doc/en/ref_algorithm_Blue.rst

   1 ..
   2    Copyright (C) 2008-2020 EDF R&D
   3
   4    This file is part of SALOME ADAO module.
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   6    This library is free software; you can redistribute it and/or
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  11    This library is distributed in the hope that it will be useful,
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  14    Lesser General Public License for more details.
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  17    License along with this library; if not, write to the Free Software
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  20    See http://www.salome-platform.org/ or email : webmaster.salome@opencascade.com
  21
  22    Author: Jean-Philippe Argaud, jean-philippe.argaud@edf.fr, EDF R&D
  23
  24 .. index:: single: Blue
  25 .. _section_ref_algorithm_Blue:
  26
  27 Calculation algorithm "*Blue*"
  28 ------------------------------
  29
  30 .. ------------------------------------ ..
  31 .. include:: snippets/Header2Algo01.rst
  32
  33 This algorithm realizes a BLUE (Best Linear Unbiased Estimator) type estimation
  34 of the state of a system. More precisely, it is an Aitken estimator.
  35
  36 This algorithm is always the fastest of all the assimilation algorithms of ADAO.
  37 It is theoretically reserved for observation operator cases which are linear,
  38 even if it sometimes works in "slightly" non-linear cases. One can verify the
  39 linearity of the observation operator with the help of the
  40 :ref:`section_ref_algorithm_LinearityTest`.
  41
  42 In case of non-linearity, even slightly marked, it will be easily preferred the
  43 :ref:`section_ref_algorithm_ExtendedBlue` or the
  44 :ref:`section_ref_algorithm_3DVAR`.
  45
  46 .. ------------------------------------ ..
  47 .. include:: snippets/Header2Algo02.rst
  48
  49 .. include:: snippets/Background.rst
  50
  51 .. include:: snippets/BackgroundError.rst
  52
  53 .. include:: snippets/Observation.rst
  54
  55 .. include:: snippets/ObservationError.rst
  56
  57 .. include:: snippets/ObservationOperator.rst
  58
  59 .. ------------------------------------ ..
  60 .. include:: snippets/Header2Algo03AdOp.rst
  61
  62 .. include:: snippets/NumberOfSamplesForQuantiles.rst
  63
  64 .. include:: snippets/Quantiles.rst
  65
  66 .. include:: snippets/SetSeed.rst
  67
  68 .. include:: snippets/SimulationForQuantiles.rst
  69
  70 StoreSupplementaryCalculations
  71   .. index:: single: StoreSupplementaryCalculations
  72
  73   This list indicates the names of the supplementary variables that can be
  74   available at the end of the algorithm, if they are initially required by the
  75   user. It involves potentially costly calculations or memory consumptions. The
  76   default is a void list, none of these variables being calculated and stored
  77   by default excepted the unconditionnal variables. The possible names are in
  78   the following list: [
  79   "Analysis",
  80   "APosterioriCorrelations",
  81   "APosterioriCovariance",
  82   "APosterioriStandardDeviations",
  83   "APosterioriVariances",
  84   "BMA",
  85   "CostFunctionJ",
  86   "CostFunctionJAtCurrentOptimum",
  87   "CostFunctionJb",
  88   "CostFunctionJbAtCurrentOptimum",
  89   "CostFunctionJo",
  90   "CostFunctionJoAtCurrentOptimum",
  91   "CurrentOptimum",
  92   "CurrentState",
  93   "Innovation",
  94   "MahalanobisConsistency",
  95   "OMA",
  96   "OMB",
  97   "SigmaBck2",
  98   "SigmaObs2",
  99   "SimulatedObservationAtBackground",
 100   "SimulatedObservationAtCurrentOptimum",
 101   "SimulatedObservationAtCurrentState",
 102   "SimulatedObservationAtOptimum",
 103   "SimulationQuantiles",
 104   ].
 105
 106   Example :
 107   ``{"StoreSupplementaryCalculations":["BMA", "CurrentState"]}``
 108
 109 .. ------------------------------------ ..
 110 .. include:: snippets/Header2Algo04.rst
 111
 112 .. include:: snippets/Analysis.rst
 113
 114 .. ------------------------------------ ..
 115 .. include:: snippets/Header2Algo05.rst
 116
 117 .. include:: snippets/Analysis.rst
 118
 119 .. include:: snippets/APosterioriCorrelations.rst
 120
 121 .. include:: snippets/APosterioriCovariance.rst
 122
 123 .. include:: snippets/APosterioriStandardDeviations.rst
 124
 125 .. include:: snippets/APosterioriVariances.rst
 126
 127 .. include:: snippets/BMA.rst
 128
 129 .. include:: snippets/CostFunctionJ.rst
 130
 131 .. include:: snippets/CostFunctionJAtCurrentOptimum.rst
 132
 133 .. include:: snippets/CostFunctionJb.rst
 134
 135 .. include:: snippets/CostFunctionJbAtCurrentOptimum.rst
 136
 137 .. include:: snippets/CostFunctionJo.rst
 138
 139 .. include:: snippets/CostFunctionJoAtCurrentOptimum.rst
 140
 141 .. include:: snippets/CurrentOptimum.rst
 142
 143 .. include:: snippets/CurrentState.rst
 144
 145 .. include:: snippets/Innovation.rst
 146
 147 .. include:: snippets/MahalanobisConsistency.rst
 148
 149 .. include:: snippets/OMA.rst
 150
 151 .. include:: snippets/OMB.rst
 152
 153 .. include:: snippets/SigmaBck2.rst
 154
 155 .. include:: snippets/SigmaObs2.rst
 156
 157 .. include:: snippets/SimulatedObservationAtBackground.rst
 158
 159 .. include:: snippets/SimulatedObservationAtCurrentOptimum.rst
 160
 161 .. include:: snippets/SimulatedObservationAtCurrentState.rst
 162
 163 .. include:: snippets/SimulatedObservationAtOptimum.rst
 164
 165 .. include:: snippets/SimulationQuantiles.rst
 166
 167 .. ------------------------------------ ..
 168 .. include:: snippets/Header2Algo09.rst
 169
 170 .. literalinclude:: scripts/simple_Blue.py
 171
 172 .. include:: snippets/Header2Algo10.rst
 173
 174 .. literalinclude:: scripts/simple_Blue.res
 175
 176 .. ------------------------------------ ..
 177 .. include:: snippets/Header2Algo06.rst
 178
 179 - :ref:`section_ref_algorithm_ExtendedBlue`
 180 - :ref:`section_ref_algorithm_3DVAR`
 181 - :ref:`section_ref_algorithm_LinearityTest`
 182
 183 .. ------------------------------------ ..
 184 .. include:: snippets/Header2Algo07.rst
 185
 186 - [Bouttier99]_