Testes de ajuste a distribuições estatísticas e métodos para estimação dos parâmetros em análises de fiabilidade

Trabalho Final de Mestrado para obtenção do grau de Mestre em Engenharia Mecânica

Distribuições estatísticas, testes de ajuste e métodos para estimação de parâmetros na área da fiabilidade

Trabalho Final de Mestrado para obtenção do grau de Mestre em Engenharia Mecânica

Dynamical behaviour on the parameter space: new populational growth models proportional to beta densities

We present new populational growth models, generalized logistic models which are proportional to beta densities with shape parameters p and 2, where p > 1, with Malthusian parameter r. The complex dynamical behaviour of these models is investigated in the parameter space (r, p), in terms of topological entropy, using explicit methods, when the Malthusian parameter r increases. This parameter space is split into different regions, according to the chaotic behaviour of the models.

Simulation of default events in a CDX and estimation of the spread

The portfolio generating the iTraxx EUR index is modeled by coupled Markov chains. Each of the industries of the portfolio evolves according to its own Markov transition matrix. Using a variant of the method of moments, the model parameters are estimated from a data set of Standard and Poor's. Swap spreads are evaluated by Monte-Carlo simulations. Along with an actuarially fair spread, at least squares spread is considered.

A checkpointing-enabled and resource-aware Java Virtual Machine for efficient and robust e-Science applications in grid environments

Object-oriented programming languages presently are the dominant paradigm of application development (e. g., Java,. NET). Lately, increasingly more Java applications have long (or very long) execution times and manipulate large amounts of data/information, gaining relevance in fields related with e-Science (with Grid and Cloud computing). Significant examples include Chemistry, Computational Biology and Bio-informatics, with many available Java-based APIs (e. g., Neobio). Often, when the execution of such an application is terminated abruptly because of a failure (regardless of the cause being a hardware of software fault, lack of available resources, etc.), all of its work already performed is simply lost, and when the application is later re-initiated, it has to restart all its work from scratch, wasting resources and time, while also being prone to another failure and may delay its completion with no deadline guarantees. Our proposed solution to address these issues is through incorporating mechanisms for checkpointing and migration in a JVM. These make applications more robust and flexible by being able to move to other nodes, without any intervention from the programmer. This article provides a solution to Java applications with long execution times, by extending a JVM (Jikes research virtual machine) with such mechanisms. Copyright (C) 2011 John Wiley & Sons, Ltd.

A hybrid MLS technique for room impulse response estimation

The measurement of room impulse response (RIR) when there are high background noise levels frequently means one must deal with very low signal-to-noise ratios (SNR). if such is the case, the measurement might yield unreliable results, even when synchronous averaging techniques are used. Furthermore, if there are non-linearities in the apparatus or system time variances, the final SNR can be severely degraded. The test signals used in RIR measurement are often disturbed by non-stationary ambient noise components. A novel approach based on the energy analysis of ambient noise - both in the time and in frequency - was considered. A modified maximum length sequence (MLS) measurement technique. referred to herein as the hybrid MLS technique, was developed for use in room acoustics. The technique consists of reducing the noise energy of the captured sequences before applying the averaging technique in order to improve the overall SNRs and frequency response accuracy. Experiments were conducted under real conditions with different types of underlying ambient noises. Results are shown and discussed. Advantages and disadvantages of the hybrid MLS technique over standard MLS technique are evaluated and discussed. Our findings show that the new technique leads to a significant increase in the overall SNR. (C) 2008 Elsevier Ltd. All rights reserved.

Sistema de visão para aterragem automática de UAV

Dissertação para obtenção do grau de Mestre em Engenharia Electrotécnica Ramo de Automação e Electrónica Industrial

Modeling for control design of a multi-reach water canal

This article addresses the problem of obtaining reduced complexity models of multi-reach water delivery canals that are suitable for robust and linear parameter varying (LPV) control design. In the first stage, by applying a method known from the literature, a finite dimensional rational transfer function of a priori defined order is obtained for each canal reach by linearizing the Saint-Venant equations. Then, by using block diagrams algebra, these different models are combined with linearized gate models in order to obtain the overall canal model. In what concerns the control design objectives, this approach has the advantages of providing a model with prescribed order and to quantify the high frequency uncertainty due to model approximation. A case study with a 3-reach canal is presented, and the resulting model is compared with experimental data. © 2014 IEEE.

Modeling for control design of a multi-reach water canal

This article addresses the problem of obtaining reduced complexity models of multi-reach water delivery canals that are suitable for robust and linear parameter varying (LPV) control design. In the first stage, by applying a method known from the literature, a finite dimensional rational transfer function of a priori defined order is obtained for each canal reach by linearizing the Saint-Venant equations. Then, by using block diagrams algebra, these different models are combined with linearized gate models in order to obtain the overall canal model. In what concerns the control design objectives, this approach has the advantages of providing a model with prescribed order and to quantify the high frequency uncertainty due to model approximation. A case study with a 3-reach canal is presented, and the resulting model is compared with experimental data. © 2014 IEEE.

Optimisation of paediatrics computed radiography for full spine curvature measurements using a phantom: a pilot study

Aim: Optimise a set of exposure factors, with the lowest effective dose, to delineate spinal curvature with the modified Cobb method in a full spine using computed radiography (CR) for a 5-year-old paediatric anthropomorphic phantom. Methods: Images were acquired by varying a set of parameters: positions (antero-posterior (AP), posteroanterior (PA) and lateral), kilo-voltage peak (kVp) (66-90), source-to-image distance (SID) (150 to 200cm), broad focus and the use of a grid (grid in/out) to analyse the impact on E and image quality (IQ). IQ was analysed applying two approaches: objective [contrast-to-noise-ratio/(CNR] and perceptual, using 5 observers. Monte-Carlo modelling was used for dose estimation. Cohen’s Kappa coefficient was used to calculate inter-observer-variability. The angle was measured using Cobb’s method on lateral projections under different imaging conditions. Results: PA promoted the lowest effective dose (0.013 mSv) compared to AP (0.048 mSv) and lateral (0.025 mSv). The exposure parameters that allowed lower dose were 200cm SID, 90 kVp, broad focus and grid out for paediatrics using an Agfa CR system. Thirty-seven images were assessed for IQ and thirty-two were classified adequate. Cobb angle measurements varied between 16°±2.9 and 19.9°±0.9. Conclusion: Cobb angle measurements can be performed using the lowest dose with a low contrast-tonoise ratio. The variation on measurements for this was ±2.9° and this is within the range of acceptable clinical error without impact on clinical diagnosis. Further work is recommended on improvement to the sample size and a more robust perceptual IQ assessment protocol for observers.

Influência da experiência profissional e da função visual do operador no processamento semiautomático da cintigrafia de perfusão do miocárdio: variabilidade intra e interoperador na determinação dos parâmetros quantitativos

Introdução – A cintigrafia de perfusão do miocárdio (CPM) desempenha um importante papel no diagnóstico, avaliação e seguimento de pacientes com doença arterial coronária, sendo o seu processamento realizado maioritariamente de forma semiautomática. Uma vez que o desempenho dos técnicos de medicina nuclear (TMN) pode ser afetado por fatores individuais e ambientais, diferentes profissionais que processem os mesmos dados poderão obter diferentes estimativas dos parâmetros quantitativos (PQ). Objetivo – Avaliar a influência da experiência profissional e da função visual no processamento semiautomático da CPM. Analisar a variabilidade intra e interoperador na determinação dos PQ funcionais e de perfusão. Metodologia – Selecionou-se uma amostra de 20 TMN divididos em dois grupos, de acordo com a sua experiência no software Quantitative Gated SPECTTM: Grupo A (GA) – TMN ≥600h de experiência e Grupo B (GB) – TMN sem experiência. Submeteram-se os TMN a uma avaliação ortóptica e ao processamento de 21 CPM, cinco vezes, não consecutivas. Considerou-se uma visão alterada quando pelo menos um parâmetro da função visual se encontrava anormal. Para avaliar a repetibilidade e a reprodutibilidade recorreu-se à determinação dos coeficientes de variação, %. Na comparação dos PQ entre operadores, e para a análise do desempenho entre o GA e GB, aplicou-se o Teste de Friedman e de Wilcoxon, respetivamente, considerando o processamento das mesmas CPM. Para a comparação de TMN com visão normal e alterada na determinação dos PQ utilizou-se o Teste Mann-Whitney e para avaliar a influência da visão para cada PQ recorreu-se ao coeficiente de associação ETA. Diferenças estatisticamente significativas foram assumidas ao nível de significância de 5%. Resultados e Discussão – Verificou-se uma reduzida variabilidade intra (<6,59%) e inter (<5,07%) operador. O GB demonstrou ser o mais discrepante na determinação dos PQ, sendo a parede septal (PS) o único PQ que apresentou diferenças estatisticamente significativas (zw=-2,051, p=0,040), em detrimento do GA. No que se refere à influência da função visual foram detetadas diferenças estatisticamente significativas apenas na fração de ejeção do ventrículo esquerdo (FEVE) (U=11,5, p=0,012) entre TMN com visão normal e alterada, contribuindo a visão em 33,99% para a sua variação. Denotaram-se mais diferenças nos PQ obtidos em TMN que apresentam uma maior incidência de sintomatologia ocular e uma visão binocular diminuída. A FEVE demonstrou ser o parâmetro mais consistente entre operadores (1,86%). Conclusão – A CPM apresenta-se como uma técnica repetível e reprodutível, independente do operador. Verificou-se influência da experiência profissional e da função visual no processamento semiautomático da CPM, nos PQ PS e FEVE, respetivamente.

Estimation of the Crustal Bulk Properties Beneath Mainland Portugal from P-Wave Teleseismic Receiver Functions

In this work, we present results from teleseismic P-wave receiver functions (PRFs) obtained in Portugal, Western Iberia. A dense seismic station deployment conducted between 2010 and 2012, in the scope of the WILAS project and covering the entire country, allowed the most spatially extensive probing on the bulk crustal seismic properties of Portugal up to date. The application of the H-κ stacking algorithm to the PRFs enabled us to estimate the crustal thickness (H) and the average crustal ratio of the P- and S-waves velocities V p/V s (κ) for the region. Observations of Moho conversions indicate that this interface is relatively smooth with the crustal thickness ranging between 24 and 34 km, with an average of 30 km. The highest V p/V s values are found on the Mesozoic-Cenozoic crust beneath the western and southern coastal domain of Portugal, whereas the lowest values correspond to Palaeozoic crust underlying the remaining part of the subject area. An average V p/V s is found to be 1.72, ranging 1.63-1.86 across the study area, indicating a predominantly felsic composition. Overall, we systematically observe a decrease of V p/V s with increasing crustal thickness. Taken as a whole, our results indicate a clear distinction between the geological zones of the Variscan Iberian Massif in Portugal, the overall shape of the anomalies conditioned by the shape of the Ibero-Armorican Arc, and associated Late Paleozoic suture zones, and the Meso-Cenozoic basin associated with Atlantic rifting stages. Thickened crust (30-34 km) across the studied region may be inherited from continental collision during the Paleozoic Variscan orogeny. An anomalous crustal thinning to around 28 km is observed beneath the central part of the Central Iberian Zone and the eastern part of South Portuguese Zone.

PV systems linked to the grid: parameter identification with a heuristic procedure

This paper focuses on a PV system linked to the electric grid by power electronic converters, identification of the five parameters modeling for photovoltaic systems and the assessment of the shading effect. Normally, the technical information for photovoltaic panels is too restricted to identify the five parameters. An undemanding heuristic method is used to find the five parameters for photovoltaic systems, requiring only the open circuit, maximum power, and short circuit data. The I- V and the P- V curves for a monocrystalline, polycrystalline and amorphous photovoltaic systems are computed from the parameters identification and validated by comparison with experimental ones. Also, the I- V and the P- V curves under the effect of partial shading are obtained from those parameters. The modeling for the converters emulates the association of a DC-DC boost with a two-level power inverter in order to follow the performance of a testing commercial inverter employed on an experimental system. © 2015 Elsevier Ltd.

Velocity estimation of moving ships using C-band SLC SAR data

A new algorithm for the velocity vector estimation of moving ships using Single Look Complex (SLC) SAR data in strip map acquisition mode is proposed. The algorithm exploits both amplitude and phase information of the Doppler decompressed data spectrum, with the aim to estimate both the azimuth antenna pattern and the backscattering coefficient as function of the look angle. The antenna pattern estimation provides information about the target velocity; the backscattering coefficient can be used for vessel classification. The range velocity is retrieved in the slow time frequency domain by estimating the antenna pattern effects induced by the target motion, while the azimuth velocity is calculated by the estimated range velocity and the ship orientation. Finally, the algorithm is tested on simulated SAR SLC data.

Complementary filter design with three frequency bands: robot attitude estimation

This paper extents the by now classic sensor fusion complementary filter (CF) design, involving two sensors, to the case where three sensors that provide measurements in different bands are available. This paper shows that the use of classical CF techniques to tackle a generic three sensors fusion problem, based solely on their frequency domain characteristics, leads to a minimal realization, stable, sub-optimal solution, denoted as Complementary Filters3 (CF3). Then, a new approach for the estimation problem at hand is used, based on optimal linear Kalman filtering techniques. Moreover, the solution is shown to preserve the complementary property, i.e. the sum of the three transfer functions of the respective sensors add up to one, both in continuous and discrete time domains. This new class of filters are denoted as Complementary Kalman Filters3 (CKF3). The attitude estimation of a mobile robot is addressed, based on data from a rate gyroscope, a digital compass, and odometry. The experimental results obtained are reported.