13 resultados para continuous-time asymptotics


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A brief introduction to the fractional continuous-time linear systems is presented. It will be done without needing a deep study of the fractional derivatives. We will show that the computation of the impulse and step responses is very similar to the classic. The main difference lies in the substitution of the exponential by the Mittag-Leffler function. We will present also the main formulae defining the fractional derivatives.

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IEEE CIRCUITS AND SYSTEMS MAGAZINE, Third Quarter

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Signal Processing, Vol. 83, nº 11

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IEE Proceedings - Vision, Image, and Signal Processing, Vol. 147, nº 1

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Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do Grau de Mestre em Engenharia Electrotécnica e de Computadores

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IEE Proceedings - Vision, Image, and Signal Processing, Vol. 147, nº 1

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In this thesis we implement estimating procedures in order to estimate threshold parameters for the continuous time threshold models driven by stochastic di®erential equations. The ¯rst procedure is based on the EM (expectation-maximization) algorithm applied to the threshold model built from the Brownian motion with drift process. The second procedure mimics one of the fundamental ideas in the estimation of the thresholds in time series context, that is, conditional least squares estimation. We implement this procedure not only for the threshold model built from the Brownian motion with drift process but also for more generic models as the ones built from the geometric Brownian motion or the Ornstein-Uhlenbeck process. Both procedures are implemented for simu- lated data and the least squares estimation procedure is also implemented for real data of daily prices from a set of international funds. The ¯rst fund is the PF-European Sus- tainable Equities-R fund from the Pictet Funds company and the second is the Parvest Europe Dynamic Growth fund from the BNP Paribas company. The data for both funds are daily prices from the year 2004. The last fund to be considered is the Converging Europe Bond fund from the Schroder company and the data are daily prices from the year 2005.

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Thesis submitted to the Instituto Superior de Estatística e Gestão de Informação da Universidade Nova de Lisboa in partial fulfillment of the requirements for the Degree of Doctor of Philosophy in Information Management – Geographic Information Systems

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Dissertação para obtenção do Grau de Mestre em Engenharia Electrotécnica e de Computadores

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Dissertação apresentada para obtenção do Grau de Mestre em Engenharia Electrotécnica e de Computadores, pela Universidade Nova de Lisboa, Faculdade de Ciências e Tecnologia

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This work models the competitive behaviour of individuals who maximize their own utility managing their network of connections with other individuals. Utility is taken as a synonym of reputation in this model. Each agent has to decide between two variables: the quality of connections and the number of connections. Hence, the reputation of an individual is a function of the number and the quality of connections within the network. On the other hand, individuals incur in a cost when they improve their network of contacts. The initial value of the quality and number of connections of each individual is distributed according to an initial (given) distribution. The competition occurs over continuous time and among a continuum of agents. A mean field game approach is adopted to solve the model, leading to an optimal trajectory for the number and quality of connections for each individual.

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Thesis submitted in the fulfillment of the requirements for the Degree of Master in Biomedical Engineering

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Polyhydroxyalkanoates (PHAs) are biosynthetic polyesters, biodegradable and biocompatible making them of great interest for industrial purposes. The use of low value substrates with mixed microbial communities (MMC) is a strategy currently used to decrease the elevated PHA production costs. PHA production process requires an important step for selection and enrichment of PHA-storing microorganisms which is usually carried out in a Sequencing Batch Reactor (SBR). The aim of this study was to optimize the PHA accumulating culture selection stage using a 2-stage Continuous Stirrer Tank Reactor (CSTR) system. The system was composed by two separate feast and famine bioreactors operated continuously, mimicking the feast and famine phases in a SBR system. Acetate was used as carbon source and biomass seed was highly enriched in Plasticicumulans acidivorans obtained from activated sludge. The system was operated under two different sets of conditions (setup 1 and 2), maintaining a system total retention time of 12 hours and an OLR of 2.25 Cmmol/L.h-1. An average PHB-content of 3.3 % wt was obtained in setup 1 and 4.8% wt in setup 2. Several other experiments were performed in order to better understand the continuous system behaviour, using biomass from the continuous system. With the fed-batch experiment a maximum of 8.1% PHB was stored and the maximum substrate uptake and specific growth rates obtained in the growth experiment (1.15 Cmol Cmol-1.h-1 and 0.53 Cmol Cmol-1.h-1) were close to the ones from continuous system (1.12 Cmol Cmol-1.h-1 and 0.59 Cmol Cmol-1.h-1). The microbial community was characterized trough microscopic visualization, Denaturing Gradient Gel Electrophoresis (DGGE) analysis and Fluorescent in situ hybridization (FISH). The last studied performed mimicked the continuous system by building up a SBR system with all the same operational conditions while adding an extra acetate dosage during the 12 h cycle, simulating the substrate passing from the feast to the famine reactors under continuous operation. It was shown that possibly the continuous system was not able to efficiently select for PHB storing organisms under the operational conditions imposed, although the selected culture was capable of consuming the substrate and grow fast. This main conclusion might have resulted from two major factors affecting the system performance: the ammonium concentration in the Feast reactor and the amount of substrate leaching from the Feast to the Famine reactor.