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A conceptual design of an innovative two-axle lightweight railway vehicle for commuter services is carried out at KTH Railway Group. An active wheelset steering is introduced to improve the curving performance of the vehicle, which is one of the critical performance requirements. This thesis aims to improve the steering performance of the active wheelset steering. Look-up tables for estimating time-varying wheel-rail contact parameters are introduced to supervise a simple PID controller of the active steering system in order to improve steering performance. The look-up table (LUT) estimation is focused on time-varying wheel-rail contact parameters, including creep coefficients and contact patch variables due to their direct influence on curving performance and lateral stability of the wheelset. As a result, the estimated longitudinal unit creep forces (UCF) have the potential to supervise the gains determination of PID controller because it can appropriately distinguish running conditions. The estimation of longitudinal UCF is achieved by the combination of the results from the LUT of creep coefficients and the LUT of contact patch variables. The result from longitudinal unit creep force estimation is shifted to the first quadrant to use as critical gain in the Ziegler-Nichols tuning method for the PID controller. The critical oscillation period for PID tuning can be expressed as a function of vehicle speed. Consequently, the PID controller for the active steering system uses time-varying gains with real-time tuning. The proposed control system for active wheelset steering is validated with nine running conditions using SIMPACK and MATLAB/Simulink co-simulation. The proposed control system provides a stable wheelset lateral displacement control regardless of the running condition. The active steering system significantly reduces wheel-rail wear, which demonstrates the effectiveness of the proposed active steering system. / KTH:s Järnvägsgruppen utvecklar en konceptuell design av ett innovativt, två-axligt, lättvikts järnvägsfordon för tunnelbana eller pendeltåg. En aktiv hjuparsstyrning introduceras för att förbättra kurvtagningsförmågan hos fordonet, vilket är ett av de kritiska prestandakraven hos dessa fordon. Det här examensarbetet har som målsättning att förbättra styrningsprestandan av den aktiva hjulsatsstyrningen. För att uppskatta tidsvarierande hjul-rälskontaktparametrar introduceras pre-definierade tabeller (LUT) som en övervakning av en enkel PID-kontroll för det aktiva styrningssystemet, för att förbättra styrprestandan. Uppskattningen som baseras på tabellen fokuserar på tidsberoende hjul-rälsparametrar, inklusive krypkoefficienter och kontaktytans storlek och form. Dessa variabler är i fokus på grund av deras direkta effekt på kurvtagningsförmågan och den laterala stabiliteten hos hjulparet. Den uppskattade longitudinala enhets krypkraften (UCF) har potential att bestämma förstärkningen hos PID-kontrollen på grund av att den, på ett lämpligt sätt, kan skilja mellan olika körtillstånd. Uppskattningen av longitudinell UCF uppnås genom en kombination av resultat för krypkoefficienter och kontaktytavariabler i LUT. Resultaten från den longitudinella UCF-uppskattningen skiftas till den första kvadranten för att användas som kritisk förstärkning i Ziegler-Nichols justeringsmetod för PID-kontroller. Den kritiska oscillationsperioden för PID-justering kan utryckas som en funktion av fordonets hastighet. Utgående från detta använder PID-kontrollen tidsvarierande förstärkning med realtidsjustering för den aktiva styrningen. Det föreslagna kontrollsystemet valideras mot nio körtillstånd med hjälp av SIMPACK och MATLAB/Simulink-simuleringar. Det föreslagna kontrollsystemet tillhandahåller en stabil lateral förflyttning av hjulparet oberoende av körtillstånd. Det aktiva styrsystemet reducerar hjul-räls slitaget signifikant, vilket demonstrerar effektiviteten hos det framtagna aktiva styrsystemet.

This dissertation advances tools for the certification of unmanned aircraft system (UAS) flight controllers. We develop two thrusts to this goal: (1) the validation and improvement of an uncertain UAS framework based on integral quadratic constraint (IQC) theory and (2) the development of novel IQC theorems which allow the analysis of uncertain systems having time-varying characteristics. Pertaining to the first thrust, this work improves and implements an IQC-based robustness analysis framework for UAS. The approach models the UAS using a linear fractional transformation on uncertainties and conducts robustness analysis on the uncertain system via IQC theory. By expressing the set of desired UAS flight paths with an uncertainty, the framework enables analysis of the uncertain UAS flying about any level path whose radius of curvature is bounded. To demonstrate the versatility of this technique, we use IQC analysis to tune trajectory-tracking and path-following controllers designed via H2 or H-infinity synthesis methods. IQC analysis is also used to tune path-following PID controllers. By employing a non-deterministic simulation environment and conducting numerous flight tests, we demonstrate the capability of the framework in predicting loss of control, comparing the robustness of different controllers, and tuning controllers. Finally, this work demonstrates that signal IQCs have an important role in obtaining IQC analysis results which are less conservative and more consistent with observations from flight test data. With regards to the second thrust, we prove a novel theorem which enables robustness analysis of uncertain systems where the nominal plant and the IQC multiplier are linear time-varying systems and the nominal plant may have a non-zero initial condition. When the nominal plant and the IQC multiplier are eventually periodic, robustness analysis can be accomplished by solving a finite-dimensional semidefinite program. Time-varying IQC multipliers are beneficial in analysis because they provide the possibility of reducing conservatism and are capable of expressing uncertainties that have unique time-domain characteristics. A number of time-varying IQC multipliers are introduced to better describe such uncertainties. The utility of this theorem is demonstrated with various examples, including one which produces bounds on the UAS position after an aggressive Split-S maneuver. / Doctor of Philosophy / This work develops tools to aid in the certification of unmanned aircraft system (UAS) flight controllers. The forthcoming results are founded on robust control theory, which allows the incorporation of a variety of uncertainties in the UAS mathematical model and provides tools to determine how robust the system is to these uncertainties. Such a foundation provides a complementary perspective to that obtained with simulations. Whereas simulation environments provide a probabilistic-type analysis and are oftentimes costly, the following results provide worst-case guarantees—for the allowable disturbances and uncertainties—and require far less computational resources. Here we take two approaches in our development of certification tools for UAS. First we validate and improve on an uncertain UAS framework that relies on integral quadratic constraint (IQC) theory to analyze the robustness of the UAS in the presence of uncertainties and disturbances. Our second approach develops novel IQC theorems that can aid in providing bounds on the UAS state during its flight trajectory. Though the applications in this dissertation are focused on UAS, the theory can be applied to a wide variety of physical and nonphysical problems wherein uncertainties in the mathematical model cannot be avoided.

This dissertation aims to develop statistical methodologies for estimating the effects of time-fixed and time-varying factors in recurrent events modeling context. The research is motivated by the traffic safety research question of evaluating the influence of crash on driving risk and driver behavior. The methodologies developed, however, are general and can be applied to other fields. Four alternative approaches based on various data settings are elaborated and applied to 100-Car Naturalistic Driving Study in the following Chapters. Chapter 1 provides a general introduction and background of each method, with a sketch of 100-Car Naturalistic Driving Study. In Chapter 2, I assessed the impact of crash on driving behavior by comparing the frequency of distraction events in per-defined windows. A count-based approach based on mixed-effect binomial regression models was used. In Chapter 3, I introduced intensity-based recurrent event models by treating number of Safety Critical Incidents and Near Crash over time as a counting process. Recurrent event models fit the natural generation scheme of the data in this study. Four semi-parametric models are explored: Andersen-Gill model, Andersen-Gill model with stratified baseline functions, frailty model, and frailty model with stratified baseline functions. I derived model estimation procedure and and conducted model comparison via simulation and application. The recurrent event models in Chapter 3 are all based on proportional assumption, where effects are constant. However, the change of effects over time is often of primary interest. In Chapter 4, I developed time-varying coefficient model using penalized B-spline function to approximate varying coefficients. Shared frailty terms was used to incorporate correlation within subjects. Inference and statistical test are also provided. Frailty representation was proposed to link time-varying coefficient model with regular frailty model. In Chapter 5, I further extended framework to accommodate multi-type recurrent events with time-varying coefficient. Two types of recurrent-event models were developed. These models incorporate correlation among intensity functions from different type of events by correlated frailty terms. Chapter 6 gives a general review on the contributions of this dissertation and discussion of future research directions. / Ph. D.

Yes / Based on the common approach, the adaptation length in sediment transport is normally estimated in the temporal independence. However, this approach might not be theoretically justified as the process of reaching of the sediment transport equilibrium stage is affected by the flow conditions in time, especially for those fast sediment moving flows, such as scour-hole developing flow. In this study, the 2D shallow water formulation together with a sediment continuity-concentration (SCC) model were applied to flow with mobile sediment boundary. A time-varying approach was proposed to determine the sediment transport adaptation length to treat the flow sediment erosion-deposition rate. The proposed computational model was based on the Finite Volume (FV) method. The Monotone Upwind Scheme of Conservative Laws (MUSCL)-Hancock scheme was used with the Harten Lax van Leer-contact (HLLC) approximate Riemann solver to discretize the FV model. In the flow applications of this paper, a highly discontinuous dam-break fast sediment transport flow was used to calibrate the proposed time-varying sediment adaptation length model. Then the calibrated model was further applied to two separate experimental sediment transport flow applications documented in literature, i.e. a highly concentrated sediment transport flow in a wide alluvial channel and a sediment aggradation flow. Good agreements with the experimental data were presented by the proposed model simulations. The tests prove that the proposed model, which was calibrated by the discontinuous dam-break bed scouring flow, also performed well to represent the rapid bed change and the steady sediment mobility conditions. / The National Natural Science Foundation of China NSFC (Grant Number 20101311246), Major State Basic Research Development Program (973 program) of China (Grant Number 2013CB036402) and Open Fund of the State Key Laboratory of Hydraulics and Mountain River Engineering, Sichuan University of China (Grant Number SKLH-OF-1103).

Cette thèse analyse la faisabilité d'une union monétaire en Asie de l'Est dans une vision dynamique et utilise les outils appropriés qui correspondent à l'histoire de l'économie régionale de la région. A partir de la littérature de la ZMO, nous testons quatre critères où chaqu'un d'eux sera traiter dans un chapitre. Dans le premier chapitre, nous présentons un fait stylisé pour différents arrangements financiers régionaux. Suite à la littérature existence, nous testons la dynamique de l'intégration financière par le biais de l'interdépendance des marchés boursiers. Le deuxième chapitre présente des perspectives à long terme des taux de change en Asie de l'Est avec une recommandation de la politique de ciblage d'inflation comme une politique monétaire régionale. L'adoption de cette politique assure un équilibre interne et maintient la stabilité de la compétitivité par la stabilité du taux de change. Nous étudions la synchronisation des cycles à l'Asie de l'Est au troisième chapitre. Une nouvelle mesure de la synchronisation des cycles économiques fondés sur l'analyse spectrale a été introduite. Notre méthodologie empirique renforce ceux des chapitres précédents qui prouvent une intégration économique croissante dans la région essentiellement durant cette dernière décennie. Le dernier chapitre examine la réaction d'un choc externe et un choc monétaire aux différents dates pour certaines économies de l'Asie de l'Est. / This thesis analyzes the feasibility of a monetary union in East Asia in a dynamic view and employ the appropriate tools which are close to the specific way of the regional economy trajectory in the region. Starting from OCA literature, we test four main criteria in four separate chapter. In the first chapter, we present a stylized fact for different regional financial arrangement. Following existence literature, we test dynamic of financial integration through stock market index interdependence proxy. The second Chapter presents long term perspective of exchange rate in East Asia with a recommendation of Inflation Targeting policy as a common regional monetary policy. The adoption of such policy insures an internal equilibrium and maintains stability of competitiveness through the stability of exchange rate. We investigate in the third Chapter business cycles synchronization in East Asia. A new measure of business cycle synchronization based on spectral analysis has been introduced. Our empirical methodology reinforces previous chapter finds of a clear economic integration in the region for the last decade. The last Chapter thoroughly investigates the reaction of an external shock and a monetary shock at different period for some East Asia economies.

<p>The cross-sectional variation of stock returns used to be described by the Capital Asset Pricing Model until the early 90‟s. Anomalies, such as, book-to-market effect and small firm effect undermined CAPM‟s ability to explain stock returns and Fama & French (1992) have shown that simple firm attributes, like, firm size and book-to-market value can explain the returns far better than Beta. Following Fama & French many other researchers examine the explanatory powers of CAPM and other asset pricing models. However, most of those studies use US data. There are some researches done in different countries than US, however more out-of-sample studies need to be conducted.</p><p>To our knowledge there are very few studies using the Swedish data and this thesis contributes to that small pool of studies. Moreover, the studies testing the CAPM use the unconditional version of the model. There are some papers suggesting the use of a conditional CAPM that would exhibit better explanatory powers than the unconditional CAPM. Different ways of conditioning the CAPM have been proposed, but one that we think is the least complex and possible to make use of in the business world is the dual-beta model. This conditional CAPM assumes a different relationship between beta and stock returns during the up markets and down markets. Furthermore, the model has not thoroughly been tested outside the US. Our study is the first to use the dual-beta model in Sweden. In addition, the momentum effect has lately been given some attention and Fama & French‟s (1993) three factor model has not been able to explain the abnormal returns related to that anomaly. We test the Fama & French three factor model, CAPM and Carhart‟s four factor model‟s explanatory abilities of the momentum effect using Swedish stock returns. Ultimately, our aim is to find the best model that describes stock return cross-section on the Stockholm Stock Exchange.</p><p>We use returns of all the non-financial firms listed on Stockholm Stock Exchange between September, 1997 and April, 2010. The number of companies included in our time sample is 366. The results of our tests indicate that the small firm effect, book-to-market effect and the momentum effect are not present on the Stockholm Stock Exchange. Consequently, the CAPM emerges as the one model that explains stock return cross-section better than the other models suggesting that Beta is still a proper measure of risk. Furthermore, the conditional version of CAPM describes the stock return variation far better than the unconditional CAPM. This implies using different Betas to estimate risk during up market conditions and down market conditions.</p>

The cross-sectional variation of stock returns used to be described by the Capital Asset Pricing Model until the early 90‟s. Anomalies, such as, book-to-market effect and small firm effect undermined CAPM‟s ability to explain stock returns and Fama &amp; French (1992) have shown that simple firm attributes, like, firm size and book-to-market value can explain the returns far better than Beta. Following Fama &amp; French many other researchers examine the explanatory powers of CAPM and other asset pricing models. However, most of those studies use US data. There are some researches done in different countries than US, however more out-of-sample studies need to be conducted. To our knowledge there are very few studies using the Swedish data and this thesis contributes to that small pool of studies. Moreover, the studies testing the CAPM use the unconditional version of the model. There are some papers suggesting the use of a conditional CAPM that would exhibit better explanatory powers than the unconditional CAPM. Different ways of conditioning the CAPM have been proposed, but one that we think is the least complex and possible to make use of in the business world is the dual-beta model. This conditional CAPM assumes a different relationship between beta and stock returns during the up markets and down markets. Furthermore, the model has not thoroughly been tested outside the US. Our study is the first to use the dual-beta model in Sweden. In addition, the momentum effect has lately been given some attention and Fama &amp; French‟s (1993) three factor model has not been able to explain the abnormal returns related to that anomaly. We test the Fama &amp; French three factor model, CAPM and Carhart‟s four factor model‟s explanatory abilities of the momentum effect using Swedish stock returns. Ultimately, our aim is to find the best model that describes stock return cross-section on the Stockholm Stock Exchange. We use returns of all the non-financial firms listed on Stockholm Stock Exchange between September, 1997 and April, 2010. The number of companies included in our time sample is 366. The results of our tests indicate that the small firm effect, book-to-market effect and the momentum effect are not present on the Stockholm Stock Exchange. Consequently, the CAPM emerges as the one model that explains stock return cross-section better than the other models suggesting that Beta is still a proper measure of risk. Furthermore, the conditional version of CAPM describes the stock return variation far better than the unconditional CAPM. This implies using different Betas to estimate risk during up market conditions and down market conditions.

The dissertation thesis investigates the modeling of the neural network activity with a focus on a multilayer forward neural network (MLP – Multi Layer Perceptron). In this often used structure of neural networks, time-varying neurons are used, along with an analogy in modeling hyperstructures of linear differential operators. Using a finite lemma and defined hyperoperation, a hyperstructure composed of neurons is defined for a given transient function. There are examined their properties with an emphasis on structures with a layout.

在服務資源需求量會隨時間而改變的情況下，系統的服務資源供給對致力於提供高服務品質的資源提供者來說是一個重要的議題。在服務資源可以迅速的部署和解除的假設下，像是以雲端運算為基礎之服務，本研究提供了系統性的估算服務資源方法，本方法之結構是以模擬為基礎並結合了非監督式學習、顧客到達率之估計以及統計技術。首先，本研究將每一日之顧客到達率進行分群運算並將具有類似顧客到達模式的日期分為一群，且每一群之包含日期具備可解釋之代表性；下一階段使用兩階段式的忙碌因子模型去建立每一群的顧客到達率模型，並估計該群的多區間普瓦松分布來做為系統模擬隨機過程所需之參數；最後應用了等候模型理論去設計系統模擬方法，模擬出顧客在系統中到達並接受服務的隨機過程，其結果包含觀察出顧客在系統中的等待時間和排隊長度以及所需之服務資源，並提供在不同的服務策略情形下之表現。 本研究使用了一個來自電力公司客服中心之進線量資料進行本方法之實驗，展示出如何使用本方法建立一個能滿足服務水準要求的服務資源配置策略，也和該公司過去之配置策略進行比較，並提出實質上如何提升服務品質的配置策略之建議。