Fast smoothing in switching approximations of non-linear and non-Gaussian models

International audienceStatistical smoothing in general non-linear non-Gaussian systems is a challenging problem. A new smoothing method based on approximating the original system by a recent switching model has been introduced. Such switching model allows fast and optimal smoothing. The new algorithm is validated through an application on stochastic volatility and dynamic beta models. Simulation experiments indicate its remarkable performances and low processing cost. In practice, the proposed approach can overcome the limitations of particle smoothing methods and may apply where their usage is discarded

Enhancement of pure titanium localized corrosion resistance by anodic oxidation

The corrosion behavior of commercially pure titanium (UNS R50400) was investigated in presence of aggressive, bromides containing, species; reported to cause severer localized corrosion compared to chlorides. To enhance localized corrosion resistance of the metal, several surface treatments were performed. Samples anodized at potentials between 10 V and 200 V were characterized in term of oxide thickness and morphology and tested with potentiodynamic analyses in NH4Br. This treatment was found to greatly enhance corrosion resistance of titanium but it suffers localized removal of the oxide due to wrong handling of the part before their installation. For this reason, another treatment, suitable for in-situ surface recovering was developed through chemical oxidation in NaOH 10 M

Analytic solutions for free vibration analysis of laminated beams in three-dimensional statement

In this research we consider free vibrations of laminated beams in terms of three-dimensional linear theory of elasticity. Analytic solutions for natural frequencies of laminated beams are obtained by using an asymptotic splitting method. The results were compared with classical Euler“Bernoulli beam theory and Timoshenko beam theory

Analytic solutions for free vibration analysis of laminated beams in three-dimensional statement

In this research we consider free vibrations of laminated beams in terms of three-dimensional linear theory of elasticity. Analytic solutions for natural frequencies of laminated beams are obtained by using an asymptotic splitting method. The results were compared with classical Euler“Bernoulli beam theory and Timoshenko beam theory

Estimation bayésienne dans les modèles de Markov partiellement observés

This thesis addresses the Bayesian estimation of hybrid-valued state variables in time series. The probability density function of a hybrid-valued random variable has a finite-discrete component and a continuous component. Diverse general algorithms for state estimation in partially observable Markov processesare introduced. These algorithms are compared with the sequential Monte-Carlo methods from a theoretical and a practical viewpoint. The main result is that the proposed methods require less processing time compared to the classic Monte-Carlo methodsCette thèse porte sur l'estimation bayésienne d'état dans les séries temporelles modélisées à l'aide des variables latentes hybrides, c'est-à-dire dont la densité admet une composante discrète-finie et une composante continue. Des algorithmes généraux d'estimation des variables d'états dans les modèles de Markov partiellement observés à états hybrides sont proposés et comparés avec les méthodes de Monte-Carlo séquentielles sur un plan théorique et appliqué. Le résultat principal est que ces algorithmes permettent de réduire significativement le coût de calcul par rapport aux méthodes de Monte-Carlo séquentielles classique