2 Copyright (C) 2008-2022 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: ExtendedBlue
25 .. _section_ref_algorithm_ExtendedBlue:
27 Algorithme de calcul "*ExtendedBlue*"
28 -------------------------------------
30 .. ------------------------------------ ..
31 .. include:: snippets/Header2Algo01.rst
33 Cet algorithme réalise une estimation de type BLUE étendu (Best Linear Unbiased
34 Estimator, étendu) de l'état d'un système.
36 Cet algorithme est une généralisation partiellement non-linéaire de
37 l':ref:`section_ref_algorithm_Blue`. Il lui est équivalent pour un opérateur
38 d'observation linéaire. On peut vérifier la linéarité de l'opérateur
39 d'observation à l'aide de l':ref:`section_ref_algorithm_LinearityTest`.
41 En non-linéaire, il se rapproche de l':ref:`section_ref_algorithm_3DVAR`, sans
42 lui être entièrement équivalent.
44 .. ------------------------------------ ..
45 .. include:: snippets/Header2Algo02.rst
47 .. include:: snippets/Background.rst
49 .. include:: snippets/BackgroundError.rst
51 .. include:: snippets/Observation.rst
53 .. include:: snippets/ObservationError.rst
55 .. include:: snippets/ObservationOperator.rst
57 .. ------------------------------------ ..
58 .. include:: snippets/Header2Algo03AdOp.rst
60 .. include:: snippets/EstimationOf_Parameters.rst
62 .. include:: snippets/NumberOfSamplesForQuantiles.rst
64 .. include:: snippets/Quantiles.rst
66 .. include:: snippets/SetSeed.rst
68 .. include:: snippets/SimulationForQuantiles.rst
70 .. include:: snippets/StateBoundsForQuantilesWithNone.rst
72 StoreSupplementaryCalculations
73 .. index:: single: StoreSupplementaryCalculations
75 *Liste de noms*. Cette liste indique les noms des variables supplémentaires,
76 qui peuvent être disponibles au cours du déroulement ou à la fin de
77 l'algorithme, si elles sont initialement demandées par l'utilisateur. Leur
78 disponibilité implique, potentiellement, des calculs ou du stockage coûteux.
79 La valeur par défaut est donc une liste vide, aucune de ces variables n'étant
80 calculée et stockée par défaut (sauf les variables inconditionnelles). Les
81 noms possibles pour les variables supplémentaires sont dans la liste suivante
82 (la description détaillée de chaque variable nommée est donnée dans la suite
83 de cette documentation par algorithme spécifique, dans la sous-partie
84 "*Informations et variables disponibles à la fin de l'algorithme*") : [
86 "APosterioriCorrelations",
87 "APosterioriCovariance",
88 "APosterioriStandardDeviations",
89 "APosterioriVariances",
92 "CostFunctionJAtCurrentOptimum",
94 "CostFunctionJbAtCurrentOptimum",
96 "CostFunctionJoAtCurrentOptimum",
102 "InnovationAtCurrentAnalysis",
103 "MahalanobisConsistency",
106 "SampledStateForQuantiles",
109 "SimulatedObservationAtBackground",
110 "SimulatedObservationAtCurrentOptimum",
111 "SimulatedObservationAtCurrentState",
112 "SimulatedObservationAtOptimum",
113 "SimulationQuantiles",
117 ``{"StoreSupplementaryCalculations":["BMA", "CurrentState"]}``
119 .. ------------------------------------ ..
120 .. include:: snippets/Header2Algo04.rst
122 .. include:: snippets/Analysis.rst
124 .. ------------------------------------ ..
125 .. include:: snippets/Header2Algo05.rst
127 .. include:: snippets/Analysis.rst
129 .. include:: snippets/APosterioriCorrelations.rst
131 .. include:: snippets/APosterioriCovariance.rst
133 .. include:: snippets/APosterioriStandardDeviations.rst
135 .. include:: snippets/APosterioriVariances.rst
137 .. include:: snippets/BMA.rst
139 .. include:: snippets/CostFunctionJ.rst
141 .. include:: snippets/CostFunctionJAtCurrentOptimum.rst
143 .. include:: snippets/CostFunctionJb.rst
145 .. include:: snippets/CostFunctionJbAtCurrentOptimum.rst
147 .. include:: snippets/CostFunctionJo.rst
149 .. include:: snippets/CostFunctionJoAtCurrentOptimum.rst
151 .. include:: snippets/CurrentOptimum.rst
153 .. include:: snippets/CurrentState.rst
155 .. include:: snippets/CurrentStepNumber.rst
157 .. include:: snippets/ForecastState.rst
159 .. include:: snippets/Innovation.rst
161 .. include:: snippets/InnovationAtCurrentAnalysis.rst
163 .. include:: snippets/MahalanobisConsistency.rst
165 .. include:: snippets/OMA.rst
167 .. include:: snippets/OMB.rst
169 .. include:: snippets/SampledStateForQuantiles.rst
171 .. include:: snippets/SigmaBck2.rst
173 .. include:: snippets/SigmaObs2.rst
175 .. include:: snippets/SimulatedObservationAtBackground.rst
177 .. include:: snippets/SimulatedObservationAtCurrentOptimum.rst
179 .. include:: snippets/SimulatedObservationAtCurrentState.rst
181 .. include:: snippets/SimulatedObservationAtOptimum.rst
183 .. include:: snippets/SimulationQuantiles.rst
185 .. ------------------------------------ ..
186 .. include:: snippets/Header2Algo09.rst
188 .. include:: scripts/simple_ExtendedBlue.rst
190 .. literalinclude:: scripts/simple_ExtendedBlue.py
192 .. include:: snippets/Header2Algo10.rst
194 .. literalinclude:: scripts/simple_ExtendedBlue.res
196 .. ------------------------------------ ..
197 .. include:: snippets/Header2Algo06.rst
199 - :ref:`section_ref_algorithm_Blue`
200 - :ref:`section_ref_algorithm_3DVAR`
201 - :ref:`section_ref_algorithm_LinearityTest`