18 resultados para Lagrangian particle tracking method
em Doria (National Library of Finland DSpace Services) - National Library of Finland, Finland
Resumo:
Convective transport, both pure and combined with diffusion and reaction, can be observed in a wide range of physical and industrial applications, such as heat and mass transfer, crystal growth or biomechanics. The numerical approximation of this class of problemscan present substantial difficulties clue to regions of high gradients (steep fronts) of the solution, where generation of spurious oscillations or smearing should be precluded. This work is devoted to the development of an efficient numerical technique to deal with pure linear convection and convection-dominated problems in the frame-work of convection-diffusion-reaction systems. The particle transport method, developed in this study, is based on using rneshless numerical particles which carry out the solution along the characteristics defining the convective transport. The resolution of steep fronts of the solution is controlled by a special spacial adaptivity procedure. The serni-Lagrangian particle transport method uses an Eulerian fixed grid to represent the solution. In the case of convection-diffusion-reaction problems, the method is combined with diffusion and reaction solvers within an operator splitting approach. To transfer the solution from the particle set onto the grid, a fast monotone projection technique is designed. Our numerical results confirm that the method has a spacial accuracy of the second order and can be faster than typical grid-based methods of the same order; for pure linear convection problems the method demonstrates optimal linear complexity. The method works on structured and unstructured meshes, demonstrating a high-resolution property in the regions of steep fronts of the solution. Moreover, the particle transport method can be successfully used for the numerical simulation of the real-life problems in, for example, chemical engineering.
Resumo:
This work is devoted to the development of numerical method to deal with convection diffusion dominated problem with reaction term, non - stiff chemical reaction and stiff chemical reaction. The technique is based on the unifying Eulerian - Lagrangian schemes (particle transport method) under the framework of operator splitting method. In the computational domain, the particle set is assigned to solve the convection reaction subproblem along the characteristic curves created by convective velocity. At each time step, convection, diffusion and reaction terms are solved separately by assuming that, each phenomenon occurs separately in a sequential fashion. Moreover, adaptivities and projection techniques are used to add particles in the regions of high gradients (steep fronts) and discontinuities and transfer a solution from particle set onto grid point respectively. The numerical results show that, the particle transport method has improved the solutions of CDR problems. Nevertheless, the method is time consumer when compared with other classical technique e.g., method of lines. Apart from this advantage, the particle transport method can be used to simulate problems that involve movingsteep/smooth fronts such as separation of two or more elements in the system.
Resumo:
Since the times preceding the Second World War the subject of aircraft tracking has been a core interest to both military and non-military aviation. During subsequent years both technology and configuration of the radars allowed the users to deploy it in numerous fields, such as over-the-horizon radar, ballistic missile early warning systems or forward scatter fences. The latter one was arranged in a bistatic configuration. The bistatic radar has continuously re-emerged over the last eighty years for its intriguing capabilities and challenging configuration and formulation. The bistatic radar arrangement is used as the basis of all the analyzes presented in this work. The aircraft tracking method of VHF Doppler-only information, developed in the first part of this study, is solely based on Doppler frequency readings in relation to time instances of their appearance. The corresponding inverse problem is solved by utilising a multistatic radar scenario with two receivers and one transmitter and using their frequency readings as a base for aircraft trajectory estimation. The quality of the resulting trajectory is then compared with ground-truth information based on ADS-B data. The second part of the study deals with the developement of a method for instantaneous Doppler curve extraction from within a VHF time-frequency representation of the transmitted signal, with a three receivers and one transmitter configuration, based on a priori knowledge of the probability density function of the first order derivative of the Doppler shift, and on a system of blocks for identifying, classifying and predicting the Doppler signal. The extraction capabilities of this set-up are tested with a recorded TV signal and simulated synthetic spectrograms. Further analyzes are devoted to more comprehensive testing of the capabilities of the extraction method. Besides testing the method, the classification of aircraft is performed on the extracted Bistatic Radar Cross Section profiles and the correlation between them for different types of aircraft. In order to properly estimate the profiles, the ADS-B aircraft location information is adjusted based on extracted Doppler frequency and then used for Bistatic Radar Cross Section estimation. The classification is based on seven types of aircraft grouped by their size into three classes.
Resumo:
Laajojen pintojen kuvaaminen rajoitetussa tyskentelytilassa riittvll kuvatarkkuudella voi olla vaikeaa. Kuvaaminen on suoritettava osissa ja osat koottava saumattomaksi kokonaisnkymksi eli mosaiikkikuvaksi. Kuvauslaitetta ksin siirtelevn kyttjn on saatava vlitnt palautetta, jotta mosaiikkiin ei jisi aukkoja ja ty olisi nopeaa. Tyn tarkoituksena oli rakentaa pieni, kannettava ja tarkka kuvauslaite paperi- ja painoteollisuuden tarpeisiin sek kehitt palautteen antamiseen menetelm, joka koostaaja esitt karkeaa mosaiikkikuvaa tosiajassa. Tyss rakennettiin kaksi kuvauslaitetta: ensimminen kuluttajille ja toinen teollisuuteen tarkoitetuista osista. Kuvamateriaali ksiteltiin tavallisella pyttietokoneella. Videokuvien vlinen liike laskettiin yksinkertaisella seurantamenetelmll ja mosaiikkikuvaa koottiin kameroiden kuvanopeudella. Laskennallista valaistuksenkorjausta tutkittiin ja kehitetty menetelm otettiin kyttn. Ensimmisess kuvauslaitteessa on ongelmia valaistuksen ja linssivristymien kanssa tuottaen huonolaatuisia mosaiikkikuvia. Toisessa kuvauslaitteessa nm ongelmat on korjattu. Seurantamenetelm toimii hyvin ottaen huomioon sen yksinkertaisuuden ja siihen ehdotetaan monia parannuksia. Tyn tulokset osoittavat, ett tosiaikainen mosaiikkikuvan koostaminen megapikselin kuvamateriaalista on mahdollista kuluttajille tarkoitetulla tietokonelaitteistolla.
Resumo:
This thesis describes the development of advanced silicon radiation detectors and their characterization by simulations, used in the work for searching elementary particles in the European Organization for Nuclear Research, CERN. Silicon particle detectors will face extremely harsh radiation in the proposed upgrade of the Large Hadron Collider, the future high-energy physics experiment Super-LHC. The increase in the maximal fluence and the beam luminosity up to 1016 neq / cm2 and 1035 cm-2s-1 will require detectors with a dramatic improvement in radiation hardness, when such a fluence will be far beyond the operational limits of the present silicon detectors. The main goals of detector development concentrate on minimizing the radiation degradation. This study contributes mainly to the device engineering technology for developing more radiation hard particle detectors with better characteristics. Also the defect engineering technology is discussed. In the nearest region of the beam in Super-LHC, the only detector choice is 3D detectors, or alternatively replacing other types of detectors every two years. The interest in the 3D silicon detectors is continuously growing because of their many advantages as compared to conventional planar detectors: the devices can be fully depleted at low bias voltages, the speed of the charge collection is high, and the collection distances are about one order of magnitude less than those of planar technology strip and pixel detectors with electrodes limited to the detector surface. Also the 3D detectors exhibit high radiation tolerance, and thus the ability of the silicon detectors to operate after irradiation is increased. Two parameters, full depletion voltage and electric field distribution, is discussed in more detail in this study. The full depletion of the detector is important because the only depleted area in the detector is active for the particle tracking. Similarly, the high electric field in the detector makes the detector volume sensitive, while low-field areas are non-sensitive to particles. This study shows the simulation results of full depletion voltage and the electric field distribution for the various types of 3D detectors. First, the 3D detector with the n-type substrate and partial-penetrating p-type electrodes are researched. A detector of this type has a low electric field on the pixel side and it suffers from type inversion. Next, the substrate is changed to p-type and the detectors having electrodes with one doping type and the dual doping type are examined. The electric field profile in a dual-column 3D Si detector is more uniform than that in the single-type column 3D detector. The dual-column detectors are the best in radiation hardness because of their low depletion voltages and short drift distances.
Resumo:
MIG/MAG-hitsaukselle tyypillinen ominaispiirre, valokaaren itsestyvyys, saavutetaan vakiojnnitelhdett kyttmll. Valokaaren sisisen stmekanismin ansiosta kaarenpituus pysyy vakiona, vaikka hitsauspolttimen ja tykappaleen vlinen etisyys vaihtelisi hitsauksen aikana. Vakiojnnitelhteen kyttminen aiheuttaa kuitenkin kaaritehon vaihtelua vapaalankapituuden muuttuessa. Vapaalangan kasvaessa liian pitkksi kaariteho laskee niin alas, ettei se en riit sulattamaan tarpeeksi perusainetta railon kyljiss. Tmn seurauksena hitsausliitokseen syntyy erilaisia liittymvirheit. Ksinhitsauksessa vapaalangan pituus saattaa polttimen epvakaasta kuljetuksesta johtuen vaihdella erityisesti kokemattomilla hitsaajilla. Mekanisoidussa ja automatisoidussa hitsauksessa railojen mitta- ja muotopoikkeamat aiheuttavat vapaalankapituuden vaihtelua. Poikkeamia syntyy kaikissa hitsausrailojen esivalmistusvaiheissa. Lisksi lmmntuonnin aiheuttamat muodonmuutokset kappaleissa lisvt poikkeamia railonsovituksessa hitsauksen aikana. Ongelma on useimmiten ratkaistavissa railonseurantaa kyttmll. Railonseurantajrjestelmt ovat kuitenkin kalliita, eivtk ne toimi luotettavasti kaikissa olosuhteissa. Diplomityss tutkittiin uutta MIG/MAG-hitsauksen reaaliaikaiseen tunkeuman hallintaan kehitetty stjrjestelm. Tyn tavoitteina olivat stjrjestelmn luotettavan toiminnan takaavien reunaehtojen ja kosketussuutinetisyyden suositusrajojen mrittminen. Tavoitteiden tyttmiseksi tyn kokeellisessa osiossa suoritettiin laaja hitsauskokeiden sarja, jossa hitsattavina materiaaleina kytettiin seostamatonta ja runsasseosteista terst.
Resumo:
The original contribution of this thesis to knowledge are novel digital readout architectures for hybrid pixel readout chips. The thesis presents asynchronous bus-based architecture, a data-node based column architecture and a network-based pixel matrix architecture for data transportation. It is shown that the data-node architecture achieves readout efficiency 99% with half the output rate as a bus-based system. The network-based solution avoids broken columns due to some manufacturing errors, and it distributes internal data traffic more evenly across the pixel matrix than column-based architectures. An improvement of > 10% to the efficiency is achieved with uniform and non-uniform hit occupancies. Architectural design has been done using transaction level modeling (TLM) and sequential high-level design techniques for reducing the design and simulation time. It has been possible to simulate tens of column and full chip architectures using the high-level techniques. A decrease of > 10 in run-time is observed using these techniques compared to register transfer level (RTL) design technique. Reduction of 50% for lines-of-code (LoC) for the high-level models compared to the RTL description has been achieved. Two architectures are then demonstrated in two hybrid pixel readout chips. The first chip, Timepix3 has been designed for the Medipix3 collaboration. According to the measurements, it consumes < 1 W/cm^2. It also delivers up to 40 Mhits/s/cm^2 with 10-bit time-over-threshold (ToT) and 18-bit time-of-arrival (ToA) of 1.5625 ns. The chip uses a token-arbitrated, asynchronous two-phase handshake column bus for internal data transfer. It has also been successfully used in a multi-chip particle tracking telescope. The second chip, VeloPix, is a readout chip being designed for the upgrade of Vertex Locator (VELO) of the LHCb experiment at CERN. Based on the simulations, it consumes < 1.5 W/cm^2 while delivering up to 320 Mpackets/s/cm^2, each packet containing up to 8 pixels. VeloPix uses a node-based data fabric for achieving throughput of 13.3 Mpackets/s from the column to the EoC. By combining Monte Carlo physics data with high-level simulations, it has been demonstrated that the architecture meets requirements of the VELO (260 Mpackets/s/cm^2 with efficiency of 99%).
Resumo:
Granular flow phenomena are frequently encountered in the design of process and industrial plants in the traditional fields of the chemical, nuclear and oil industries as well as in other activities such as food and materials handling. Multi-phase flow is one important branch of the granular flow. Granular materials have unusual kinds of behavior compared to normal materials, either solids or fluids. Although some of the characteristics are still not well-known yet, one thing is confirmed: the particle-particle interaction plays a key role in the dynamics of granular materials, especially for dense granular materials. At the beginning of this thesis, detailed illustration of developing two models for describing the interaction based on the results of finite-element simulation, dimension analysis and numerical simulation is presented. The first model is used to describing the normal collision of viscoelastic particles. Based on some existent models, more parameters are added to this model, which make the model predict the experimental results more accurately. The second model is used for oblique collision, which include the effects from tangential velocity, angular velocity and surface friction based on Coulomb's law. The theoretical predictions of this model are in agreement with those by finite-element simulation. I n the latter chapters of this thesis, the models are used to predict industrial granular flow and the agreement between the simulations and experiments also shows the validation of the new model. The first case presents the simulation of granular flow passing over a circular obstacle. The simulations successfully predict the existence of a parabolic steady layer and show how the characteristics of the particles, such as coefficients of restitution and surface friction affect the separation results. The second case is a spinning container filled with granular material. Employing the previous models, the simulation could also reproduce experimentally observed phenomena, such as a depression in the center of a high frequency rotation. The third application is about gas-solid mixed flow in a vertically vibrated device. Gas phase motion is added to coherence with the particle motion. The governing equations of the gas phase are solved by using the Large eddy simulation (LES) and particle motion is predicted by using the Lagrangian method. The simulation predicted some pattern formation reported by experiment.
Resumo:
In this study, equations for the calculation of erosion wear caused by ash particles on convective heat exchanger tubes of steam boilers are presented. Anew, three-dimensional test arrangement was used in the testing of the erosion wear of convective heat exchanger tubes of steam boilers. When using the sleeve-method, three different tube materials and three tube constructions could be tested. New results were obtained from the analyses. The main mechanisms of erosionwear phenomena and erosion wear as a function of collision conditions and material properties have been studied. Properties of fossil fuels have also been presented. When burning solid fuels, such as pulverized coal and peat in steam boilers, most of the ash is entrained by the flue gas in the furnace. In bubbling andcirculating fluidized bed boilers, particle concentration in the flue gas is high because of bed material entrained in the flue gas. Hard particles, such as sharp edged quartz crystals, cause erosion wear when colliding on convective heat exchanger tubes and on the rear wall of the steam boiler. The most important ways to reduce erosion wear in steam boilers is to keep the velocity of the flue gas moderate and prevent channelling of the ash flow in a certain part of the cross section of the flue gas channel, especially near the back wall. One can do this by constructing the boiler with the following components. Screen plates can beused to make the velocity and ash flow distributions more even at the cross-section of the channel. Shield plates and plate type constructions in superheaters can also be used. Erosion testing was conducted with three types of tube constructions: a one tube row, an inline tube bank with six tube rows, and a staggered tube bank with six tube rows. Three flow velocities and two particle concentrations were used in the tests, which were carried out at room temperature. Three particle materials were used: quartz, coal ash and peat ash particles. Mass loss, diameter loss and wall thickness loss measurements of the test sleeves were taken. Erosion wear as a function of flow conditions, tube material and tube construction was analyzed by single-variable linear regression analysis. In developing the erosion wear calculation equations, multi-variable linear regression analysis was used. In the staggered tube bank, erosion wear had a maximum value in a tube row 2 and a local maximum in row 5. In rows 3, 4 and 6, the erosion rate was low. On the other hand, in the in-line tube bank the minimum erosion rate occurred in tube row 2 and in further rows the erosion had an increasing value, so that in a six row tube bank, the maximum value occurred in row 6.
Resumo:
Position sensitive particle detectors are needed in high energy physics research. This thesis describes the development of fabrication processes and characterization techniques of silicon microstrip detectors used in the work for searching elementary particles in the European center for nuclear research, CERN. The detectors give an electrical signal along the particles trajectory after a collision in the particle accelerator. The trajectories give information about the nature of the particle in the struggle to reveal the structure of the matter and the universe. Detectors made of semiconductors have a better position resolution than conventional wire chamber detectors. Silicon semiconductor is overwhelmingly used as a detector material because of its cheapness and standard usage in integrated circuit industry. After a short spread sheet analysis of the basic building block of radiation detectors, the pn junction, the operation of a silicon radiation detector is discussed in general. The microstrip detector is then introduced and the detailed structure of a double-sided ac-coupled strip detector revealed. The fabrication aspects of strip detectors are discussedstarting from the process development and general principles ending up to the description of the double-sided ac-coupled strip detector process. Recombination and generation lifetime measurements in radiation detectors are discussed shortly. The results of electrical tests, ie. measuring the leakage currents and bias resistors, are displayed. The beam test setups and the results, the signal to noise ratio and the position accuracy, are then described. It was found out in earlier research that a heavy irradiation changes the properties of radiation detectors dramatically. A scanning electron microscope method was developed to measure the electric potential and field inside irradiated detectorsto see how a high radiation fluence changes them. The method and the most important results are discussed shortly.
Resumo:
Raaka-aineen hiukkaskoko on lkekehityksess keskeinen materiaaliparametri. Lkeaineen partikkelikoko vaikuttaa moneen lketuotteen trken ominaisuuteen, esimerkiksi lkkeen biologiseen hyvksikytettvyyteen. Tss diplomityss keskityttiin jauhemaisten lkeaineiden hiukkaskoon mrittmiseen laserdiffraktiomenetelmll. Menetelm perustuu siihen, ett partikkeleista sironneen valon intensiteetin sirontakulmajakauma on riippuvainen partikkelien kokojakaumasta. Tyn kirjallisuusosassa esiteltiin laserdiffraktiomenetelmn teoriaa. PIDS (Polarization Intensity Differential Scattering) tekniikka, jota voidaan kytt laserdiffraktion yhteydess, on mys kuvattu kirjallisuusosassa. Muihin menetelmiin perustuvista analyysimenetelmist tutustuttiin mikroskopiaan sek aerodynaamisen lentoajan mrittmiseen perustuvaan menetelmn. Kirjallisuusosassa esiteltiin mys partikkelikoon yleisimpi esitystapoja. Tyn kokeellisen osan tarkoituksena oli kehitt ja validoida laserdiffraktioon perustuva partikkelikoon mritysmenetelm tietylle lkeaineelle. Menetelmkehitys tehtiin kytten Beckman Coulter LS 13 320 laserdiffraktoria. Laite mahdollistaa PIDS-tekniikan kytn laserdiffraktiotekniikan ohella. Menetelmkehitys aloitettiin arvioimalla, ett kyseinen lkeaine soveltuu parhaiten mritettvksi nesteeseen dispergoituna. Liukoisuuden perusteella vliaineeksi valittiin tll lkeaineella kyllstetty vesiliuos. Dispergointiaineen sek ultranihauteen kytt havaittiin tarpeelliseksi dispergoidessa kyseist lkeainetta kylliseen vesiliuokseen. Lopuksi sekoitusnopeus nytteensyttyksikss sdettiin sopivaksi. Validointivaiheessa kehitetyn menetelmn todettiin soveltuvan hyvin kyseiselle lkeaineelle ja tulosten todettiin olevan oikeellisia sek toistettavia. Menetelm ei myskn ollut herkk pienille hiriille.
Resumo:
New luminometric particle-based methods were developed to quantify protein and to count cells. The developed methods rely on the interaction of the sample with nano- or microparticles and different principles of detection. In fluorescence quenching, timeresolved luminescence resonance energy transfer (TR-LRET), and two-photon excitation fluorescence (TPX) methods, the sample prevents the adsorption of labeled protein to the particles. Depending on the system, the addition of the analyte increases or decreases the luminescence. In the dissociation method, the adsorbed protein protects the Eu(III) chelate on the surface of the particles from dissociation at a low pH. The experimental setups are user-friendly and rapid and do not require hazardous test compounds and elevated temperatures. The sensitivity of the quantification of protein (from 40 to 500 pg bovine serum albumin in a sample) was 20-500-fold better than in most sensitive commercial methods. The quenching method exhibited low protein-to-protein variability and the dissociation method insensitivity to the assay contaminants commonly found in biological samples. Less than ten eukaryotic cells were detected and quantified with all the developed methods under optimized assay conditions. Furthermore, two applications, the method for detection of the aggregation of protein and the cell viability test, were developed by utilizing the TR-LRET method. The detection of the aggregation of protein was allowed at a more than 10,000 times lower concentration, 30 g/L, compared to the known methods of UV240 absorbance and dynamic light scattering. The TR-LRET method was combined with a nucleic acid assay with cell-impermeable dye to measure the percentage of dead cells in a single tube test with cell counts below 1000 cells/tube.
Resumo:
Mass-produced paper electronics (large area organic printed electronics on paper-based substrates, throw-away electronics) has the potential to introduce the use of flexible electronic applications in everyday life. While paper manufacturing and printing have a long history, they were not developed with electronic applications in mind. Modifications to paper substrates and printing processes are required in order to obtain working electronic devices. This should be done while maintaining the high throughput of conventional printing techniques and the low cost and recyclability of paper. An understanding of the interactions between the functional materials, the printing process and the substrate are required for successful manufacturing of advanced devices on paper. Based on the understanding, a recyclable, multilayer-coated paper-based substrate that combines adequate barrier and printability properties for printed electronics and sensor applications was developed in this work. In this multilayer structure, a thin top-coating consisting of mineral pigments is coated on top of a dispersion-coated barrier layer. The top-coating provides well-controlled sorption properties through controlled thickness and porosity, thus enabling optimizing the printability of functional materials. The penetration of ink solvents and functional materials stops at the barrier layer, which not only improves the performance of the functional material but also eliminates potential fiber swelling and de-bonding that can occur when the solvents are allowed to penetrate into the base paper. The multi-layer coated paper under consideration in the current work consists of a pre-coating and a smoothing layer on which the barrier layer is deposited. Coated fine paper may also be used directly as basepaper, ensuring a smooth base for the barrier layer. The top layer is thin and smooth consisting of mineral pigments such as kaolin, precipitated calcium carbonate, silica or blends of these. All the materials in the coating structure have been chosen in order to maintain the recyclability and sustainability of the substrate. The substrate can be coated in steps, sequentially layer by layer, which requires detailed understanding and tuning of the wetting properties and topography of the barrier layer versus the surface tension of the top-coating. A cost competitive method for industrial scale production is the curtain coating technique allowing extremely thin top-coatings to be applied simultaneously with a closed and sealed barrier layer. The understanding of the interactions between functional materials formulated and applied on paper as inks, makes it possible to create a paper-based substrate that can be used to manufacture printed electronics-based devices and sensors on paper. The multitude of functional materials and their complex interactions make it challenging to draw general conclusions in this topic area. Inevitably, the results become partially specific to the device chosen and the materials needed in its manufacturing. Based on the results, it is clear that for inks based on dissolved or small size functional materials, a barrier layer is beneficial and ensures the functionality of the printed material in a device. The required active barrier life time depends on the solvents or analytes used and their volatility. High aspect ratio mineral pigments, which create tortuous pathways and physical barriers within the barrier layer limit the penetration of solvents used in functional inks. The surface pore volume and pore size can be optimized for a given printing process and ink through a choice of pigment type and coating layer thickness. However, when manufacturing multilayer functional devices, such as transistors, which consist of several printed layers, compromises have to be made. E.g., while a thick and porous top-coating is preferable for printing of source and drain electrodes with a silver particle ink, a thinner and less absorbing surface is required to form a functional semiconducting layer. With the multilayer coating structure concept developed in this work, it was possible to make the paper substrate suitable for printed functionality. The possibility of printing functional devices, such as transistors, sensors and pixels in a roll-to-roll process on paper is demonstrated which may enable introducing paper for use in disposable onetime use or throwaway electronics and sensors, such as lab-on-strip devices for various analyses, consumer packages equipped with product quality sensors or remote tracking devices.
Resumo:
Visual object tracking has been one of the most popular research topics in the field of computer vision recently. Specifically, hand tracking has attracted significant attention since it would enable many useful practical applications. However, hand tracking is still a very challenging problem which cannot be considered solved. The fact that almost every aspect of hand appearance can change is the fundamental reason for this difficulty. This thesis focused on 2D-based hand tracking in high-speed camera videos. During the project, a toolbox for this purpose was collected which contains nine different tracking methods. In the experiments, these methods were tested and compared against each other with both high-speed videos recorded during the project and publicly available normal speed videos. The results revealed that tracking accuracies varied considerably depending on the video and the method. Therefore, no single method was clearly the best in all videos, but three methods, CT, HT, and TLD, performed better than the others overall. Moreover, the results provide insights about the suitability of each method to different types and situations of hand tracking.
Resumo:
This thesis is concerned with the state and parameter estimation in state space models. The estimation of states and parameters is an important task when mathematical modeling is applied to many different application areas such as the global positioning systems, target tracking, navigation, brain imaging, spread of infectious diseases, biological processes, telecommunications, audio signal processing, stochastic optimal control, machine learning, and physical systems. In Bayesian settings, the estimation of states or parameters amounts to computation of the posterior probability density function. Except for a very restricted number of models, it is impossible to compute this density function in a closed form. Hence, we need approximation methods. A state estimation problem involves estimating the states (latent variables) that are not directly observed in the output of the system. In this thesis, we use the Kalman filter, extended Kalman filter, GaussHermite filters, and particle filters to estimate the states based on available measurements. Among these filters, particle filters are numerical methods for approximating the filtering distributions of non-linear non-Gaussian state space models via Monte Carlo. The performance of a particle filter heavily depends on the chosen importance distribution. For instance, inappropriate choice of the importance distribution can lead to the failure of convergence of the particle filter algorithm. In this thesis, we analyze the theoretical L particle filter convergence with general importance distributions, where p 2 is an integer. A parameter estimation problem is considered with inferring the model parameters from measurements. For high-dimensional complex models, estimation of parameters can be done by Markov chain Monte Carlo (MCMC) methods. In its operation, the MCMC method requires the unnormalized posterior distribution of the parameters and a proposal distribution. In this thesis, we show how the posterior density function of the parameters of a state space model can be computed by filtering based methods, where the states are integrated out. This type of computation is then applied to estimate parameters of stochastic differential equations. Furthermore, we compute the partial derivatives of the log-posterior density function and use the hybrid Monte Carlo and scaled conjugate gradient methods to infer the parameters of stochastic differential equations. The computational efficiency of MCMC methods is highly depend on the chosen proposal distribution. A commonly used proposal distribution is Gaussian. In this kind of proposal, the covariance matrix must be well tuned. To tune it, adaptive MCMC methods can be used. In this thesis, we propose a new way of updating the covariance matrix using the variational Bayesian adaptive Kalman filter algorithm.