background: with increasing age, some changes appeared in specifications of vessels which including dimensions and elasticity in their. the changes in parameters such as resistance, inertance and compliance vessels appear and eventually changes in the environmental pulse releases are in circulation. these changes clearly appear in specification of photoplethysmogram particularly in the size and...

This master thesis, builds on the contributions by Ejsing et al. (2012) and Dubecq et al. (2013) to shed light on the credit and liquidity risk components of sovereign bond yields. Four countries have been studied: France, the Netherlands, Germany and Spain. The task has been faced by considering several state-space models, all of them connected by the idea that the differences in the yields be...

This paper investigates the statistical properties of the Kalman filter for state space models including integrated time series. In particular, we derive the full asymptotics of maximum likelihood estimation for some prototypical class of such models, i.e., the models with a single latent common stochastic trend. Indeed, we establish the consistency and asymptotic mixed normality of the maximum...

We consider Bayesian estimation of state space models when the measurement density is not available but estimating equations for the parameters of the measurement density are available from moment conditions. The most common applications are partial equilibrium models involving moment conditions that depend on dynamic latent variables (e.g., timevarying parameters, stochastic volatility) and dy...

In this paper, we propose a constructive realization procedure for 2D systems which may lead to a Fornasini-Marchesini local state-space model with much lower order than the existing realization procedure given by Bisiacco et al. Nontrivial examples are illustrated and the conditions for minimal realization are also discussed.

The behavioral approach to 2-D systems essentially consists in viewing a system as a family of admissible signals (the system behavior) instead of as a set of describing equations (which constitute a system representation). From this stand point, it is natural to define properties of systems in terms of their signals and not of their representations. The translation of the system structure into...

The paper is devoted to the local classification of generic control-affine systems on an n-dimensional manifold with scalar input for any n ≥ 4 or with two inputs for n = 4 and n = 5, up to state-feedback transformations, preserving the affine structure (in C∞ category for n = 4 and Cω category for n ≥ 5). First using the Poincare series of moduli numbers we introduce the intrinsic numbers of f...

The main analysis techniques for critical systems use state space exploration. However, one is often quickly limited by the so-called state space explosion problem, even if the systems models are relatively small. Several methods have been proposed to tackle this problem in order to get a manageable state space. One of these takes advantage of the modular structure of the model in order to buil...

New results are presented concerning the state isomorphism approach to global identifiability analysis of parameterized classes of nonlinear state space systems with specified initial states. In particular we study the class of homogeneous systems, for which, under certain conditions, the local state isomorphism for a pair of indistinguishable parameter vectors is shown to be homogeneous of deg...