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Testing for Evolving Informational Efficiency in Tehran Stock Exchange Market
, M.Sc. Thesis Sharif University of Technology ; Keshavarz Haddad, Gholamreza (Supervisor)
Abstract
Evolving Informational Efficiency in financial markets is of a significant role in the financial economic development. The present research is an endeavour to test the efficiency improvement in Tehran stock exchange by a GARCH-M model which is estimated by Kalman Filter technique. To conduct the estimation and tests, we have used daily data (over 1384-1388) on the return of Bank and Financial intermediaries, Metal groups and the main index of TSE. The findings show that the information inefficiency hypothesis can not be rejected, although any noticeable improvements are not observed in the inefficiency trend of the financial time series, the level of inefficiency trends are rather different...
Ambient Vibrations Effect on Sensitive Equipment Using Passive and Active Control Method
, M.Sc. Thesis Sharif University of Technology ; Bakhshi, Ali (Supervisor)
Abstract
Today, with improvements in industries such as the sensitive equipment’ industries and the optics industries which need great precision for their optimum performance, the need for a vibration-free environment is felt more than ever. The main objective in this thesis is the effective reduction of the effects of ambient vibrations on points on an optical concrete table using active control. In this research, other than separating the table with the passive method, the reduction of vibrations with active control and the LQR algorithm is investigated. In order to study the dynamic characteristics of the table and to observe the active control process better and more carefully, finite element...
Reconstruction of Medical Images Using Kalman Filter
, M.Sc. Thesis Sharif University of Technology ; Manzuri Shalmani, Mohammad Taghi (Supervisor) ; Ghorshi, Mohammad Ali (Supervisor)
Abstract
Medical images contain information about vital organic tissues inside of the human body and are widely used for diagnoses of diseases or for surgical purposes. Image Reconstruction is essential for medical imaging for medical systems like suppression of noise or de-blurring from projections in order to have images with better quality and contrast. Due to the vital role of image reconstruction in medical sciences the corresponding algorithms with better efficiency and higher speed is preferable. Most algorithms in the field of image reconstruction are operated in frequency domain such as the filtered back projection which is a popular algorithm for the reconstruction of the medical images. In...
Control of Car-Like Multi Robots for Following and Hunting of Moving Target
, M.Sc. Thesis Sharif University of Technology ; Sayyaadi, Hassan (Supervisor) ; Salarieh, Hassan (Co-Advisor)
Abstract
The main purpose of the present thesis is to establish a decentralized controller for some car–like multi robots to follow and hunt moving targets. Robots are very similar to actual cars considering geometric dimensions, mass and moment of inertia and so on; and outputs of the controller are steering-wheel and driving-wheel torques appropriately. Dynamics of the moving target is so that it escapes from the robots. Robots are equipped with antenna for getting wireless sensory signals, including range and bearing sensors. Kalman filter is used for estimation the target relative position and speed and robots state variables. The controller is designed for doing the above mentioned group...
Comparison Of Various Models Proposed for Blood Glucose Level Prediction in Patients with Type 1 Diabetes to Obtain Optimal Insulin Injection Scenario
, M.Sc. Thesis Sharif University of Technology ; B. Boozarjomehry, Ramein (Supervisor)
Abstract
Diabetes is one of the most epidemic metabolic disease which needs to be controlled through medications. The main objective of this study is to model and control diabetes type1 with exercise. It is important to choose an appropriate yet simple model based on which the design of the controller is accomplished (Bergman model is the one which is appropriate for this purpose). On the other hand, a comprehensive model which is used as the virtual patient has been chosen to assess the performance of the controller designed based on simple mode. The chosen comprehensive model is Cinar’s model. A good control of diabetes was achieved when the glucose blood (GB) of the two models almost had the same...
Development of Integrated Navigation Algorithm Based on the Integration of INS, GPS, Altimeter Using Particle Filters
, M.Sc. Thesis Sharif University of Technology ; Salarieh, Hassan (Supervisor) ; Alasti, Aria (Supervisor)
Abstract
Over the past years, several approaches have been used for navigation. Along with the advancement of technology, complicated navigation systems such as inertial navigation system and global positioning system have been employed. These navigation systems have their own strengths and weaknesses. To improve overall system performance they are integrated together as one system.
Presented research aims at developing the integrated navigation system through particle filters. In this study, after a brief overview of the data integration techniques, several techniques which are more common and have better performance than others are examined. This contribution concentrates on filtering methods...
Presented research aims at developing the integrated navigation system through particle filters. In this study, after a brief overview of the data integration techniques, several techniques which are more common and have better performance than others are examined. This contribution concentrates on filtering methods...
Heading angle Observability Enhancement in Visual Inertial Navigation via addition of Magnetometer for GPS Denied Environment
, M.Sc. Thesis Sharif University of Technology ; Pourtakdoust, Hossein (Supervisor)
Abstract
In this thesis, a method is presented for improving the observability of the heading angle in a UAV when using the Visual-Inertial navigation algorithm MSCKF by adding a magnetometer sensor. The proposed algorithm serves as a complementary extension to the primary algorithm, and efforts have been made to seamlessly integrate the magnetometer sensor into the primary algorithm to allow for easy modifications to the sensor's characteristics and to observe the resulting output in system simulations. Improving the observability of the heading angle will lead to an enhancement in the overall system state estimation. To achieve this, a new update stage is added to the existing algorithm....
Cooperative Estimation of Agile Target Acceleration Using Extended Kalman Filter for Use in Advanced Guidance Laws
, M.Sc. Thesis Sharif University of Technology ; Saghafi, Fariborz (Supervisor)
Abstract
In this document, the cooperative estimation of states between two interceptors and one target is expressed in order to evaluate the effect of information sharing in different situations on the estimation performance. Due to the importance of the proper estimation of the target acceleration in advanced navigation rules, the main focus of the document is on a more precise estimation of the absolute states of the target. For this purpose, a filter based on the extended Kalman filter was used as an estimator, and to evaluate the promotion of the estimation performance, the combination of measured data was used in two different ways. Matlab Simulink is the simulation software used. The dynamics...
Detection of High Frequency Oscillations in EEG Recordings
, M.Sc. Thesis Sharif University of Technology ; Shamsollahi, Mohammad Bagher (Supervisor)
Abstract
EEG Signal Processing has really important role in study of nerves system and nervous diseases. In most applications, signals occur in the frequency band ranging below 100 Hz are considered. In this study, the higher frequency components of the signal, especially in patients with epilepsy, reported which they are called high frequency oscillations (HFOs). Some sources considered that HFOs are up to 1000 Hz and some other considered up to 2500 Hz. In study of HFOs, the high frequencies between 100 and 200 Hz that are called ripple and seen in normal mode are separated from the faster frequencies from 200 to 500 Hz and these components can accurately help to detect epileptic foci generator (to...
Design and Optimization of Positioning System for Hull Crawling Robot
, M.Sc. Thesis Sharif University of Technology ; Khorasanchi, Mahdi (Supervisor) ; Tabeshpour, Mohammad Reza (Supervisor)
Abstract
The hulls of various ships are exposed to the problem of biofoulings on the hull after a period of time due to use in the salt water environment of the sea and the existence of suitable conditions for the growth of marine plants, so that the ship after about one month of stopping in the port, in order to start the activity again, it is necessary to clean the hull from these biofoulings. The ship will be transported to the dry dock for cleaning only when it is heavily involved in biofoulings on the hull, and in the meantime, it must be periodically cleaned in water by other systems, including the diver and robotic systems.Using a robotic system to perform this operation has various...
Use of Data Assimilation Methods for Multiphase Flow in Porous Media
, M.Sc. Thesis Sharif University of Technology ; Rajabi Ghahnavieh, Abbas (Supervisor) ; Bazargan, Hamid (Co-Supervisor)
Abstract
The importance of optimizing the extraction process of available resources increases each day due to the increasing energy consumption and the lack of energy resources. Oil and gas are one of the most important sources of energy. Although existing oil and gas resources are thought to be sufficient to meet the growing energy demand for the next few decades, given the non-renewable nature of these resources and the growing demand for oil and gas, it will become much harder to meet the future energy demand. Many existing oil fields are now in the process of maturing, and the discovery of large new oil fields is rare. As a result, new technologies must be used in the future to meet this demand,...
Satellite Attitude Estimation Using MEMS
,
M.Sc. Thesis
Sharif University of Technology
;
Pourtakdoost, Hossein
(Supervisor)
Abstract
This thesis deals with the attitude estimation based on low cost sensor for a micro satellite in a circular, low earth orbit (LEO) and sensor calibration. With two body problem theory and Quaternion formulation, rotational motion is modeled. In addition gravity gradient effect is considered on satellite orbital elements. Using a 3-axis MEMS-based magnetometer and a sun sensor as two measurement systems, low cost attitude estimation is proposed. Bias and Scale factor are presented to model deterministic sensor error and white Gaussian noise to model stochastic sensor error. It is shown that by sensor calibration the estimation accuracy will improve. Non-linear estimation methods EKF, SRUKF...
Identifying and Predicting Tumor and MS Disease Through MRI Data of Patients by Data Mining Tools
, M.Sc. Thesis Sharif University of Technology ; Akhavan Niaki, Taghi (Supervisor)
Abstract
Today with the development of technology in medical science, there is a need to develop new methods to analyze and process the medical images. Furthermore, increasing use of machines and computers to accomplish prediction goals delineates that these tools had promising results. Because of all the above, this research focuses on processing and analyzing medical images with using data mining tools in order to identify MS and tumor disease which have been ubiquitous in last decades, fast and meticulous. To do so, we introduce a new clustering algorithm based on the modularity measure of graph networks as well as a new machine learning algorithm based on Kalman filter for Tensor-based data....
Agent Base Control of a Robotic Swarm with Sensor Noise Effects
, M.Sc. Thesis Sharif University of Technology ; Vossoughi, Gholamreza (Supervisor)
Abstract
The main objective of this project is to investigate modeling for a robotic swarm with suitable sensors and to analyze effect of sensory noise on the control and unity of the swarm. This project is an extension of analytical study done by S. Etemadi, A. Alasty and G. Vossoughi in Sharif University of technology. The flocking frame assumed to have a leader robot that controls over all behavior of the swarm made of agents’ robots with limited equipments and low intelligence that only obey some basic attraction and repulsion laws that will be explained. As an initial step of the analysis, we investigate proper physical model, sensors and navigation systems suitable to the model. Next, the...
Dynamic State Estimation in Power Systems Using Wide Area Measurement System (WAMS) Data
, M.Sc. Thesis Sharif University of Technology ; Parniani, Mostafa (Supervisor)
Abstract
In the early days of implementing state estimation in power systems, only the steady-state and quasi-steady-state models of the system were considered for formulating the state estimation problem, accordingly called, Static State Estimation (SSE). However, after a few decades, with the growing diversity of power system components and complexity of its dynamic phenomena, uncertainty in the power system has dramatically increased. Consequently, the need for situational awareness of the dynamic states of the system (such as rotor angle and speed of the generators) is felt more than ever. In addition, occurrence of the catastrophic blackouts in the world owing to deficiency in dynamic monitoring...
Early Detection of Cardiac Arrhythmia Based on Bayesian Methods from ECG Data
, Ph.D. Dissertation Sharif University of Technology ; Shamsollahi, Mohammad Bagher (Supervisor) ; Hernandez, Alfredo (Co-Advisor)
Abstract
Apnea Bradycardia (AB) episodes (breathing pauses associated with a significant fall in heart rate) are the most common disease in preterm infants. Consequences associated with apnea-bradycardia episodes involve a compromise in oxygenation and tissue perfusion, a poor neuromotor prognosis at childhood and a predisposing factor to sudden-death syndrome in preterm newborns. It is therefore important that these episodes are recognized (early detected or predicted if possible), to start an appropriate treatment and to prevent the associated risks. In this thesis, we propose two Bayesian Network (BN) approaches (Markovian and Switching Kalman Filter) for the early detection of apnea bradycardia...
Smart Water Injection to the Oil Fields for Enhancing the Recovery Factor
, M.Sc. Thesis Sharif University of Technology ; Farhadi, Alireza (Supervisor)
Abstract
The objective of this MSc. thesis is to study the impact of the reactive method and the enhanced reactive method on enhancing the exploitation efficiency of Iran's offshore oil reservoir. This is achieved by enhancing production and the recovery factor of the reactive methods with respect to the currently used proactive method. Unlike the currently used proactive method that implements a fixed rate injection strategy, in this MSc. thesis water is injected to reservoir with multi-rate for the pressure stabilization of the reservoir. In order to scale up this strategy, the ensemble Kalman filter is used to frequently update the reservoir mathematical model using the available measurements from...
Estimating Probability Distribution of Remaining Useful Life of Rolling Element Bearing, Using Data-driven Methods
, M.Sc. Thesis Sharif University of Technology ; Behzad, Mehdi (Supervisor)
Abstract
Predicting the probability distribution of asset remaining useful life is an essential procedure in the intelligent maintenance. It also plays an important role in improving system reliability and optimizing further decisions. The main concern of this project is to estimate the probability distribution of rolling element bearing remaining useful life. For this purpose, the bearing degradation process is modeled through the statistical models, considering the major variabilities in the degradation process. The models parameters are updated, once a new measurement of the equipment is available. Then, the constructed model is utilized in order to predict the probabitity distribution of...
Autonomous Orbit Estimation for Regional Navigation Satellites
, M.Sc. Thesis Sharif University of Technology ; Asadian, Nima (Supervisor)
Abstract
In this thesis, autonomous orbit estimation of regional navigation satellites has been investigated. Estimation of satellite orbit is an integral part of satellite navigation, which may be executed via assistance of ground station. As the satellite is exposed to the ground station view, range, direction and rate of range is measured by mean of ranging instrumentation relative to ground reference, hence the precise position is calculated. In this thesis a set of satellites are investigated in a unique structure called constellation with the purpose of navigation. The occurrence which is likely to happen in this condition, is the failure of ground station under certain circumstances or losing...
Probabilistic Output-Only Identification of Soil-Structure Systems Using Shear Beam Model
, M.Sc. Thesis Sharif University of Technology ; Mahsuli, Mojtaba (Supervisor) ; Ghahari, Farid (Co-Supervisor)
Abstract
This paper proposes a novel probabilistic framework for output-only identification of a soil-structure system. The system is modeled by a vertical shear beam resting on the soil representative springs. The proposed framework estimates the unknown parameters of the system and the foundation input motion time history simultaneously, using sparsely measured responses of the structure. The unknown parameters of the system include stiffness of the sway and rocking springs, shear modulus of the beam, and the modal damping ratios of the system. These parameters are modeled as random variables whose joint probability distribution is updated in a Bayesian scheme using the observations of structural...