65 resultados para Estimação


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This dissertation aims to continue the work developed previously concerning the properties of the employer of last resort program (ELR) that would be able to promote a complete elimination of the involuntary unemployment from the economy, so much of the unemployment generated by structural problems as for problems of the conjuncture, as the present world financial crisis. Besides, it intends to deepen the study concerning the applicability of that program to the Brazilian economy, estimating their potential target population in the country and the cost with the workers' remuneration. It was presented the ELR theoretical-conceptual structure and a debate concerning their economic viability; the program properties that turn it more efficient than the onetary and fiscal policies (PMFs) in the fight against involuntary unemployment in times of financial crises; a study on its applicability to the Brazilian socioeconomic specificities and an estimate of their potential target population and of the annual wage cost in the country, as a whole, and in the specific case of the Northeast region and of the state of Rio Grande do Norte.

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This work aims to analyze how the growth in average income and the change in inequality in income distribution have impacted rural poverty in the Northeast in the period 1995 to 2009. Under the approach in Kakwani (1993) e Duclos and Araar (2006), and under the assumption of log-normality of income per capita, exposed in Bourguignon (2002) and Hoffmann (2005), are calculated growth and inequality elasticities of poverty to FGT poverty measures in order to observe the behavior of the sensitivity of poverty to changes in average household income and the change in income distribution / Gini index. Concurrently, decomposes the changes in measures of poverty (proportion of poor) between growth and distribution components (first proposed by Datt and Ravallion, 1992) to assess the effect of weight change and the effect of income inequality change change on poverty. Regarding the estimation of elasticities of poverty and growth and inequality elasticities of the two methodologies used in this work - under the assumption of lognormal distribution of income and FGT measures under the by Kakwani (1993) andDuclos e Araar (2006) - though do not result in identical values, to corroborate same results, ie the long-term decline in rural poverty from 1995 to 2009 the Northeast and the greater sensitivity of the Northeast Rural Poverty, observed in this same period, income growth and change in inequality. The weight of growth and change in inequality in changing the Northeast rural poverty identified that most of the decline in rural poverty is linked to growth in average income. This result coincides with results found by Kraay (2005) for a group of countries

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This study aims to investigate the influence of the balance of payments constrained on economic growth in Brazil from 1991 to 2010. With this order, are shown some of the Keynesian balance of payments constrained growth models, inspired by Thirlwall (1979) and Kaldor (1970), which are supported by important points in common, such as adherence to the principle of effective demand. Given that within this theoretical perspective, there is no consensus about the best model to explain the growth rate allowed by the balance of payments constraint, the results are presented by the representative of the empirical literature that addresses the topic, which are necessary for understand the Brazilian case. From the estimation of the income elasticity of imports (0.85) via autoregressive vectors with error correction (VEC), it was calculated five growth rates of income, as predicted by the models of Thirlwall (1979), Thirlwall and Hussain (1982), Moreno-Brid (1998, 2003) and Lourenço et al. (2011) and compared with the actual growth rate. The empirical analysis has shown that: it can not reject the presence of external constraint in the Brazilian economy, there is a strong similarity in growth rates provided by different modeling suggest that growth with external constraint. In addition, when using data in quarterly for the period after 1990 there are no factors that could cause instability in the parameters of the import function (income elasticity and price elasticity of imports) within the period, which indicates that the structural break widely associated with the year 1994 was not confirmed by this study

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The portfolio theory is a field of study devoted to investigate the decision-making by investors of resources. The purpose of this process is to reduce risk through diversification and thus guarantee a return. Nevertheless, the classical Mean-Variance has been criticized regarding its parameters and it is observed that the use of variance and covariance has sensitivity to the market and parameter estimation. In order to reduce the estimation errors, the Bayesian models have more flexibility in modeling, capable of insert quantitative and qualitative parameters about the behavior of the market as a way of reducing errors. Observing this, the present study aimed to formulate a new matrix model using Bayesian inference as a way to replace the covariance in the MV model, called MCB - Covariance Bayesian model. To evaluate the model, some hypotheses were analyzed using the method ex post facto and sensitivity analysis. The benchmarks used as reference were: (1) the classical Mean Variance, (2) the Bovespa index's market, and (3) in addition 94 investment funds. The returns earned during the period May 2002 to December 2009 demonstrated the superiority of MCB in relation to the classical model MV and the Bovespa Index, but taking a little more diversifiable risk that the MV. The robust analysis of the model, considering the time horizon, found returns near the Bovespa index, taking less risk than the market. Finally, in relation to the index of Mao, the model showed satisfactory, return and risk, especially in longer maturities. Some considerations were made, as well as suggestions for further work

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This work proposes a method to determine the depth of objects in a scene using a combination between stereo vision and self-calibration techniques. Determining the rel- ative distance between visualized objects and a robot, with a stereo head, it is possible to navigate in unknown environments. Stereo vision techniques supply a depth measure by the combination of two or more images from the same scene. To achieve a depth estimates of the in scene objects a reconstruction of this scene geometry is necessary. For such reconstruction the relationship between the three-dimensional world coordi- nates and the two-dimensional images coordinates is necessary. Through the achievement of the cameras intrinsic parameters it is possible to make this coordinates systems relationship. These parameters can be gotten through geometric camera calibration, which, generally is made by a correlation between image characteristics of a calibration pattern with know dimensions. The cameras self-calibration allows the achievement of their intrinsic parameters without using a known calibration pattern, being possible their calculation and alteration during the displacement of the robot in an unknown environment. In this work a self-calibration method based in the three-dimensional polar coordinates to represent image features is presented. This representation is determined by the relationship between images features and horizontal and vertical opening cameras angles. Using the polar coordinates it is possible to geometrically reconstruct the scene. Through the proposed techniques combination it is possible to calculate a scene objects depth estimate, allowing the robot navigation in an unknown environment

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In this Thesis, the development of the dynamic model of multirotor unmanned aerial vehicle with vertical takeoff and landing characteristics, considering input nonlinearities and a full state robust backstepping controller are presented. The dynamic model is expressed using the Newton-Euler laws, aiming to obtain a better mathematical representation of the mechanical system for system analysis and control design, not only when it is hovering, but also when it is taking-off, or landing, or flying to perform a task. The input nonlinearities are the deadzone and saturation, where the gravitational effect and the inherent physical constrains of the rotors are related and addressed. The experimental multirotor aerial vehicle is equipped with an inertial measurement unit and a sonar sensor, which appropriately provides measurements of attitude and altitude. A real-time attitude estimation scheme based on the extended Kalman filter using quaternions was developed. Then, for robustness analysis, sensors were modeled as the ideal value with addition of an unknown bias and unknown white noise. The bounded robust attitude/altitude controller were derived based on globally uniformly practically asymptotically stable for real systems, that remains globally uniformly asymptotically stable if and only if their solutions are globally uniformly bounded, dealing with convergence and stability into a ball of the state space with non-null radius, under some assumptions. The Lyapunov analysis technique was used to prove the stability of the closed-loop system, compute bounds on control gains and guaranteeing desired bounds on attitude dynamics tracking errors in the presence of measurement disturbances. The controller laws were tested in numerical simulations and in an experimental hexarotor, developed at the UFRN Robotics Laboratory

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The purpose of this study was to develop a pilot plant which the main goal is to emulate a flow peak pressure in a separation vessel. Effect similar that is caused by the production in a slug flow in production wells equipped with the artificial lift method plunger lift. The motivation for its development was the need to test in a plant on a smaller scale, a new technique developed to estimate the gas flow in production wells equipped with plunger lift. To develop it, studies about multiphase flow effects, operation methods of artificial lift in plunger lift wells, industrial instrumentation elements, control valves, vessel sizing separators and measurement systems were done. The methodology used was the definition of process flowcharts, its parameters and how the effects needed would be generated for the success of the experiments. Therefore, control valves, the design and construction of vessels and the acquisition of other equipment used were defined. One of the vessels works as a tank of compressed air that is connected to the separation vessel and generates pulses of gas controlled by a on/off valve. With the emulator system ready, several control experiments were made, being the control of peak flow pressure generation and the flow meter the main experiments, this way, it was confirmed the efficiency of the plant usage in the problem that motivated it. It was concluded that the system is capable of generate effects of flow with peak pressure in a primary separation vessel. Studies such as the estimation of gas flow at the exit of the vessel and several academic studies can be done and tested on a smaller scale and then applied in real plants, avoiding waste of time and money.

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Conselho Nacional de Desenvolvimento Científico e Tecnológico

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In Simultaneous Localization and Mapping (SLAM - Simultaneous Localization and Mapping), a robot placed in an unknown location in any environment must be able to create a perspective of this environment (a map) and is situated in the same simultaneously, using only information captured by the robot s sensors and control signals known. Recently, driven by the advance of computing power, work in this area have proposed to use video camera as a sensor and it came so Visual SLAM. This has several approaches and the vast majority of them work basically extracting features of the environment, calculating the necessary correspondence and through these estimate the required parameters. This work presented a monocular visual SLAM system that uses direct image registration to calculate the image reprojection error and optimization methods that minimize this error and thus obtain the parameters for the robot pose and map of the environment directly from the pixels of the images. Thus the steps of extracting and matching features are not needed, enabling our system works well in environments where traditional approaches have difficulty. Moreover, when addressing the problem of SLAM as proposed in this work we avoid a very common problem in traditional approaches, known as error propagation. Worrying about the high computational cost of this approach have been tested several types of optimization methods in order to find a good balance between good estimates and processing time. The results presented in this work show the success of this system in different environments

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This dissertation presents a new proposal for the Direction of Arrival (DOA) detection problem for more than one signal inciding simultaneously on an antennas array with linear or planar geometry by using intelligent algorithms. The DOA estimator is developed by using techniques of Conventional Beam-forming (CBF), Blind Source Separation (BSS), and the neural estimator MRBF (Modular Structure of Radial Basis Functions). The developed MRBF estimator has its capacity extended due to the interaction with the BSS technique. The BSS makes an estimation of the steering vectors of the multiple plane waves that reach the array in the same frequency, that means, obtains to separate mixed signals without information a priori. The technique developed in this work makes possible to identify the multiple sources directions and to identify and to exclude interference sources

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This paper describes the study, computer simulation and feasibility of implementation of vector control speed of an induction motor using for this purpose the Extended Kalman Filter as an estimator of rotor flux. The motivation for such work is the use of a control system that requires no sensors on the machine shaft, thus providing a considerable cost reduction of drives and their maintenance, increased reliability, robustness and noise immunity as compared to control systems with conventional sensors

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The main goal of this work was to produce nanosized ceramic materials of the family of the tungstates (tungstates of cerium and strontium), and test them for their catalytic activity in processes involving the transformation of methane (CH4). The methodology used for the synthesis of the ceramic powders involved the complexation combining EDTA-citrate. The materials characterization was performed using simple and differential thermogravimetry, x-ray diffraction, transmission electron microscopy, and energy dispersive spectroscopy (EDS). The microstructure analysis was performed using the refinement by the Rietveld method, and the crystallite size and distribution of the materials was elucidate by the Scherrer and Williamson-Hall methods. The conditions of the synthesis process for the three envisaged materials (SrWO4, SrWO4 using tungsten oxide concentrate as raw material, and Ce2(WO4)3) were adjusted to obtain a single phase crystalline material. The catalytic tests were carried out in the presence of methane and synthetic air, which is composed of 21% O2 and 79% N2. The analysis of the conversion of the reaction was done with the aid of an fourier transform infrared device (FTIR). The analysis showed that, structurally, the SrWO4 produced using raw materials of high and poor purity (99% and 92%, respectively) are similar. The ideal parameters of calcination, in the tested range, are temperature of 1000 °C and time of calcination 5 hours. For the Ce2(WO4)3, the ideal calcination time and are temperature 15 hours and 1000°C, respectively. The Williamson-Hall method provided two different distributions for the crystallite size of each material, whose values ranged between the nanometer and micrometer scales. According to method of Scherrer, all materials produced were composed of nanometric crystallites. The analyses of transmission electron microscopy confirmed the results obtained from the Williamson- Hall method for the crystallite size. The EDS showed an atomic composition for the metals in the SrWO4 that was different of the theoretical composition. With respect to the catalytic tests, all materials were found to be catalytically active, but the reaction process should be further studied and optimized.

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The flow assurance has become one of the topics of greatest interest in the oil industry, mainly due to production and transportation of oil in regions with extreme temperature and pressure. In these operations the wax deposition is a commonly problem in flow of paraffinic oils, causing the rising costs of the process, due to increased energy cost of pumping, decreased production, increased pressure on the line and risk of blockage of the pipeline. In order to describe the behavior of the wax deposition phenomena in turbulent flow of paraffinic oils, under different operations conditions, in this work we developed a simulator with easy interface. For that we divided de work in four steps: (i) properties estimation (physical, thermals, of transport and thermodynamics) of n-alkanes and paraffinic mixtures by using correlations; (ii) obtainment of the solubility curve and determination the wax appearance temperature, by calculating the solid-liquid equilibrium of parafinnic systems; (iii) modelling wax deposition process, comprising momentum, mass and heat transfer; (iv) development of graphic interface in MATLAB® environment for to allow the understanding of simulation in different flow conditions as well as understand the matter of the variables (inlet temperature, external temperature, wax appearance temperature, oil composition, and time) on the behavior of the deposition process. The results showed that the simulator developed, called DepoSim, is able to calculate the profile of temperature, thickness of the deposit, and the amount of wax deposited in a simple and fast way, and also with consistent results and applicable to the operation

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The objective of this work was the development and improvement of the mathematical models based on mass and heat balances, representing the drying transient process fruit pulp in spouted bed dryer with intermittent feeding. Mass and energy balance for drying, represented by a system of differential equations, were developed in Fortran language and adapted to the condition of intermittent feeding and mass accumulation. Were used the DASSL routine (Differential Algebraic System Solver) for solving the differential equation system and used a heuristic optimization algorithm in parameter estimation, the Particle Swarm algorithm. From the experimental data food drying, the differential models were used to determine the quantity of water and the drying air temperature at the exit of a spouted bed and accumulated mass of powder in the dryer. The models were validated using the experimental data of drying whose operating conditions, air temperature, flow rate and time intermittency, varied within the limits studied. In reviewing the results predicted, it was found that these models represent the experimental data of the kinetics of production and accumulation of powder and humidity and air temperature at the outlet of the dryer

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The present work has the main goal to study the modeling and simulation of a biphasic separator with induced phase inversion, the MDIF, with the utilization of the finite differences method for the resolution of the partial differencial equations which describe the transport of contaminant s mass fraction inside the equipment s settling chamber. With this aim, was developed the deterministic differential model AMADDA, wich was admensionalizated and then semidiscretizated with the method of lines. The integration of the resultant system of ordinary differential equations was realized by means of a modified algorithm of the Adam-Bashfort- Moulton method, and the sthocastic optimization routine of Basin-Hopping was used in the model s parameter estimation procedure . With the aim to establish a comparative referential for the results obtained with the model AMADDA, were used experimental data presented in previous works of the MDIF s research group. The experimental data and those obtained with the model was assessed regarding its normality by means of the Shapiro-Wilk s test, and validated against the experimental results with the Student s t test and the Kruskal-Wallis s test, depending on the result. The results showed satisfactory performance of the model AMADDA in the evaluation of the MDIF s separation efficiency, being possible to determinate that at 1% significance level the calculated results are equivalent to those determinated experimentally in the reference works