Essays on numerically efficient inference in nonlinear and non-Gaussian state space models, and commodity market analysis.

The first two articles build procedures to simulate vector of univariate states and estimate parameters in nonlinear and non Gaussian state space models. We propose state space speci fications that offer more flexibility in modeling dynamic relationship with latent variables. Our procedures are extension of the HESSIAN method of McCausland[2012]. Thus, they use approximation of the posterior density of the vector of states that allow to : simulate directly from the state vector posterior distribution, to simulate the states vector in one bloc and jointly with the vector of parameters, and to not allow data augmentation. These properties allow to build posterior simulators with very high relative numerical efficiency. Generic, they open a new path in nonlinear and non Gaussian state space analysis with limited contribution of the modeler. The third article is an essay in commodity market analysis. Private firms coexist with farmers' cooperatives in commodity markets in subsaharan african countries. The private firms have the biggest market share while some theoretical models predict they disappearance once confronted to farmers cooperatives. Elsewhere, some empirical studies and observations link cooperative incidence in a region with interpersonal trust, and thus to farmers trust toward cooperatives. We propose a model that sustain these empirical facts. A model where the cooperative reputation is a leading factor determining the market equilibrium of a price competition between a cooperative and a private firm

Space and time characterization of laser-induced plasmas for applications in chemical analysis and thin film deposition

Après des décennies de développement, l'ablation laser est devenue une technique importante pour un grand nombre d'applications telles que le dépôt de couches minces, la synthèse de nanoparticules, le micro-usinage, l’analyse chimique, etc. Des études expérimentales ainsi que théoriques ont été menées pour comprendre les mécanismes physiques fondamentaux mis en jeu pendant l'ablation et pour déterminer l’effet de la longueur d'onde, de la durée d'impulsion, de la nature de gaz ambiant et du matériau de la cible. La présente thèse décrit et examine l'importance relative des mécanismes physiques qui influencent les caractéristiques des plasmas d’aluminium induits par laser. Le cadre général de cette recherche forme une étude approfondie de l'interaction entre la dynamique de la plume-plasma et l’atmosphère gazeuse dans laquelle elle se développe. Ceci a été réalisé par imagerie résolue temporellement et spatialement de la plume du plasma en termes d'intensité spectrale, de densité électronique et de température d'excitation dans différentes atmosphères de gaz inertes tel que l’Ar et l’He et réactifs tel que le N2 et ce à des pressions s’étendant de 10‾7 Torr (vide) jusqu’à 760 Torr (pression atmosphérique). Nos résultats montrent que l'intensité d'émission de plasma dépend généralement de la nature de gaz et qu’elle est fortement affectée par sa pression. En outre, pour un délai temporel donné par rapport à l'impulsion laser, la densité électronique ainsi que la température augmentent avec la pression de gaz, ce qui peut être attribué au confinement inertiel du plasma. De plus, on observe que la densité électronique est maximale à proximité de la surface de la cible où le laser est focalisé et qu’elle diminue en s’éloignant (axialement et radialement) de cette position. Malgré la variation axiale importante de la température le long du plasma, on trouve que sa variation radiale est négligeable. La densité électronique et la température ont été trouvées maximales lorsque le gaz est de l’argon et minimales pour l’hélium, tandis que les valeurs sont intermédiaires dans le cas de l’azote. Ceci tient surtout aux propriétés physiques et chimiques du gaz telles que la masse des espèces, leur énergie d'excitation et d'ionisation, la conductivité thermique et la réactivité chimique. L'expansion de la plume du plasma a été étudiée par imagerie résolue spatio-temporellement. Les résultats montrent que la nature de gaz n’affecte pas la dynamique de la plume pour des pressions inférieures à 20 Torr et pour un délai temporel inférieur à 200 ns. Cependant, pour des pressions supérieures à 20 Torr, l'effet de la nature du gaz devient important et la plume la plus courte est obtenue lorsque la masse des espèces du gaz est élevée et lorsque sa conductivité thermique est relativement faible. Ces résultats sont confirmés par la mesure de temps de vol de l’ion Al+ émettant à 281,6 nm. D’autre part, on trouve que la vitesse de propagation des ions d’aluminium est bien définie juste après l’ablation et près de la surface de la cible. Toutefois, pour un délai temporel important, les ions, en traversant la plume, se thermalisent grâce aux collisions avec les espèces du plasma et du gaz.

Development of Free Space Method for Material Characterisation and GPR Study & A Case Study on Biological Samples

The thesis mainly focuses on material characterization in different environments: freely available samples taken in planar fonn, biological samples available in small quantities and buried objects.Free space method, finds many applications in the fields of industry, medicine and communication. As it is a non-contact method, it can be employed for monitoring the electrical properties of materials moving through a conveyor belt in real time. Also, measurement on such systems at high temperature is possible. NID theory can be applied to the characterization of thin films. Dielectric properties of thin films deposited on any dielectric substrate can be determined. ln chemical industry, the stages of a chemical reaction can be monitored online. Online monitoring will be more efficient as it saves time and avoids risk of sample collection.Dielectric contrast is one of the main factors, which decides the detectability of a system. lt could be noted that the two dielectric objects of same dielectric constant 3.2 (s, of plastic mine) placed in a medium of dielectric constant 2.56 (er of sand) could even be detected employing the time domain analysis of the reflected signal. This type of detection finds strategic importance as it provides solution to the problem of clearance of non-metallic mines. The demining of these mines using the conventional techniques had been proved futile. The studies on the detection of voids and leakage in pipes find many applications.The determined electrical properties of tissues can be used for numerical modeling of cells, microwave imaging, SAR test etc. All these techniques need the accurate determination of dielectric constant. ln the modem world, the use of cellular and other wireless communication systems is booming up. At the same time people are concemed about the hazardous effects of microwaves on living cells. The effect is usually studied on human phantom models. The construction of the models requires the knowledge of the dielectric parameters of the various body tissues. lt is in this context that the present study gains significance. The case study on biological samples shows that the properties of normal and infected body tissues are different. Even though the change in the dielectric properties of infected samples from that of normal one may not be a clear evidence of an ailment, it is an indication of some disorder.ln medical field, the free space method may be adapted for imaging the biological samples. This method can also be used in wireless technology. Evaluation of electrical properties and attenuation of obstacles in the path of RF waves can be done using free waves. An intelligent system for controlling the power output or frequency depending on the feed back values of the attenuation may be developed.The simulation employed in GPR can be extended for the exploration of the effects due to the factors such as the different proportion of water content in the soil, the level and roughness of the soil etc on the reflected signal. This may find applications in geological explorations. ln the detection of mines, a state-of-the art technique for scanning and imaging an active mine field can be developed using GPR. The probing antenna can be attached to a robotic arm capable of three degrees of rotation and the whole detecting system can be housed in a military vehicle. In industry, a system based on the GPR principle can be developed for monitoring liquid or gas through a pipe, as pipe with and without the sample gives different reflection responses. lt may also be implemented for the online monitoring of different stages of extraction and purification of crude petroleum in a plant.Since biological samples show fluctuation in the dielectric nature with time and other physiological conditions, more investigation in this direction should be done. The infected cells at various stages of advancement and the normal cells should be analysed. The results from these comparative studies can be utilized for the detection of the onset of such diseases. Studying the properties of infected tissues at different stages, the threshold of detectability of infected cells can be determined.

Discovering similarities in the time use patterns of the Spanish Autonomous Communities by Fuzzy techniques

In 2000 the European Statistical Office published the guidelines for developing the Harmonized European Time Use Surveys system. Under such a unified framework, the first Time Use Survey of national scope was conducted in Spain during 2002– 03. The aim of these surveys is to understand human behavior and the lifestyle of people. Time allocation data are of compositional nature in origin, that is, they are subject to non-negativity and constant-sum constraints. Thus, standard multivariate techniques cannot be directly applied to analyze them. The goal of this work is to identify homogeneous Spanish Autonomous Communities with regard to the typical activity pattern of their respective populations. To this end, fuzzy clustering approach is followed. Rather than the hard partitioning of classical clustering, where objects are allocated to only a single group, fuzzy method identify overlapping groups of objects by allowing them to belong to more than one group. Concretely, the probabilistic fuzzy c-means algorithm is conveniently adapted to deal with the Spanish Time Use Survey microdata. As a result, a map distinguishing Autonomous Communities with similar activity pattern is drawn. Key words: Time use data, Fuzzy clustering; FCM; simplex space; Aitchison distance

A calibrated, non-invasive method for measuring the internal interface height field at high resolution in the rotating, two-layer annulus

We describe a remote sensing method for measuring the internal interface height field in a rotating, two-layer annulus laboratory experiment. The method is non-invasive, avoiding the possibility of an interaction between the flow and the measurement device. The height fields retrieved are accurate and highly resolved in both space and time. The technique is based on a flow visualization method developed by previous workers, and relies upon the optical rotation properties of the working liquids. The previous methods returned only qualitative interface maps, however. In the present study, a technique is developed for deriving quantitative maps by calibrating height against the colour fields registered by a camera which views the flow from above. We use a layer-wise torque balance analysis to determine the equilibrium interface height field analytically, in order to derive the calibration curves. With the current system, viewing an annulus of outer radius 125 mm and depth 250 mm from a distance of 2 m, the inferred height fields have horizontal, vertical and temporal resolutions of up to 0.2 mm, 1 mm and 0.04 s, respectively.

Risk of foot and mouth disease associated with proximity in space and time to infected premises and the implications for control policy during the 2001 epidemic in Cumbria

An analysis was made that calculated the risk of disease for premises in the most heavily affected parts of the county of Cumbria during the foot-and-mouth disease epidemic in the UK in 2001. In over half the cases the occurrence of the disease was not directly attributable to a recently infected premises being located within 1.5 km. Premises more than 1.5 km from recently infected premises faced sufficiently high infection risks that culling within a 1.5 km radius of the infected premises alone could not have prevented the progress of the epidemic. A comparison of the final outcome in two areas of the county, south Penrith and north Cumbria, indicated that focusing on controlling the potential spread of the disease over short distances by culling premises contiguous to infected premises, while the disease continued to spread over longer distances, may have resulted in excessive numbers of premises being culled. Even though the contiguous cull in south Penrith appeared to have resulted in a smaller proportion of premises becoming infected, the overall proportion of premises culled was considerably greater than in north Cumbria, where, because of staff and resource limitations, a smaller proportion of premises contiguous to infected premises was culled

Integrating control systems defined on the frame bundles of the space forms

This paper considers left-invariant control systems defined on the orthonormal frame bundles of simply connected manifolds of constant sectional curvature, namely the space forms Euclidean space E-3, the sphere S-3 and Hyperboloid H-3 with the corresponding frame bundles equal to the Euclidean group of motions SE(3), the rotation group SO(4) and the Lorentz group SO(1, 3). Orthonormal frame bundles of space forms coincide with their isometry groups and therefore the focus shifts to left-invariant control systems defined on Lie groups. In this paper a method for integrating these systems is given where the controls are time-independent. In the Euclidean case the elements of the Lie algebra se(3) are often referred to as twists. For constant twist motions, the corresponding curves g(t) is an element of SE(3) are known as screw motions, given in closed form by using the well known Rodrigues' formula. However, this formula is only applicable to the Euclidean case. This paper gives a method for computing the non-Euclidean screw motions in closed form. This involves decoupling the system into two lower dimensional systems using the double cover properties of Lie groups, then the lower dimensional systems are solved explicitly in closed form.

State-space model identification of a wireless THz network

We model the large scale fading of wireless THz communications links deployed in a metropolitan area taking into account reception through direct line of sight, ground or wall reflection and diffraction. The movement of the receiver in the three dimensions is modelled by an autonomous dynamic linear system in state-space whereas the geometric relations involved in the attenuation and multi-path propagation of the electric field are described by a static non-linear mapping. A subspace algorithm in conjunction with polynomial regression is used to identify a Wiener model from time-domain measurements of the field intensity.

Neurofuzzy control using Kalman filtering state feedback with coloured noise for unknown non-linear processes

This paper presents a controller design scheme for a priori unknown non-linear dynamical processes that are identified via an operating point neurofuzzy system from process data. Based on a neurofuzzy design and model construction algorithm (NeuDec) for a non-linear dynamical process, a neurofuzzy state-space model of controllable form is initially constructed. The control scheme based on closed-loop pole assignment is then utilized to ensure the time invariance and linearization of the state equations so that the system stability can be guaranteed under some mild assumptions, even in the presence of modelling error. The proposed approach requires a known state vector for the application of pole assignment state feedback. For this purpose, a generalized Kalman filtering algorithm with coloured noise is developed on the basis of the neurofuzzy state-space model to obtain an optimal state vector estimation. The derived controller is applied in typical output tracking problems by minimizing the tracking error. Simulation examples are included to demonstrate the operation and effectiveness of the new approach.

Switching on a two-dimensional time-harmonic scalar wave in the presence of a diffracting edge

This paper concerns the switching on of two-dimensional time-harmonic scalar waves. We first review the switch-on problem for a point source in free space, then proceed to analyse the analogous problem for the diffraction of a plane wave by a half-line (the ‘Sommerfeld problem’), determining in both cases the conditions under which the field is well-approximated by the solution of the corresponding frequency domain problem. In both cases the rate of convergence to the frequency domain solution is found to be dependent on the strength of the singularity on the leading wavefront. In the case of plane wave diffraction at grazing incidence the frequency domain solution is immediately attained along the shadow boundary after the arrival of the leading wavefront. The case of non-grazing incidence is also considered.

Approximation of non-autonomous dynamic systems by continuous time recurrent neural networks

This work provides a framework for the approximation of a dynamic system of the form x˙=f(x)+g(x)u by dynamic recurrent neural network. This extends previous work in which approximate realisation of autonomous dynamic systems was proven. Given certain conditions, the first p output neural units of a dynamic n-dimensional neural model approximate at a desired proximity a p-dimensional dynamic system with n>p. The neural architecture studied is then successfully implemented in a nonlinear multivariable system identification case study.