash flows are higher than when ignoring dependence.

A new approach to the evaluation of the reliability of electrical systems is presented. In this approach a Graph Trace Analysis based approach is applied to integrated system models and reliability analysis. The analysis zones are extended from the traditional power system functional zones. The systems are modeled using containers with iterators, where the iterators manage graph edges and are used to process through the topology of the graph. The analysis provides a means of computationally handling dependent outages and cascading failures. The effects of adverse weather, time-varying loads, equipment age, installation environment, operation conditions are considered. Sequential Monte Carlo simulation is used to evaluate the reliability changes for different system configurations, including distributed generation and transmission lines. Historical weather records and loading are used to update the component failure rates on-the-fly. Simulation results are compared against historical reliability field measurements. Given a large and complex plant to operate, a real-time understanding of the networks and their situational reliability is important to operational decision support. This dissertation also introduces using an Integrated System Model in helping operators to minimize real-time problems. A real-time simulation architecture is described, which predicts where problems may occur, how serious they may be, and what is the possible root cause. / Ph. D.

We consider a version of the pole placement problem for tempered one sided linear discrete time time varying linear systems. We prove a sufficient condition for assignability of the nonuniform dichotomy spectrum by linear feedback. The main result is that the nonuniform dichotomy spectrum is assignable if the system is completely controllable and certain lower asymptotic bound for the controllability Gramian holds.

This thesis investigates systematic liquidity risk and short-term stock price reaction to large one-day price changes. We study 642 constituents of the FTSALL share index over the period from 1st July 1992 to 29th June 2007. We show that the US evidence of a priced systematic liquidity risk of Pastor and Stambaugh (2003) and Liu (2006) is not country-specific. Particularly, systematic liquidity risk is priced in the London Stock Exchange when Amihud's (2002) illiquidity ratio is used as a liquidity proxy. Given the importance of systematic liquidity risk in the asset pricing literature, we are interested in testing whether the different levels of systematic liquidity risk across stocks can explain the anomaly following large one-day price changes. Specifically, we expect that the stocks with high sensitivity to the fluctuations in aggregate market liquidity to be more affected by price shocks. We find that most liquid stocks react efficiently to price shocks, while the reactions of the least liquid stocks support the uncertain information hypothesis. However, we show that time-varying risk is more important than systematic liquidity risk in explaining the price reaction of stocks in different liquidity portfolios. Indeed, the time varying risk explains nearly all of the documented overreaction and underreaction following large one-day price changes. Our evidence suggests that the observed anomalies following large one-day price shocks are caused by the pricing errors arising from the use of static asset pricing models. In particular, the conditional asset pricing model of Harris et al. (2007), which allow both risk and return to vary systematically over time, explain most of the observed anomalies. This evidence supports the Brown et al. (1988) findings that both risk and return increase in a systematic fashion following price shocks. / Yarmouk University, Jordan.

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