Longitudinal categorical data analysis: A continuous -time Markov chain approach

In this dissertation, we propose a continuous-time Markov chain model to examine the longitudinal data that have three categories in the outcome variable. The advantage of this model is that it permits a different number of measurements for each subject and the duration between two consecutive time points of measurements can be irregular. Using the maximum likelihood principle, we can estimate the transition probability between two time points. By using the information provided by the independent variables, this model can also estimate the transition probability for each subject. The Monte Carlo simulation method will be used to investigate the goodness of model fitting compared with that obtained from other models. A public health example will be used to demonstrate the application of this method. ^

Land Surface Temperature continuous time series from SSM/I passive microwave radiometers, over northern latitudes (Latitudes > 45°N), during summer snow free period (2000-2011), with links to NetCDF files

Remote sensing instruments are key players to map land surface temperature (LST) at large temporal and spatial scales. In this paper, we present how we combine passive microwave and thermal infrared data to estimate LST during summer snow-free periods over northern high latitudes. The methodology is based on the SSM/I-SSMIS 37 GHz measurements at both vertical and horizontal polarizations on a 25 km × 25 km grid size. LST is retrieved from brightness temperatures introducing an empirical linear relationship between emissivities at both polarizations as described in Royer and Poirier (2010). This relationship is calibrated at pixel scale, using cloud-free independent LST data from MODIS instruments. The SSM/I-SSMIS and MODIS data are synchronized by fitting a diurnal cycle model built on skin temperature reanalysis provided by the European Centre for Medium-Range Weather Forecasts (ECMWF). The resulting temperature dataset is provided at 25 km scale and at an hourly time step during the ten-year analysis period (2000-2011). This new product was locally evaluated at five experimental sites of the EU-PAGE21 project against air temperature measurements and meteorological model reanalysis, and compared to the MODIS LST product at both local and circumpolar scale. The results giving a mean RMSE of the order of 2.2 K demonstrate the usefulness of the microwave product, which is unaffected by clouds as opposed to thermal infrared products and offers a better resolution compared to model reanalysis.

Communication Middleware for Distributed Hard Real-Time Systems in Java

Distributed real-time embedded systems are becoming increasingly important to society. More demands will be made on them and greater reliance will be placed on the delivery of their services. A relevant subset of them is high-integrity or hard real-time systems, where failure can cause loss of life, environmental harm, or significant financial loss. Additionally, the evolution of communication networks and paradigms as well as the necessity of demanding processing power and fault tolerance, motivated the interconnection between electronic devices; many of the communications have the possibility of transferring data at a high speed. The concept of distributed systems emerged as systems where different parts are executed on several nodes that interact with each other via a communication network. Java’s popularity, facilities and platform independence have made it an interesting language for the real-time and embedded community. This was the motivation for the development of RTSJ (Real-Time Specification for Java), which is a language extension intended to allow the development of real-time systems. The use of Java in the development of high-integrity systems requires strict development and testing techniques. However, RTJS includes a number of language features that are forbidden in such systems. In the context of the HIJA project, the HRTJ (Hard Real-Time Java) profile was developed to define a robust subset of the language that is amenable to static analysis for high-integrity system certification. Currently, a specification under the Java community process (JSR- 302) is being developed. Its purpose is to define those capabilities needed to create safety critical applications with Java technology called Safety Critical Java (SCJ). However, neither RTSJ nor its profiles provide facilities to develop distributed realtime applications. This is an important issue, as most of the current and future systems will be distributed. The Distributed RTSJ (DRTSJ) Expert Group was created under the Java community process (JSR-50) in order to define appropriate abstractions to overcome this problem. Currently there is no formal specification. The aim of this thesis is to develop a communication middleware that is suitable for the development of distributed hard real-time systems in Java, based on the integration between the RMI (Remote Method Invocation) model and the HRTJ profile. It has been designed and implemented keeping in mind the main requirements such as the predictability and reliability in the timing behavior and the resource usage. iThe design starts with the definition of a computational model which identifies among other things: the communication model, most appropriate underlying network protocols, the analysis model, and a subset of Java for hard real-time systems. In the design, the remote references are the basic means for building distributed applications which are associated with all non-functional parameters and resources needed to implement synchronous or asynchronous remote invocations with real-time attributes. The proposed middleware separates the resource allocation from the execution itself by defining two phases and a specific threading mechanism that guarantees a suitable timing behavior. It also includes mechanisms to monitor the functional and the timing behavior. It provides independence from network protocol defining a network interface and modules. The JRMP protocol was modified to include two phases, non-functional parameters, and message size optimizations. Although serialization is one of the fundamental operations to ensure proper data transmission, current implementations are not suitable for hard real-time systems and there are no alternatives. This thesis proposes a predictable serialization that introduces a new compiler to generate optimized code according to the computational model. The proposed solution has the advantage of allowing us to schedule the communications and to adjust the memory usage at compilation time. In order to validate the design and the implementation a demanding validation process was carried out with emphasis in the functional behavior, the memory usage, the processor usage (the end-to-end response time and the response time in each functional block) and the network usage (real consumption according to the calculated consumption). The results obtained in an industrial application developed by Thales Avionics (a Flight Management System) and in exhaustive tests show that the design and the prototype are reliable for industrial applications with strict timing requirements. Los sistemas empotrados y distribuidos de tiempo real son cada vez más importantes para la sociedad. Su demanda aumenta y cada vez más dependemos de los servicios que proporcionan. Los sistemas de alta integridad constituyen un subconjunto de gran importancia. Se caracterizan por que un fallo en su funcionamiento puede causar pérdida de vidas humanas, daños en el medio ambiente o cuantiosas pérdidas económicas. La necesidad de satisfacer requisitos temporales estrictos, hace más complejo su desarrollo. Mientras que los sistemas empotrados se sigan expandiendo en nuestra sociedad, es necesario garantizar un coste de desarrollo ajustado mediante el uso técnicas adecuadas en su diseño, mantenimiento y certificación. En concreto, se requiere una tecnología flexible e independiente del hardware. La evolución de las redes y paradigmas de comunicación, así como la necesidad de mayor potencia de cómputo y de tolerancia a fallos, ha motivado la interconexión de dispositivos electrónicos. Los mecanismos de comunicación permiten la transferencia de datos con alta velocidad de transmisión. En este contexto, el concepto de sistema distribuido ha emergido como sistemas donde sus componentes se ejecutan en varios nodos en paralelo y que interactúan entre ellos mediante redes de comunicaciones. Un concepto interesante son los sistemas de tiempo real neutrales respecto a la plataforma de ejecución. Se caracterizan por la falta de conocimiento de esta plataforma durante su diseño. Esta propiedad es relevante, por que conviene que se ejecuten en la mayor variedad de arquitecturas, tienen una vida media mayor de diez anos y el lugar ˜ donde se ejecutan puede variar. El lenguaje de programación Java es una buena base para el desarrollo de este tipo de sistemas. Por este motivo se ha creado RTSJ (Real-Time Specification for Java), que es una extensión del lenguaje para permitir el desarrollo de sistemas de tiempo real. Sin embargo, RTSJ no proporciona facilidades para el desarrollo de aplicaciones distribuidas de tiempo real. Es una limitación importante dado que la mayoría de los actuales y futuros sistemas serán distribuidos. El grupo DRTSJ (DistributedRTSJ) fue creado bajo el proceso de la comunidad de Java (JSR-50) con el fin de definir las abstracciones que aborden dicha limitación, pero en la actualidad aun no existe una especificacion formal. El objetivo de esta tesis es desarrollar un middleware de comunicaciones para el desarrollo de sistemas distribuidos de tiempo real en Java, basado en la integración entre el modelo de RMI (Remote Method Invocation) y el perfil HRTJ. Ha sido diseñado e implementado teniendo en cuenta los requisitos principales, como la predecibilidad y la confiabilidad del comportamiento temporal y el uso de recursos. El diseño parte de la definición de un modelo computacional el cual identifica entre otras cosas: el modelo de comunicaciones, los protocolos de red subyacentes más adecuados, el modelo de análisis, y un subconjunto de Java para sistemas de tiempo real crítico. En el diseño, las referencias remotas son el medio básico para construcción de aplicaciones distribuidas las cuales son asociadas a todos los parámetros no funcionales y los recursos necesarios para la ejecución de invocaciones remotas síncronas o asíncronas con atributos de tiempo real. El middleware propuesto separa la asignación de recursos de la propia ejecución definiendo dos fases y un mecanismo de hebras especifico que garantiza un comportamiento temporal adecuado. Además se ha incluido mecanismos para supervisar el comportamiento funcional y temporal. Se ha buscado independencia del protocolo de red definiendo una interfaz de red y módulos específicos. También se ha modificado el protocolo JRMP para incluir diferentes fases, parámetros no funcionales y optimizaciones de los tamaños de los mensajes. Aunque la serialización es una de las operaciones fundamentales para asegurar la adecuada transmisión de datos, las actuales implementaciones no son adecuadas para sistemas críticos y no hay alternativas. Este trabajo propone una serialización predecible que ha implicado el desarrollo de un nuevo compilador para la generación de código optimizado acorde al modelo computacional. La solución propuesta tiene la ventaja que en tiempo de compilación nos permite planificar las comunicaciones y ajustar el uso de memoria. Con el objetivo de validar el diseño e implementación se ha llevado a cabo un exigente proceso de validación con énfasis en: el comportamiento funcional, el uso de memoria, el uso del procesador (tiempo de respuesta de extremo a extremo y en cada uno de los bloques funcionales) y el uso de la red (consumo real conforme al estimado). Los buenos resultados obtenidos en una aplicación industrial desarrollada por Thales Avionics (un sistema de gestión de vuelo) y en las pruebas exhaustivas han demostrado que el diseño y el prototipo son fiables para aplicaciones industriales con estrictos requisitos temporales.

A new generation of real-time systems in the JET tokamak

Recently a new recipe for developing and deploying real-time systems has become increasingly adopted in the JET tokamak. Powered by the advent of x86 multi-core technology and the reliability of the JET’s well established Real-Time Data Network (RTDN) to handle all real-time I/O, an official Linux vanilla kernel has been demonstrated to be able to provide realtime performance to user-space applications that are required to meet stringent timing constraints. In particular, a careful rearrangement of the Interrupt ReQuests’ (IRQs) affinities together with the kernel’s CPU isolation mechanism allows to obtain either soft or hard real-time behavior depending on the synchronization mechanism adopted. Finally, the Multithreaded Application Real-Time executor (MARTe) framework is used for building applications particularly optimised for exploring multicore architectures. In the past year, four new systems based on this philosophy have been installed and are now part of the JET’s routine operation. The focus of the present work is on the configuration and interconnection of the ingredients that enable these new systems’ real-time capability and on the impact that JET’s distributed real-time architecture has on system engineering requirements, such as algorithm testing and plant commissioning. Details are given about the common real-time configuration and development path of these systems, followed by a brief description of each system together with results regarding their real-time performance. A cycle time jitter analysis of a user-space MARTe based application synchronising over a network is also presented. The goal is to compare its deterministic performance while running on a vanilla and on a Messaging Real time Grid (MRG) Linux kernel.

Logic-Based Outer Approximation for the Design of Discrete-Continuous Dynamic Systems with Implicit Discontinuities

We address the optimization of discrete-continuous dynamic optimization problems using a disjunctive multistage modeling framework, with implicit discontinuities, which increases the problem complexity since the number of continuous phases and discrete events is not known a-priori. After setting a fixed alternative sequence of modes, we convert the infinite-dimensional continuous mixed-logic dynamic (MLDO) problem into a finite dimensional discretized GDP problem by orthogonal collocation on finite elements. We use the Logic-based Outer Approximation algorithm to fully exploit the structure of the GDP representation of the problem. This modelling framework is illustrated with an optimization problem with implicit discontinuities (diver problem).

Subgeometric rates of convergence for a class of continuous-time Markov process

Let (Phi(t))(t is an element of R+) be a Harris ergodic continuous-time Markov process on a general state space, with invariant probability measure pi. We investigate the rates of convergence of the transition function P-t(x, (.)) to pi; specifically, we find conditions under which r(t) vertical bar vertical bar P-t (x, (.)) - pi vertical bar vertical bar -> 0 as t -> infinity, for suitable subgeometric rate functions r(t), where vertical bar vertical bar - vertical bar vertical bar denotes the usual total variation norm for a signed measure. We derive sufficient conditions for the convergence to hold, in terms of the existence of suitable points on which the first hitting time moments are bounded. In particular, for stochastically ordered Markov processes, explicit bounds on subgeometric rates of convergence are obtained. These results are illustrated in several examples.

Towards platform-independent real-time systems

Real-time software systems are rarely developed once and left to run. They are subject to changes of requirements as the applications they support expand, and they commonly outlive the platforms they were designed to run on. A successful real-time system is duplicated and adapted to a variety of applications - it becomes a product line. Current methods for real-time software development are commonly based on low-level programming languages and involve considerable duplication of effort when a similar system is to be developed or the hardware platform changes. To provide more dependable, flexible and maintainable real-time systems at a lower cost what is needed is a platform-independent approach to real-time systems development. The development process is composed of two phases: a platform-independent phase, that defines the desired system behaviour and develops a platform-independent design and implementation, and a platform-dependent phase that maps the implementation onto the target platform. The last phase should be highly automated. For critical systems, assessing dependability is crucial. The partitioning into platform dependent and independent phases has to support verification of system properties through both phases.

The design of robust protocols for distributed real-time systems

Modern distributed control systems comprise of a set of processors which are interconnected using a suitable communication network. For use in real-time control environments, such systems must be deterministic and generate specified responses within critical timing constraints. Also, they should be sufficiently robust to survive predictable events such as communication or processor faults. This thesis considers the problem of coordinating and synchronizing a distributed real-time control system under normal and abnormal conditions. Distributed control systems need to periodically coordinate the actions of several autonomous sites. Often the type of coordination required is the all or nothing property of an atomic action. Atomic commit protocols have been used to achieve this atomicity in distributed database systems which are not subject to deadlines. This thesis addresses the problem of applying time constraints to atomic commit protocols so that decisions can be made within a deadline. A modified protocol is proposed which is suitable for real-time applications. The thesis also addresses the problem of ensuring that atomicity is provided even if processor or communication failures occur. Previous work has considered the design of atomic commit protocols for use in non time critical distributed database systems. However, in a distributed real-time control system a fault must not allow stringent timing constraints to be violated. This thesis proposes commit protocols using synchronous communications which can be made resilient to a single processor or communication failure and still satisfy deadlines. Previous formal models used to design commit protocols have had adequate state coverability but have omitted timing properties. They also assumed that sites communicated asynchronously and omitted the communications from the model. Timed Petri nets are used in this thesis to specify and design the proposed protocols which are analysed for consistency and timeliness. Also the communication system is mcxielled within the Petri net specifications so that communication failures can be included in the analysis. Analysis of the Timed Petri net and the associated reachability tree is used to show the proposed protocols always terminate consistently and satisfy timing constraints. Finally the applications of this work are described. Two different types of applications are considered, real-time databases and real-time control systems. It is shown that it may be advantageous to use synchronous communications in distributed database systems, especially if predictable response times are required. Emphasis is given to the application of the developed commit protocols to real-time control systems. Using the same analysis techniques as those used for the design of the protocols it can be shown that the overall system performs as expected both functionally and temporally.

The development of hard real-time systems using a formal approach

Hard real-time systems are a class of computer control systems that must react to demands of their environment by providing `correct' and timely responses. Since these systems are increasingly being used in systems with safety implications, it is crucial that they are designed and developed to operate in a correct manner. This thesis is concerned with developing formal techniques that allow the specification, verification and design of hard real-time systems. Formal techniques for hard real-time systems must be capable of capturing the system's functional and performance requirements, and previous work has proposed a number of techniques which range from the mathematically intensive to those with some mathematical content. This thesis develops formal techniques that contain both an informal and a formal component because it is considered that the informality provides ease of understanding and the formality allows precise specification and verification. Specifically, the combination of Petri nets and temporal logic is considered for the specification and verification of hard real-time systems. Approaches that combine Petri nets and temporal logic by allowing a consistent translation between each formalism are examined. Previously, such techniques have been applied to the formal analysis of concurrent systems. This thesis adapts these techniques for use in the modelling, design and formal analysis of hard real-time systems. The techniques are applied to the problem of specifying a controller for a high-speed manufacturing system. It is shown that they can be used to prove liveness and safety properties, including qualitative aspects of system performance. The problem of verifying quantitative real-time properties is addressed by developing a further technique which combines the formalisms of timed Petri nets and real-time temporal logic. A unifying feature of these techniques is the common temporal description of the Petri net. A common problem with Petri net based techniques is the complexity problems associated with generating the reachability graph. This thesis addresses this problem by using concurrency sets to generate a partial reachability graph pertaining to a particular state. These sets also allows each state to be checked for the presence of inconsistencies and hazards. The problem of designing a controller for the high-speed manufacturing system is also considered. The approach adopted mvolves the use of a model-based controller: This type of controller uses the Petri net models developed, thus preservIng the properties already proven of the controller. It. also contains a model of the physical system which is synchronised to the real application to provide timely responses. The various way of forming the synchronization between these processes is considered and the resulting nets are analysed using concurrency sets.