2 Copyright (C) 2008-2020 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 Algorithme de calcul "*Blue*"
28 -----------------------------
30 .. ------------------------------------ ..
31 .. include:: snippets/Header2Algo01.rst
33 Cet algorithme réalise une estimation de type BLUE (Best Linear Unbiased
34 Estimator) de l'état d'un système. De manière précise, c'est un estimateur
37 Cet algorithme est toujours le plus rapide de l'ensemble des algorithmes
38 d'assimilation d'ADAO. Il est théoriquement réservé aux cas d'opérateurs
39 d'observation linéaires, même s'il fonctionne parfois dans les cas "faiblement"
40 non-linéaires. On peut vérifier la linéarité de l'opérateur d'observation à
41 l'aide de l':ref:`section_ref_algorithm_LinearityTest`.
43 En cas de non-linéarité, même peu marquée, on lui préférera aisément
44 l':ref:`section_ref_algorithm_ExtendedBlue` ou
45 l':ref:`section_ref_algorithm_3DVAR`.
47 .. ------------------------------------ ..
48 .. include:: snippets/Header2Algo02.rst
50 .. include:: snippets/Background.rst
52 .. include:: snippets/BackgroundError.rst
54 .. include:: snippets/Observation.rst
56 .. include:: snippets/ObservationError.rst
58 .. include:: snippets/ObservationOperator.rst
60 .. ------------------------------------ ..
61 .. include:: snippets/Header2Algo03AdOp.rst
63 .. include:: snippets/NumberOfSamplesForQuantiles.rst
65 .. include:: snippets/Quantiles.rst
67 .. include:: snippets/SetSeed.rst
69 .. include:: snippets/SimulationForQuantiles.rst
71 StoreSupplementaryCalculations
72 .. index:: single: StoreSupplementaryCalculations
74 Cette liste indique les noms des variables supplémentaires qui peuvent être
75 disponibles à la fin de l'algorithme, si elles sont initialement demandées par
76 l'utilisateur. Cela implique potentiellement des calculs ou du stockage
77 coûteux. La valeur par défaut est une liste vide, aucune de ces variables
78 n'étant calculée et stockée par défaut sauf les variables inconditionnelles.
79 Les noms possibles sont dans la liste suivante : [
81 "APosterioriCorrelations",
82 "APosterioriCovariance",
83 "APosterioriStandardDeviations",
84 "APosterioriVariances",
87 "CostFunctionJAtCurrentOptimum",
89 "CostFunctionJbAtCurrentOptimum",
91 "CostFunctionJoAtCurrentOptimum",
95 "MahalanobisConsistency",
100 "SimulatedObservationAtBackground",
101 "SimulatedObservationAtCurrentOptimum",
102 "SimulatedObservationAtCurrentState",
103 "SimulatedObservationAtOptimum",
104 "SimulationQuantiles",
108 ``{"StoreSupplementaryCalculations":["BMA", "CurrentState"]}``
110 .. ------------------------------------ ..
111 .. include:: snippets/Header2Algo04.rst
113 .. include:: snippets/Analysis.rst
115 .. ------------------------------------ ..
116 .. include:: snippets/Header2Algo05.rst
118 .. include:: snippets/Analysis.rst
120 .. include:: snippets/APosterioriCorrelations.rst
122 .. include:: snippets/APosterioriCovariance.rst
124 .. include:: snippets/APosterioriStandardDeviations.rst
126 .. include:: snippets/APosterioriVariances.rst
128 .. include:: snippets/BMA.rst
130 .. include:: snippets/CostFunctionJ.rst
132 .. include:: snippets/CostFunctionJAtCurrentOptimum.rst
134 .. include:: snippets/CostFunctionJb.rst
136 .. include:: snippets/CostFunctionJbAtCurrentOptimum.rst
138 .. include:: snippets/CostFunctionJo.rst
140 .. include:: snippets/CostFunctionJoAtCurrentOptimum.rst
142 .. include:: snippets/CurrentOptimum.rst
144 .. include:: snippets/CurrentState.rst
146 .. include:: snippets/Innovation.rst
148 .. include:: snippets/MahalanobisConsistency.rst
150 .. include:: snippets/OMA.rst
152 .. include:: snippets/OMB.rst
154 .. include:: snippets/SigmaBck2.rst
156 .. include:: snippets/SigmaObs2.rst
158 .. include:: snippets/SimulatedObservationAtBackground.rst
160 .. include:: snippets/SimulatedObservationAtCurrentOptimum.rst
162 .. include:: snippets/SimulatedObservationAtCurrentState.rst
164 .. include:: snippets/SimulatedObservationAtOptimum.rst
166 .. include:: snippets/SimulationQuantiles.rst
168 .. ------------------------------------ ..
169 .. include:: snippets/Header2Algo09.rst
171 .. literalinclude:: scripts/simple_Blue.py
173 .. include:: snippets/Header2Algo10.rst
175 .. literalinclude:: scripts/simple_Blue.res
177 .. ------------------------------------ ..
178 .. include:: snippets/Header2Algo06.rst
180 - :ref:`section_ref_algorithm_ExtendedBlue`
181 - :ref:`section_ref_algorithm_3DVAR`
182 - :ref:`section_ref_algorithm_LinearityTest`
184 .. ------------------------------------ ..
185 .. include:: snippets/Header2Algo07.rst