2 Copyright (C) 2008-2019 EDF R&D
4 This file is part of SALOME ADAO module.
6 This library is free software; you can redistribute it and/or
7 modify it under the terms of the GNU Lesser General Public
8 License as published by the Free Software Foundation; either
9 version 2.1 of the License, or (at your option) any later version.
11 This library is distributed in the hope that it will be useful,
12 but WITHOUT ANY WARRANTY; without even the implied warranty of
13 MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
14 Lesser General Public License for more details.
16 You should have received a copy of the GNU Lesser General Public
17 License along with this library; if not, write to the Free Software
18 Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
20 See http://www.salome-platform.org/ or email : webmaster.salome@opencascade.com
22 Author: Jean-Philippe Argaud, jean-philippe.argaud@edf.fr, EDF R&D
24 .. index:: single: Blue
25 .. _section_ref_algorithm_Blue:
27 Calculation algorithm "*Blue*"
28 ------------------------------
30 .. ------------------------------------ ..
31 .. include:: snippets/Header2Algo01.rst
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.
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`.
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`.
46 .. ------------------------------------ ..
47 .. include:: snippets/Header2Algo02.rst
49 .. include:: snippets/Background.rst
51 .. include:: snippets/BackgroundError.rst
53 .. include:: snippets/Observation.rst
55 .. include:: snippets/ObservationError.rst
57 .. include:: snippets/ObservationOperator.rst
59 .. ------------------------------------ ..
60 .. include:: snippets/Header2Algo03AdOp.rst
62 .. include:: snippets/NumberOfSamplesForQuantiles.rst
64 .. include:: snippets/Quantiles.rst
66 .. include:: snippets/SetSeed.rst
68 .. include:: snippets/SimulationForQuantiles.rst
70 StoreSupplementaryCalculations
71 .. index:: single: StoreSupplementaryCalculations
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
80 "APosterioriCorrelations",
81 "APosterioriCovariance",
82 "APosterioriStandardDeviations",
83 "APosterioriVariances",
86 "CostFunctionJAtCurrentOptimum",
88 "CostFunctionJbAtCurrentOptimum",
90 "CostFunctionJoAtCurrentOptimum",
94 "MahalanobisConsistency",
99 "SimulatedObservationAtBackground",
100 "SimulatedObservationAtCurrentOptimum",
101 "SimulatedObservationAtCurrentState",
102 "SimulatedObservationAtOptimum",
103 "SimulationQuantiles",
107 ``{"StoreSupplementaryCalculations":["BMA", "CurrentState"]}``
109 .. ------------------------------------ ..
110 .. include:: snippets/Header2Algo04.rst
112 .. include:: snippets/Analysis.rst
114 .. ------------------------------------ ..
115 .. include:: snippets/Header2Algo05.rst
117 .. include:: snippets/Analysis.rst
119 .. include:: snippets/APosterioriCorrelations.rst
121 .. include:: snippets/APosterioriCovariance.rst
123 .. include:: snippets/APosterioriStandardDeviations.rst
125 .. include:: snippets/APosterioriVariances.rst
127 .. include:: snippets/BMA.rst
129 .. include:: snippets/CostFunctionJ.rst
131 .. include:: snippets/CostFunctionJAtCurrentOptimum.rst
133 .. include:: snippets/CostFunctionJb.rst
135 .. include:: snippets/CostFunctionJbAtCurrentOptimum.rst
137 .. include:: snippets/CostFunctionJo.rst
139 .. include:: snippets/CostFunctionJoAtCurrentOptimum.rst
141 .. include:: snippets/CurrentOptimum.rst
143 .. include:: snippets/CurrentState.rst
145 .. include:: snippets/Innovation.rst
147 .. include:: snippets/MahalanobisConsistency.rst
149 .. include:: snippets/OMA.rst
151 .. include:: snippets/OMB.rst
153 .. include:: snippets/SigmaBck2.rst
155 .. include:: snippets/SigmaObs2.rst
157 .. include:: snippets/SimulatedObservationAtBackground.rst
159 .. include:: snippets/SimulatedObservationAtCurrentOptimum.rst
161 .. include:: snippets/SimulatedObservationAtCurrentState.rst
163 .. include:: snippets/SimulatedObservationAtOptimum.rst
165 .. include:: snippets/SimulationQuantiles.rst
167 .. ------------------------------------ ..
168 .. include:: snippets/Header2Algo06.rst
170 - :ref:`section_ref_algorithm_ExtendedBlue`
171 - :ref:`section_ref_algorithm_3DVAR`
172 - :ref:`section_ref_algorithm_LinearityTest`
174 .. ------------------------------------ ..
175 .. include:: snippets/Header2Algo07.rst