Frequency domain analysis of stationary time series

This thesis provides a necessary and sufficient condition for asymptotic efficiency of a nonparametric estimator of the generalised autocovariance function of a Gaussian stationary random process. The generalised autocovariance function is the inverse Fourier transform of a power transformation of the spectral density, and encompasses the traditional and inverse autocovariance functions. Its nonparametric estimator is based on the inverse discrete Fourier transform of the same power transformation of the pooled periodogram. The general result is then applied to the class of Gaussian stationary ARMA processes and its implications are discussed. We illustrate that for a class of contrast functionals and spectral densities, the minimum contrast estimator of the spectral density satisfies a Yule-Walker system of equations in the generalised autocovariance estimator. Selection of the pooling parameter, which characterizes the nonparametric estimator of the generalised autocovariance, controlling its resolution, is addressed by using a multiplicative periodogram bootstrap to estimate the finite-sample distribution of the estimator. A multivariate extension of recently introduced spectral models for univariate time series is considered, and an algorithm for the coefficients of a power transformation of matrix polynomials is derived, which allows to obtain the Wold coefficients from the matrix coefficients characterizing the generalised matrix cepstral models. This algorithm also allows the definition of the matrix variance profile, providing important quantities for vector time series analysis. A nonparametric estimator based on a transformation of the smoothed periodogram is proposed for estimation of the matrix variance profile.

Non-Markovian stochastic processes and their applications: from anomalous diffusion to time series analysis

This work provides a forward step in the study and comprehension of the relationships between stochastic processes and a certain class of integral-partial differential equation, which can be used in order to model anomalous diffusion and transport in statistical physics. In the first part, we brought the reader through the fundamental notions of probability and stochastic processes, stochastic integration and stochastic differential equations as well. In particular, within the study of H-sssi processes, we focused on fractional Brownian motion (fBm) and its discrete-time increment process, the fractional Gaussian noise (fGn), which provide examples of non-Markovian Gaussian processes. The fGn, together with stationary FARIMA processes, is widely used in the modeling and estimation of long-memory, or long-range dependence (LRD). Time series manifesting long-range dependence, are often observed in nature especially in physics, meteorology, climatology, but also in hydrology, geophysics, economy and many others. We deepely studied LRD, giving many real data examples, providing statistical analysis and introducing parametric methods of estimation. Then, we introduced the theory of fractional integrals and derivatives, which indeed turns out to be very appropriate for studying and modeling systems with long-memory properties. After having introduced the basics concepts, we provided many examples and applications. For instance, we investigated the relaxation equation with distributed order time-fractional derivatives, which describes models characterized by a strong memory component and can be used to model relaxation in complex systems, which deviates from the classical exponential Debye pattern. Then, we focused in the study of generalizations of the standard diffusion equation, by passing through the preliminary study of the fractional forward drift equation. Such generalizations have been obtained by using fractional integrals and derivatives of distributed orders. In order to find a connection between the anomalous diffusion described by these equations and the long-range dependence, we introduced and studied the generalized grey Brownian motion (ggBm), which is actually a parametric class of H-sssi processes, which have indeed marginal probability density function evolving in time according to a partial integro-differential equation of fractional type. The ggBm is of course Non-Markovian. All around the work, we have remarked many times that, starting from a master equation of a probability density function f(x,t), it is always possible to define an equivalence class of stochastic processes with the same marginal density function f(x,t). All these processes provide suitable stochastic models for the starting equation. Studying the ggBm, we just focused on a subclass made up of processes with stationary increments. The ggBm has been defined canonically in the so called grey noise space. However, we have been able to provide a characterization notwithstanding the underline probability space. We also pointed out that that the generalized grey Brownian motion is a direct generalization of a Gaussian process and in particular it generalizes Brownain motion and fractional Brownain motion as well. Finally, we introduced and analyzed a more general class of diffusion type equations related to certain non-Markovian stochastic processes. We started from the forward drift equation, which have been made non-local in time by the introduction of a suitable chosen memory kernel K(t). The resulting non-Markovian equation has been interpreted in a natural way as the evolution equation of the marginal density function of a random time process l(t). We then consider the subordinated process Y(t)=X(l(t)) where X(t) is a Markovian diffusion. The corresponding time-evolution of the marginal density function of Y(t) is governed by a non-Markovian Fokker-Planck equation which involves the same memory kernel K(t). We developed several applications and derived the exact solutions. Moreover, we considered different stochastic models for the given equations, providing path simulations.

Early Warning For Large Earthquakes: Observations, Models and Real-Time Data Analysis

This thesis is a collection of works focused on the topic of Earthquake Early Warning, with a special attention to large magnitude events. The topic is addressed from different points of view and the structure of the thesis reflects the variety of the aspects which have been analyzed. The first part is dedicated to the giant, 2011 Tohoku-Oki earthquake. The main features of the rupture process are first discussed. The earthquake is then used as a case study to test the feasibility Early Warning methodologies for very large events. Limitations of the standard approaches for large events arise in this chapter. The difficulties are related to the real-time magnitude estimate from the first few seconds of recorded signal. An evolutionary strategy for the real-time magnitude estimate is proposed and applied to the single Tohoku-Oki earthquake. In the second part of the thesis a larger number of earthquakes is analyzed, including small, moderate and large events. Starting from the measurement of two Early Warning parameters, the behavior of small and large earthquakes in the initial portion of recorded signals is investigated. The aim is to understand whether small and large earthquakes can be distinguished from the initial stage of their rupture process. A physical model and a plausible interpretation to justify the observations are proposed. The third part of the thesis is focused on practical, real-time approaches for the rapid identification of the potentially damaged zone during a seismic event. Two different approaches for the rapid prediction of the damage area are proposed and tested. The first one is a threshold-based method which uses traditional seismic data. Then an innovative approach using continuous, GPS data is explored. Both strategies improve the prediction of large scale effects of strong earthquakes.

Advanced modelling of time domain electromagnetic data with updated hydrogeological interpretations

Several countries have acquired, over the past decades, large amounts of area covering Airborne Electromagnetic data. Contribution of airborne geophysics has dramatically increased for both groundwater resource mapping and management proving how those systems are appropriate for large-scale and efficient groundwater surveying. We start with processing and inversion of two AEM dataset from two different systems collected over the Spiritwood Valley Aquifer area, Manitoba, Canada respectively, the AeroTEM III (commissioned by the Geological Survey of Canada in 2010) and the “Full waveform VTEM” dataset, collected and tested over the same survey area, during the fall 2011. We demonstrate that in the presence of multiple datasets, either AEM and ground data, due processing, inversion, post-processing, data integration and data calibration is the proper approach capable of providing reliable and consistent resistivity models. Our approach can be of interest to many end users, ranging from Geological Surveys, Universities to Private Companies, which are often proprietary of large geophysical databases to be interpreted for geological and\or hydrogeological purposes. In this study we deeply investigate the role of integration of several complimentary types of geophysical data collected over the same survey area. We show that data integration can improve inversions, reduce ambiguity and deliver high resolution results. We further attempt to use the final, most reliable output resistivity models as a solid basis for building a knowledge-driven 3D geological voxel-based model. A voxel approach allows a quantitative understanding of the hydrogeological setting of the area, and it can be further used to estimate the aquifers volumes (i.e. potential amount of groundwater resources) as well as hydrogeological flow model prediction. In addition, we investigated the impact of an AEM dataset towards hydrogeological mapping and 3D hydrogeological modeling, comparing it to having only a ground based TEM dataset and\or to having only boreholes data.

Dynamic analysis of the motorcycle chattering behaviour by means of symbolic multibody modelling

Aim of this research is the development and validation of a comprehensive multibody motorcycle model featuring rigid-ring tires, taking into account both slope and roughness of road surfaces. A novel parametrization for the general kinematics of the motorcycle is proposed, using a mixed reference-point and relative-coordinates approach. The resulting description, developed in terms of dependent coordinates, makes it possible to efficiently include rigid-ring kinematics as well as road elevation and slope. The equations of motion for the multibody system are derived symbolically and the constraint equations arising from the dependent-coordinate formulation are handled using a projection technique. Therefore the resulting system of equations can be integrated in time domain using a standard ODE algorithm. The model is validated with respect to maneuvers experimentally measured on the race track, showing consistent results and excellent computational efficiency. More in detail, it is also capable of reproducing the chatter vibration of racing motorcycles. The chatter phenomenon, appearing during high speed cornering maneuvers, consists of a self-excited vertical oscillation of both the front and rear unsprung masses in the range of frequency between 17 and 22 Hz. A critical maneuver is numerically simulated, and a self-excited vibration appears, consistent with the experimentally measured chatter vibration. Finally, the driving mechanism for the self-excitation is highlighted and a physical interpretation is proposed.

Parameters and algorithms to evaluate cardiac mechanics by conductance catheter

This work is structured as follows: In Section 1 we discuss the clinical problem of heart failure. In particular, we present the phenomenon known as ventricular mechanical dyssynchrony: its impact on cardiac function, the therapy for its treatment and the methods for its quantification. Specifically, we describe the conductance catheter and its use for the measurement of dyssynchrony. At the end of the Section 1, we propose a new set of indexes to quantify the dyssynchrony that are studied and validated thereafter. In Section 2 we describe the studies carried out in this work: we report the experimental protocols, we present and discuss the results obtained. Finally, we report the overall conclusions drawn from this work and we try to envisage future works and possible clinical applications of our results. Ancillary studies that were carried out during this work mainly to investigate several aspects of cardiac resynchronization therapy (CRT) are mentioned in Appendix. -------- Ventricular mechanical dyssynchrony plays a regulating role already in normal physiology but is especially important in pathological conditions, such as hypertrophy, ischemia, infarction, or heart failure (Chapter 1,2.). Several prospective randomized controlled trials supported the clinical efficacy and safety of cardiac resynchronization therapy (CRT) in patients with moderate or severe heart failure and ventricular dyssynchrony. CRT resynchronizes ventricular contraction by simultaneous pacing of both left and right ventricle (biventricular pacing) (Chapter 1.). Currently, the conductance catheter method has been used extensively to assess global systolic and diastolic ventricular function and, more recently, the ability of this instrument to pick-up multiple segmental volume signals has been used to quantify mechanical ventricular dyssynchrony. Specifically, novel indexes based on volume signals acquired with the conductance catheter were introduced to quantify dyssynchrony (Chapter 3,4.). Present work was aimed to describe the characteristics of the conductancevolume signals, to investigate the performance of the indexes of ventricular dyssynchrony described in literature and to introduce and validate improved dyssynchrony indexes. Morevoer, using the conductance catheter method and the new indexes, the clinical problem of the ventricular pacing site optimization was addressed and the measurement protocol to adopt for hemodynamic tests on cardiac pacing was investigated. In accordance to the aims of the work, in addition to the classical time-domain parameters, a new set of indexes has been extracted, based on coherent averaging procedure and on spectral and cross-spectral analysis (Chapter 4.). Our analyses were carried out on patients with indications for electrophysiologic study or device implantation (Chapter 5.). For the first time, besides patients with heart failure, indexes of mechanical dyssynchrony based on conductance catheter were extracted and studied in a population of patients with preserved ventricular function, providing information on the normal range of such a kind of values. By performing a frequency domain analysis and by applying an optimized coherent averaging procedure (Chapter 6.a.), we were able to describe some characteristics of the conductance-volume signals (Chapter 6.b.). We unmasked the presence of considerable beat-to-beat variations in dyssynchrony that seemed more frequent in patients with ventricular dysfunction and to play a role in discriminating patients. These non-recurrent mechanical ventricular non-uniformities are probably the expression of the substantial beat-to-beat hemodynamic variations, often associated with heart failure and due to cardiopulmonary interaction and conduction disturbances. We investigated how the coherent averaging procedure may affect or refine the conductance based indexes; in addition, we proposed and tested a new set of indexes which quantify the non-periodic components of the volume signals. Using the new set of indexes we studied the acute effects of the CRT and the right ventricular pacing, in patients with heart failure and patients with preserved ventricular function. In the overall population we observed a correlation between the hemodynamic changes induced by the pacing and the indexes of dyssynchrony, and this may have practical implications for hemodynamic-guided device implantation. The optimal ventricular pacing site for patients with conventional indications for pacing remains controversial. The majority of them do not meet current clinical indications for CRT pacing. Thus, we carried out an analysis to compare the impact of several ventricular pacing sites on global and regional ventricular function and dyssynchrony (Chapter 6.c.). We observed that right ventricular pacing worsens cardiac function in patients with and without ventricular dysfunction unless the pacing site is optimized. CRT preserves left ventricular function in patients with normal ejection fraction and improves function in patients with poor ejection fraction despite no clinical indication for CRT. Moreover, the analysis of the results obtained using new indexes of regional dyssynchrony, suggests that pacing site may influence overall global ventricular function depending on its relative effects on regional function and synchrony. Another clinical problem that has been investigated in this work is the optimal right ventricular lead location for CRT (Chapter 6.d.). Similarly to the previous analysis, using novel parameters describing local synchrony and efficiency, we tested the hypothesis and we demonstrated that biventricular pacing with alternative right ventricular pacing sites produces acute improvement of ventricular systolic function and improves mechanical synchrony when compared to standard right ventricular pacing. Although no specific right ventricular location was shown to be superior during CRT, the right ventricular pacing site that produced the optimal acute hemodynamic response varied between patients. Acute hemodynamic effects of cardiac pacing are conventionally evaluated after stabilization episodes. The applied duration of stabilization periods in most cardiac pacing studies varied considerably. With an ad hoc protocol (Chapter 6.e.) and indexes of mechanical dyssynchrony derived by conductance catheter we demonstrated that the usage of stabilization periods during evaluation of cardiac pacing may mask early changes in systolic and diastolic intra-ventricular dyssynchrony. In fact, at the onset of ventricular pacing, the main dyssynchrony and ventricular performance changes occur within a 10s time span, initiated by the changes in ventricular mechanical dyssynchrony induced by aberrant conduction and followed by a partial or even complete recovery. It was already demonstrated in normal animals that ventricular mechanical dyssynchrony may act as a physiologic modulator of cardiac performance together with heart rate, contractile state, preload and afterload. The present observation, which shows the compensatory mechanism of mechanical dyssynchrony, suggests that ventricular dyssynchrony may be regarded as an intrinsic cardiac property, with baseline dyssynchrony at increased level in heart failure patients. To make available an independent system for cardiac output estimation, in order to confirm the results obtained with conductance volume method, we developed and validated a novel technique to apply the Modelflow method (a method that derives an aortic flow waveform from arterial pressure by simulation of a non-linear three-element aortic input impedance model, Wesseling et al. 1993) to the left ventricular pressure signal, instead of the arterial pressure used in the classical approach (Chapter 7.). The results confirmed that in patients without valve abnormalities, undergoing conductance catheter evaluations, the continuous monitoring of cardiac output using the intra-ventricular pressure signal is reliable. Thus, cardiac output can be monitored quantitatively and continuously with a simple and low-cost method. During this work, additional studies were carried out to investigate several areas of uncertainty of CRT. The results of these studies are briefly presented in Appendix: the long-term survival in patients treated with CRT in clinical practice, the effects of CRT in patients with mild symptoms of heart failure and in very old patients, the limited thoracotomy as a second choice alternative to transvenous implant for CRT delivery, the evolution and prognostic significance of diastolic filling pattern in CRT, the selection of candidates to CRT with echocardiographic criteria and the prediction of response to the therapy.

Enabling Blocks for Integrated CMOS UWB Transceivers

The last decades have seen an unrivaled growth and diffusion of mobile telecommunications. Several standards have been developed to this purposes, from GSM mobile phone communications to WLAN IEEE 802.11, providing different services for the the transmission of signals ranging from voice to high data rate digital communications and Digital Video Broadcasting (DVB). In this wide research and market field, this thesis focuses on Ultra Wideband (UWB) communications, an emerging technology for providing very high data rate transmissions over very short distances. In particular the presented research deals with the circuit design of enabling blocks for MB-OFDM UWB CMOS single-chip transceivers, namely the frequency synthesizer and the transmission mixer and power amplifier. First we discuss three different models for the simulation of chargepump phase-locked loops, namely the continuous time s-domain and discrete time z-domain approximations and the exact semi-analytical time-domain model. The limitations of the two approximated models are analyzed in terms of error in the computed settling time as a function of loop parameters, deriving practical conditions under which the different models are reliable for fast settling PLLs up to fourth order. Besides, a phase noise analysis method based upon the time-domain model is introduced and compared to the results obtained by means of the s-domain model. We compare the three models over the simulation of a fast switching PLL to be integrated in a frequency synthesizer for WiMedia MB-OFDM UWB systems. In the second part, the theoretical analysis is applied to the design of a 60mW 3.4 to 9.2GHz 12 Bands frequency synthesizer for MB-OFDM UWB based on two wide-band PLLs. The design is presented and discussed up to layout level. A test chip has been implemented in TSMC CMOS 90nm technology, measured data is provided. The functionality of the circuit is proved and specifications are met with state-of-the-art area occupation and power consumption. The last part of the thesis deals with the design of a transmission mixer and a power amplifier for MB-OFDM UWB band group 1. The design has been carried on up to layout level in ST Microlectronics 65nm CMOS technology. Main characteristics of the systems are the wideband behavior (1.6 GHz of bandwidth) and the constant behavior over process parameters, temperature and supply voltage thanks to the design of dedicated adaptive biasing circuits.

Study of the thermal effects induced by magnetic resonance on endocardial leads: numerical models and experimental validation

Magnetic resonance imaging (MRI) is today precluded to patients bearing active implantable medical devices AIMDs). The great advantages related to this diagnostic modality, together with the increasing number of people benefiting from implantable devices, in particular pacemakers(PM)and carioverter/defibrillators (ICD), is prompting the scientific community the study the possibility to extend MRI also to implanted patients. The MRI induced specific absorption rate (SAR) and the consequent heating of biological tissues is one of the major concerns that makes patients bearing metallic structures contraindicated for MRI scans. To date, both in-vivo and in-vitro studies have demonstrated the potentially dangerous temperature increase caused by the radiofrequency (RF) field generated during MRI procedures in the tissues surrounding thin metallic implants. On the other side, the technical evolution of MRI scanners and of AIMDs together with published data on the lack of adverse events have reopened the interest in this field and suggest that, under given conditions, MRI can be safely performed also in implanted patients. With a better understanding of the hazards of performing MRI scans on implanted patients as well as the development of MRI safe devices, we may soon enter an era where the ability of this imaging modality may be more widely used to assist in the appropriate diagnosis of patients with devices. In this study both experimental measures and numerical analysis were performed. Aim of the study is to systematically investigate the effects of the MRI RF filed on implantable devices and to identify the elements that play a major role in the induced heating. Furthermore, we aimed at developing a realistic numerical model able to simulate the interactions between an RF coil for MRI and biological tissues implanted with a PM, and to predict the induced SAR as a function of the particular path of the PM lead. The methods developed and validated during the PhD program led to the design of an experimental framework for the accurate measure of PM lead heating induced by MRI systems. In addition, numerical models based on Finite-Differences Time-Domain (FDTD) simulations were validated to obtain a general tool for investigating the large number of parameters and factors involved in this complex phenomenon. The results obtained demonstrated that the MRI induced heating on metallic implants is a real risk that represents a contraindication in extending MRI scans also to patient bearing a PM, an ICD, or other thin metallic objects. On the other side, both experimental data and numerical results show that, under particular conditions, MRI procedures might be consider reasonably safe also for an implanted patient. The complexity and the large number of variables involved, make difficult to define a unique set of such conditions: when the benefits of a MRI investigation cannot be obtained using other imaging techniques, the possibility to perform the scan should not be immediately excluded, but some considerations are always needed.

Body ares networks for human motor assessment

Healthcare, Human Computer Interfaces (HCI), Security and Biometry are the most promising application scenario directly involved in the Body Area Networks (BANs) evolution. Both wearable devices and sensors directly integrated in garments envision a word in which each of us is supervised by an invisible assistant monitoring our health and daily-life activities. New opportunities are enabled because improvements in sensors miniaturization and transmission efficiency of the wireless protocols, that achieved the integration of high computational power aboard independent, energy-autonomous, small form factor devices. Application’s purposes are various: (I) data collection to achieve off-line knowledge discovery; (II) user notification of his/her activities or in case a danger occurs; (III) biofeedback rehabilitation; (IV) remote alarm activation in case the subject need assistance; (V) introduction of a more natural interaction with the surrounding computerized environment; (VI) users identification by physiological or behavioral characteristics. Telemedicine and mHealth [1] are two of the leading concepts directly related to healthcare. The capability to borne unobtrusiveness objects supports users’ autonomy. A new sense of freedom is shown to the user, not only supported by a psychological help but a real safety improvement. Furthermore, medical community aims the introduction of new devices to innovate patient treatments. In particular, the extension of the ambulatory analysis in the real life scenario by proving continuous acquisition. The wide diffusion of emerging wellness portable equipment extended the usability of wearable devices also for fitness and training by monitoring user performance on the working task. The learning of the right execution techniques related to work, sport, music can be supported by an electronic trainer furnishing the adequate aid. HCIs made real the concept of Ubiquitous, Pervasive Computing and Calm Technology introduced in the 1988 by Marc Weiser and John Seeley Brown. They promotes the creation of pervasive environments, enhancing the human experience. Context aware, adaptive and proactive environments serve and help people by becoming sensitive and reactive to their presence, since electronics is ubiquitous and deployed everywhere. In this thesis we pay attention to the integration of all the aspects involved in a BAN development. Starting from the choice of sensors we design the node, configure the radio network, implement real-time data analysis and provide a feedback to the user. We present algorithms to be implemented in wearable assistant for posture and gait analysis and to provide assistance on different walking conditions, preventing falls. Our aim, expressed by the idea to contribute at the development of a non proprietary solutions, driven us to integrate commercial and standard solutions in our devices. We use sensors available on the market and avoided to design specialized sensors in ASIC technologies. We employ standard radio protocol and open source projects when it was achieved. The specific contributions of the PhD research activities are presented and discussed in the following. • We have designed and build several wireless sensor node providing both sensing and actuator capability making the focus on the flexibility, small form factor and low power consumption. The key idea was to develop a simple and general purpose architecture for rapid analysis, prototyping and deployment of BAN solutions. Two different sensing units are integrated: kinematic (3D accelerometer and 3D gyroscopes) and kinetic (foot-floor contact pressure forces). Two kind of feedbacks were implemented: audio and vibrotactile. • Since the system built is a suitable platform for testing and measuring the features and the constraints of a sensor network (radio communication, network protocols, power consumption and autonomy), we made a comparison between Bluetooth and ZigBee performance in terms of throughput and energy efficiency. Test in the field evaluate the usability in the fall detection scenario. • To prove the flexibility of the architecture designed, we have implemented a wearable system for human posture rehabilitation. The application was developed in conjunction with biomedical engineers who provided the audio-algorithms to furnish a biofeedback to the user about his/her stability. • We explored off-line gait analysis of collected data, developing an algorithm to detect foot inclination in the sagittal plane, during walk. • In collaboration with the Wearable Lab – ETH, Zurich, we developed an algorithm to monitor the user during several walking condition where the user carry a load. The remainder of the thesis is organized as follows. Chapter I gives an overview about Body Area Networks (BANs), illustrating the relevant features of this technology and the key challenges still open. It concludes with a short list of the real solutions and prototypes proposed by academic research and manufacturers. The domain of the posture and gait analysis, the methodologies, and the technologies used to provide real-time feedback on detected events, are illustrated in Chapter II. The Chapter III and IV, respectively, shown BANs developed with the purpose to detect fall and monitor the gait taking advantage by two inertial measurement unit and baropodometric insoles. Chapter V reports an audio-biofeedback system to improve balance on the information provided by the use centre of mass. A walking assistant based on the KNN classifier to detect walking alteration on load carriage, is described in Chapter VI.

Collective effects for the LHC injectors: non-ultrarelativistic approaches

The upgrade of the CERN accelerator complex has been planned in order to further increase the LHC performances in exploring new physics frontiers. One of the main limitations to the upgrade is represented by the collective instabilities. These are intensity dependent phenomena triggered by electromagnetic fields excited by the interaction of the beam with its surrounding. These fields are represented via wake fields in time domain or impedances in frequency domain. Impedances are usually studied assuming ultrarelativistic bunches while we mainly explored low and medium energy regimes in the LHC injector chain. In a non-ultrarelativistic framework we carried out a complete study of the impedance structure of the PSB which accelerates proton bunches up to 1.4 GeV. We measured the imaginary part of the impedance which creates betatron tune shift. We introduced a parabolic bunch model which together with dedicated measurements allowed us to point to the resistive wall impedance as the source of one of the main PSB instability. These results are particularly useful for the design of efficient transverse instability dampers. We developed a macroparticle code to study the effect of the space charge on intensity dependent instabilities. Carrying out the analysis of the bunch modes we proved that the damping effects caused by the space charge, which has been modelled with semi-analytical method and using symplectic high order schemes, can increase the bunch intensity threshold. Numerical libraries have been also developed in order to study, via numerical simulations of the bunches, the impedance of the whole CERN accelerator complex. On a different note, the experiment CNGS at CERN, requires high-intensity beams. We calculated the interpolating Hamiltonian of the beam for highly non-linear lattices. These calculations provide the ground for theoretical and numerical studies aiming to improve the CNGS beam extraction from the PS to the SPS.

Refined Estimation of Earthquake Source Parameters: Methods, Applications and Scaling Relationships

The objective of this work of thesis is the refined estimations of source parameters. To such a purpose we used two different approaches, one in the frequency domain and the other in the time domain. In frequency domain, we analyzed the P- and S-wave displacement spectra to estimate spectral parameters, that is corner frequencies and low frequency spectral amplitudes. We used a parametric modeling approach which is combined with a multi-step, non-linear inversion strategy and includes the correction for attenuation and site effects. The iterative multi-step procedure was applied to about 700 microearthquakes in the moment range 1011-1014 N•m and recorded at the dense, wide-dynamic range, seismic networks operating in Southern Apennines (Italy). The analysis of the source parameters is often complicated when we are not able to model the propagation accurately. In this case the empirical Green function approach is a very useful tool to study the seismic source properties. In fact the Empirical Green Functions (EGFs) consent to represent the contribution of propagation and site effects to signal without using approximate velocity models. An EGF is a recorded three-component set of time-histories of a small earthquake whose source mechanism and propagation path are similar to those of the master event. Thus, in time domain, the deconvolution method of Vallée (2004) was applied to calculate the source time functions (RSTFs) and to accurately estimate source size and rupture velocity. This technique was applied to 1) large event, that is Mw=6.3 2009 L’Aquila mainshock (Central Italy), 2) moderate events, that is cluster of earthquakes of 2009 L’Aquila sequence with moment magnitude ranging between 3 and 5.6, 3) small event, i.e. Mw=2.9 Laviano mainshock (Southern Italy).

The Dynamics of Passive Torsional Fatigue Test Rigs: Innovative Applications of Universal Joints

The dynamics of a passive back-to-back test rig have been characterised, leading to a multi-coordinate approach for the analysis of arbitrary test configurations. Universal joints have been introduced into a typical pre-loaded back-to-back system in order to produce an oscillating torsional moment in a test specimen. Two different arrangements have been investigated using a frequency-based sub-structuring approach: the receptance method. A numerical model has been developed in accordance with this theory, allowing interconnection of systems with two-coordinates and closed multi-loop schemes. The model calculates the receptance functions and modal and deflected shapes of a general system. Closed form expressions of the following individual elements have been developed: a servomotor, damped continuous shaft and a universal joint. Numerical results for specific cases have been compared with published data in literature and experimental measurements undertaken in the present work. Due to the complexity of the universal joint and its oscillating dynamic effects, a more detailed analysis of this component has been developed. Two models have been presented. The first represents the joint as two inertias connected by a massless cross-piece. The second, derived by the dynamic analysis of a spherical four-link mechanism, considers the contribution of the floating element and its gyroscopic effects. An investigation into non-linear behaviour has led to a time domain model that utilises the Runge-Kutta fourth order method for resolution of the dynamic equations. It has been demonstrated that the torsional receptances of a universal joint, derived using the simple model, result in representation of the joint as an equivalent variable inertia. In order to verify the model, a test rig has been built and experimental validation undertaken. The variable inertia of a universal joint has lead to a novel application of the component as a passive device for the balancing of inertia variations in slider-crank mechanisms.

Local Trigonometric Methods for Time Series Smoothing.

The thesis is concerned with local trigonometric regression methods. The aim was to develop a method for extraction of cyclical components in time series. The main results of the thesis are the following. First, a generalization of the filter proposed by Christiano and Fitzgerald is furnished for the smoothing of ARIMA(p,d,q) process. Second, a local trigonometric filter is built, with its statistical properties. Third, they are discussed the convergence properties of trigonometric estimators, and the problem of choosing the order of the model. A large scale simulation experiment has been designed in order to assess the performance of the proposed models and methods. The results show that local trigonometric regression may be a useful tool for periodic time series analysis.

Cross-sensors analysis of multispectral Earth observation data for environmental monitoring

Time Series Analysis of multispectral satellite data offers an innovative way to extract valuable information of our changing planet. This is now a real option for scientists thanks to data availability as well as innovative cloud-computing platforms, such as Google Earth Engine. The integration of different missions would mitigate known issues in multispectral time series construction, such as gaps due to clouds or other atmospheric effects. With this purpose, harmonization among Landsat-like missions is possible through statistical analysis. This research offers an overview of the different instruments from Landsat and Sentinel missions (TM, ETM, OLI, OLI-2 and MSI sensors) and products levels (Collection-2 Level-1 and Surface Reflectance for Landsat and Level-1C and Level-2A for Sentinel-2). Moreover, a cross-sensors comparison was performed to assess the interoperability of the sensors on-board Landsat and Sentinel-2 constellations, having in mind a possible combined use for time series analysis. Firstly, more than 20,000 pairs of images almost simultaneously acquired all over Europe were selected over a period of several years. The study performed a cross-comparison analysis on these data, and provided an assessment of the calibration coefficients that can be used to minimize differences in the combined use. Four of the most popular vegetation indexes were selected for the study: NDVI, EVI, SAVI and NDMI. As a result, it is possible to reconstruct a longer and denser harmonized time series since 1984, useful for vegetation monitoring purposes. Secondly, the spectral characteristics of the recent Landsat-9 mission were assessed for a combined use with Landsat-8 and Sentinel-2. A cross-sensor analysis of common bands of more than 3,000 almost simultaneous acquisitions verified a high consistency between datasets. The most relevant discrepancy has been observed in the blue and SWIRS bands, often used in vegetation and water related studies. This analysis was supported with spectroradiometer ground measurements.