doc/en/ref_algorithm_EnsembleBlue.rst

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  20    See http://www.salome-platform.org/ or email : webmaster.salome@opencascade.com
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  22    Author: Jean-Philippe Argaud, jean-philippe.argaud@edf.fr, EDF R&D
  23
  24 .. index:: single: EnsembleBlue
  25 .. _section_ref_algorithm_EnsembleBlue:
  26
  27 Calculation algorithm "*EnsembleBlue*"
  28 --------------------------------------
  29
  30 .. ------------------------------------ ..
  31 .. include:: snippets/Header2Algo01.rst
  32
  33 This algorithm realizes a BLUE (Best Linear Unbiased Estimator, which is here an
  34 Aitken estimator) type estimation of the state of a system by an ensemble
  35 method. To work, one must give a set of backgrounds, their number determining
  36 the size of the ensemble for the estimation.
  37
  38 It is theoretically reserved for observation operator cases which are linear,
  39 but has to work also in "slightly" non-linear cases. One can verify the
  40 linearity of the observation operator with the help of the
  41 :ref:`section_ref_algorithm_LinearityTest`.
  42
  43 .. ------------------------------------ ..
  44 .. include:: snippets/Header2Algo12.rst
  45
  46 .. include:: snippets/FeaturePropLocalOptimization.rst
  47
  48 .. include:: snippets/FeaturePropDerivativeNeeded.rst
  49
  50 .. include:: snippets/FeaturePropParallelDerivativesOnly.rst
  51
  52 .. ------------------------------------ ..
  53 .. include:: snippets/Header2Algo02.rst
  54
  55 .. include:: snippets/Background.rst
  56
  57 .. include:: snippets/BackgroundError.rst
  58
  59 .. include:: snippets/Observation.rst
  60
  61 .. include:: snippets/ObservationError.rst
  62
  63 .. include:: snippets/ObservationOperator.rst
  64
  65 .. ------------------------------------ ..
  66 .. include:: snippets/Header2Algo03AdOp.rst
  67
  68 .. include:: snippets/SetSeed.rst
  69
  70 StoreSupplementaryCalculations
  71   .. index:: single: StoreSupplementaryCalculations
  72
  73   *List of names*. This list indicates the names of the supplementary
  74   variables, that can be available during or at the end of the algorithm, if
  75   they are initially required by the user. Their availability involves,
  76   potentially, costly calculations or memory consumptions. The default is then
  77   a void list, none of these variables being calculated and stored by default
  78   (excepted the unconditional variables). The possible names are in the
  79   following list (the detailed description of each named variable is given in
  80   the following part of this specific algorithmic documentation, in the
  81   sub-section "*Information and variables available at the end of the
  82   algorithm*"): [
  83   "Analysis",
  84   "CurrentOptimum",
  85   "CurrentState",
  86   "Innovation",
  87   "SimulatedObservationAtBackground",
  88   "SimulatedObservationAtCurrentState",
  89   "SimulatedObservationAtOptimum",
  90   ].
  91
  92   Example :
  93   ``{"StoreSupplementaryCalculations":["CurrentState", "Residu"]}``
  94
  95 .. ------------------------------------ ..
  96 .. include:: snippets/Header2Algo04.rst
  97
  98 .. include:: snippets/Analysis.rst
  99
 100 .. include:: snippets/CurrentState.rst
 101
 102 .. include:: snippets/Innovation.rst
 103
 104 .. ------------------------------------ ..
 105 .. include:: snippets/Header2Algo05.rst
 106
 107 .. include:: snippets/Analysis.rst
 108
 109 .. include:: snippets/CurrentOptimum.rst
 110
 111 .. include:: snippets/CurrentState.rst
 112
 113 .. include:: snippets/Innovation.rst
 114
 115 .. include:: snippets/SimulatedObservationAtBackground.rst
 116
 117 .. include:: snippets/SimulatedObservationAtCurrentState.rst
 118
 119 .. include:: snippets/SimulatedObservationAtOptimum.rst
 120
 121 .. ------------------------------------ ..
 122 .. _section_ref_algorithm_EnsembleBlue_examples:
 123
 124 .. include:: snippets/Header2Algo06.rst
 125
 126 - :ref:`section_ref_algorithm_Blue`
 127 - :ref:`section_ref_algorithm_EnsembleKalmanFilter`