Numerical methods for solar tomography in the STEREO era

In this thesis, we propose several advances in the numerical and computational algorithms that are used to determine tomographic estimates of physical parameters in the solar corona. We focus on methods for both global dynamic estimation of the coronal electron density and estimation of local transient phenomena, such as coronal mass ejections, from empirical observations acquired by instruments onboard the STEREO spacecraft. We present a first look at tomographic reconstructions of the solar corona from multiple points-of-view, which motivates the developments in this thesis. In particular, we propose a method for linear equality constrained state estimation that leads toward more physical global dynamic solar tomography estimates. We also present a formulation of the local static estimation problem, i.e., the tomographic estimation of local events and structures like coronal mass ejections, that couples the tomographic imaging problem to a phase field based level set method. This formulation will render feasible the 3D tomography of coronal mass ejections from limited observations. Finally, we develop a scalable algorithm for ray tracing dense meshes, which allows efficient computation of many of the tomographic projection matrices needed for the applications in this thesis.

A four-dimensional analysis of the thermal structure in the Gulf of Lion

The Theoretical and Experimental Tomography in the Sea Experiment (THETIS 1) took place in the Gulf of Lion to observe the evolution of the temperature field and the process of deep convection during the 1991-1992 winter. The temperature measurements consist, of moored sensors, conductivity-temperature-depth and expendable bathythermograph surveys, ana acoustic tomography. Because of this diverse data set and since the field evolves rather fast, the analysis uses a unified framework, based on estimation theory and implementing a Kalman filter. The resolution and the errors associated with the model are systematically estimated. Temperature is a good tracer of water masses. The time-evolving three-dimensional view of the field resulting from the analysis shows the details of the three classical convection phases: preconditioning, vigourous convection, and relaxation. In all phases, there is strong spatial nonuniformity, with mesoscale activity, short timescales, and sporadic evidence of advective events (surface capping, intrusions of Levantine Intermediate Water (LIW)). Deep convection, reaching 1500 m, was observed in late February; by late April the field had not yet returned to its initial conditions (strong deficit of LIW). Comparison with available atmospheric flux data shows that advection acts to delay the occurence of convection and confirms the essential role of buoyancy fluxes. For this winter, the deep. mixing results in an injection of anomalously warm water (Delta T similar or equal to 0.03 degrees) to a depth of 1500 m, compatible with the deep warming previously reported.

Data-Driven Wildfire Propagation Modeling with FARSITE-EnKF

The goal of this study is to provide a framework for future researchers to understand and use the FARSITE wildfire-forecasting model with data assimilation. Current wildfire models lack the ability to provide accurate prediction of fire front position faster than real-time. When FARSITE is coupled with a recursive ensemble filter, the data assimilation forecast method improves. The scope includes an explanation of the standalone FARSITE application, technical details on FARSITE integration with a parallel program coupler called OpenPALM, and a model demonstration of the FARSITE-Ensemble Kalman Filter software using the FireFlux I experiment by Craig Clements. The results show that the fire front forecast is improved with the proposed data-driven methodology than with the standalone FARSITE model.

Evaluating tests for convergence of economic series using Monte Carlo methods with an application to real GDP's per head.

Doutoramento em Economia.

DYNAMIC MODEL BASED STATE ESTIMATION IN A HEAVY DUTY DIESEL AFTERTREATMENT SYSTEM FOR ONBOARD DIAGNOSTICS AND CONTROLS

Estimating un-measurable states is an important component for onboard diagnostics (OBD) and control strategy development in diesel exhaust aftertreatment systems. This research focuses on the development of an Extended Kalman Filter (EKF) based state estimator for two of the main components in a diesel engine aftertreatment system: the Diesel Oxidation Catalyst (DOC) and the Selective Catalytic Reduction (SCR) catalyst. One of the key areas of interest is the performance of these estimators when the catalyzed particulate filter (CPF) is being actively regenerated. In this study, model reduction techniques were developed and used to develop reduced order models from the 1D models used to simulate the DOC and SCR. As a result of order reduction, the number of states in the estimator is reduced from 12 to 1 per element for the DOC and 12 to 2 per element for the SCR. The reduced order models were simulated on the experimental data and compared to the high fidelity model and the experimental data. The results show that the effect of eliminating the heat transfer and mass transfer coefficients are not significant on the performance of the reduced order models. This is shown by an insignificant change in the kinetic parameters between the reduced order and 1D model for simulating the experimental data. An EKF based estimator to estimate the internal states of the DOC and SCR was developed. The DOC and SCR estimators were simulated on the experimental data to show that the estimator provides improved estimation of states compared to a reduced order model. The results showed that using the temperature measurement at the DOC outlet improved the estimates of the CO , NO , NO2 and HC concentrations from the DOC. The SCR estimator was used to evaluate the effect of NH3 and NOX sensors on state estimation quality. Three sensor combinations of NOX sensor only, NH3 sensor only and both NOX and NH3 sensors were evaluated. The NOX only configuration had the worst performance, the NH3 sensor only configuration was in the middle and both the NOX and NH3 sensor combination provided the best performance.

Essays in Financial Econometrics

The first paper sheds light on the informational content of high frequency data and daily data. I assess the economic value of the two family models comparing their performance in forecasting asset volatility through the Value at Risk metric. In running the comparison this paper introduces two key assumptions: jumps in prices and leverage effect in volatility dynamics. Findings suggest that high frequency data models do not exhibit a superior performance over daily data models. In the second paper, building on Majewski et al. (2015), I propose an affine-discrete time model, labeled VARG-J, which is characterized by a multifactor volatility specification. In the VARG-J model volatility experiences periods of extreme movements through a jump factor modeled as an Autoregressive Gamma Zero process. The estimation under historical measure is done by quasi-maximum likelihood and the Extended Kalman Filter. This strategy allows to filter out both volatility factors introducing a measurement equation that relates the Realized Volatility to latent volatility. The risk premia parameters are calibrated using call options written on S&P500 Index. The results clearly illustrate the important contribution of the jump factor in the pricing performance of options and the economic significance of the volatility jump risk premia. In the third paper, I analyze whether there is empirical evidence of contagion at the bank level, measuring the direction and the size of contagion transmission between European markets. In order to understand and quantify the contagion transmission on banking market, I estimate the econometric model by Aït-Sahalia et al. (2015) in which contagion is defined as the within and between countries transmission of shocks and asset returns are directly modeled as a Hawkes jump diffusion process. The empirical analysis indicates that there is a clear evidence of contagion from Greece to European countries as well as self-contagion in all countries.

Design and implementation of motorbike lean angle observers

This thesis focuses on the investigation and the implementation of different observers for the estimation of the roll angle of a motorbike. The central core of the activity is applying a Model-Based design in order to outline, simulate and implement the filters with the aim of a final comparison of the performances. This approach is crucially underlined among the chapters that articulate this document: first the design and tuning of an Extended Kalman Filter and a Complementary Filter in a pure simulation environment emphasize the most accurate choice for the particular problem. After this, several steps were performed in order to move from the aforementioned simulation environment to a real hardware application. In conclusion, several sensor configurations were tested and compared in order to highlight which sensor suite gives the best performances.

Embedding Video Object Detection Capabilities on Low-Power Nano-Drones

Our objective for this thesis work was the deployment of a Neural Network based approach for video object detection on board a nano-drone. Furthermore, we have studied some possible extensions to exploit the temporal nature of videos to improve the detection capabilities of our algorithm. For our project, we have utilized the Mobilenetv2/v3SSDLite due to their limited computational and memory requirements. We have trained our networks on the IMAGENET VID 2015 dataset and to deploy it onto the nano-drone we have used the NNtool and Autotiler tools by GreenWaves. To exploit the temporal nature of video data we have tried different approaches: the introduction of an LSTM based convolutional layer in our architecture, the introduction of a Kalman filter based tracker as a postprocessing step to augment the results of our base architecture. We have obtain a total improvement in our performances of about 2.5 mAP with the Kalman filter based method(BYTE). Our detector run on a microcontroller class processor on board the nano-drone at 1.63 fps.

Methodologies for attitude determination from MEMS sensors in vehicles

The focus of the thesis is the application of different attitude’s determination algorithms on data evaluated with MEMS sensor using a board provided by University of Bologna. MEMS sensors are a very cheap options to obtain acceleration, and angular velocity. The use of magnetometers based on Hall effect can provide further data. The disadvantage is that they have a lot of noise and drift which can affects the results. The different algorithms that have been used are: pitch and roll from accelerometer, yaw from magnetometer, attitude from gyroscope, TRIAD, QUEST, Magdwick, Mahony, Extended Kalman filter, Kalman GPS aided INS. In this work the algorithms have been rewritten to fit perfectly with the data provided from the MEMS sensor. The data collected by the board are acceleration on the three axis, angular velocity on the three axis, magnetic fields on the three axis, and latitude, longitude, and altitude from the GPS. Several tests and comparisons have been carried out installing the electric board on different vehicles operating in the air and on ground. The conclusion that can be drawn from this study is that the Magdwich filter is the best trade-off between computational capabilities required and results obtained. If attitude angles are obtained from accelerometers, gyroscopes, and magnetometer, inconsistent data are obtained for cases where high vibrations levels are noticed. On the other hand, Kalman filter based algorithms requires a high computational burden. TRIAD and QUEST algorithms doesn’t perform as well as filters.

Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises

In this paper we obtain the linear minimum mean square estimator (LMMSE) for discrete-time linear systems subject to state and measurement multiplicative noises and Markov jumps on the parameters. It is assumed that the Markov chain is not available. By using geometric arguments we obtain a Kalman type filter conveniently implementable in a recurrence form. The stationary case is also studied and a proof for the convergence of the error covariance matrix of the LMMSE to a stationary value under the assumption of mean square stability of the system and ergodicity of the associated Markov chain is obtained. It is shown that there exists a unique positive semi-definite solution for the stationary Riccati-like filter equation and, moreover, this solution is the limit of the error covariance matrix of the LMMSE. The advantage of this scheme is that it is very easy to implement and all calculations can be performed offline. (c) 2011 Elsevier Ltd. All rights reserved.

On the Kalman-Bucy filter with specified input

In a recent paper, Vathsal suggested that a new configuration had been obtained for linear filtering problems, which was distinctly different from the Kalman-Bucy filter. It is shown that this in fact is merely a special case of the filter with a specified input.

Advances in sequential data assimilation and numerical weather forecasting: an Ensemble Transform Kalman-Bucy Filter, a study on clustering in deterministic Ensemble Square Root Filters, and a test of a new time stepping scheme in an atmospheric model

This dissertation deals with aspects of sequential data assimilation (in particular ensemble Kalman filtering) and numerical weather forecasting. In the first part, the recently formulated Ensemble Kalman-Bucy (EnKBF) filter is revisited. It is shown that the previously used numerical integration scheme fails when the magnitude of the background error covariance grows beyond that of the observational error covariance in the forecast window. Therefore, we present a suitable integration scheme that handles the stiffening of the differential equations involved and doesn’t represent further computational expense. Moreover, a transform-based alternative to the EnKBF is developed: under this scheme, the operations are performed in the ensemble space instead of in the state space. Advantages of this formulation are explained. For the first time, the EnKBF is implemented in an atmospheric model. The second part of this work deals with ensemble clustering, a phenomenon that arises when performing data assimilation using of deterministic ensemble square root filters in highly nonlinear forecast models. Namely, an M-member ensemble detaches into an outlier and a cluster of M-1 members. Previous works may suggest that this issue represents a failure of EnSRFs; this work dispels that notion. It is shown that ensemble clustering can be reverted also due to nonlinear processes, in particular the alternation between nonlinear expansion and compression of the ensemble for different regions of the attractor. Some EnSRFs that use random rotations have been developed to overcome this issue; these formulations are analyzed and their advantages and disadvantages with respect to common EnSRFs are discussed. The third and last part contains the implementation of the Robert-Asselin-Williams (RAW) filter in an atmospheric model. The RAW filter is an improvement to the widely popular Robert-Asselin filter that successfully suppresses spurious computational waves while avoiding any distortion in the mean value of the function. Using statistical significance tests both at the local and field level, it is shown that the climatology of the SPEEDY model is not modified by the changed time stepping scheme; hence, no retuning of the parameterizations is required. It is found the accuracy of the medium-term forecasts is increased by using the RAW filter.

Robust control applied to power flow control in single-phase inverter with LCL filter, using droop control and D-stability

This paper proposes a new methodology to control the power flow between a distributed generator (DG) and the electrical power distribution grid. It is used the droop voltage control to manage the active and reactive power. Through this control a sinusoidal voltage reference is generated to be tracked by voltage loop and this loop generates the current reference for the current loop. The proposed control introduces feed-forward states improving the control performance in order to obtain high quality for the current injected to the grid. The controllers were obtained through the linear matrix inequalities (LMI) using the D-stability analysis to allocate the closed-loop controller poles. Therefore, the results show quick transient response with low oscillations. Thus, this paper presents the proposed control technique, the main simulation results and a prototype with 1000VA was developed in the laboratory in order to demonstrate the feasibility of the proposed control. © 2012 IEEE.

Adaptive spatio-temporal filter for low-cost camera depth maps

In this paper we present an adaptive spatio-temporal filter that aims to improve low-cost depth camera accuracy and stability over time. The proposed system is composed by three blocks that are used to build a reliable depth map of static scenes. An adaptive joint-bilateral filter is used to obtain consistent depth maps by jointly considering depth and video information and by adapting its parameters to different levels of estimated noise. Kalman filters are used to reduce the temporal random fluctuations of the measurements. Finally an interpolation algorithm is used to obtain consistent depth maps in the regions where the depth information is not available. Results show that this approach allows to considerably improve the depth maps quality by considering spatio-temporal information and by adapting its parameters to different levels of noise.