doc/en/ref_algorithm_EnsembleBlue.rst

   1 ..
   2    Copyright (C) 2008-2024 EDF R&D
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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 .. include:: snippets/FeaturePropConvergenceOnStatic.rst
  53
  54 .. ------------------------------------ ..
  55 .. include:: snippets/Header2Algo02.rst
  56
  57 .. include:: snippets/Background.rst
  58
  59 .. include:: snippets/BackgroundError.rst
  60
  61 .. include:: snippets/Observation.rst
  62
  63 .. include:: snippets/ObservationError.rst
  64
  65 .. include:: snippets/ObservationOperator.rst
  66
  67 .. ------------------------------------ ..
  68 .. include:: snippets/Header2Algo03AdOp.rst
  69
  70 .. include:: snippets/SetSeed.rst
  71
  72 StoreSupplementaryCalculations
  73   .. index:: single: StoreSupplementaryCalculations
  74
  75   *List of names*. This list indicates the names of the supplementary
  76   variables, that can be available during or at the end of the algorithm, if
  77   they are initially required by the user. Their availability involves,
  78   potentially, costly calculations or memory consumptions. The default is then
  79   a void list, none of these variables being calculated and stored by default
  80   (excepted the unconditional variables). The possible names are in the
  81   following list (the detailed description of each named variable is given in
  82   the following part of this specific algorithmic documentation, in the
  83   sub-section "*Information and variables available at the end of the
  84   algorithm*"): [
  85   "Analysis",
  86   "CurrentOptimum",
  87   "CurrentState",
  88   "Innovation",
  89   "SimulatedObservationAtBackground",
  90   "SimulatedObservationAtCurrentState",
  91   "SimulatedObservationAtOptimum",
  92   ].
  93
  94   Example :
  95   ``{"StoreSupplementaryCalculations":["CurrentState", "Residu"]}``
  96
  97 .. ------------------------------------ ..
  98 .. include:: snippets/Header2Algo04.rst
  99
 100 .. include:: snippets/Analysis.rst
 101
 102 .. include:: snippets/CurrentState.rst
 103
 104 .. include:: snippets/Innovation.rst
 105
 106 .. ------------------------------------ ..
 107 .. include:: snippets/Header2Algo05.rst
 108
 109 .. include:: snippets/Analysis.rst
 110
 111 .. include:: snippets/CurrentOptimum.rst
 112
 113 .. include:: snippets/CurrentState.rst
 114
 115 .. include:: snippets/Innovation.rst
 116
 117 .. include:: snippets/SimulatedObservationAtBackground.rst
 118
 119 .. include:: snippets/SimulatedObservationAtCurrentState.rst
 120
 121 .. include:: snippets/SimulatedObservationAtOptimum.rst
 122
 123 .. ------------------------------------ ..
 124 .. _section_ref_algorithm_EnsembleBlue_examples:
 125
 126 .. include:: snippets/Header2Algo06.rst
 127
 128 - :ref:`section_ref_algorithm_Blue`
 129 - :ref:`section_ref_algorithm_EnsembleKalmanFilter`