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",
101 "InnovationAtCurrentAnalysis",
102 "MahalanobisConsistency",
105 "SampledStateForQuantiles",
108 "SimulatedObservationAtBackground",
109 "SimulatedObservationAtCurrentOptimum",
110 "SimulatedObservationAtCurrentState",
111 "SimulatedObservationAtOptimum",
112 "SimulationQuantiles",
116 ``{"StoreSupplementaryCalculations":["BMA", "CurrentState"]}``
118 .. ------------------------------------ ..
119 .. include:: snippets/Header2Algo04.rst
121 .. include:: snippets/Analysis.rst
123 .. ------------------------------------ ..
124 .. include:: snippets/Header2Algo05.rst
126 .. include:: snippets/Analysis.rst
128 .. include:: snippets/APosterioriCorrelations.rst
130 .. include:: snippets/APosterioriCovariance.rst
132 .. include:: snippets/APosterioriStandardDeviations.rst
134 .. include:: snippets/APosterioriVariances.rst
136 .. include:: snippets/BMA.rst
138 .. include:: snippets/CostFunctionJ.rst
140 .. include:: snippets/CostFunctionJAtCurrentOptimum.rst
142 .. include:: snippets/CostFunctionJb.rst
144 .. include:: snippets/CostFunctionJbAtCurrentOptimum.rst
146 .. include:: snippets/CostFunctionJo.rst
148 .. include:: snippets/CostFunctionJoAtCurrentOptimum.rst
150 .. include:: snippets/CurrentOptimum.rst
152 .. include:: snippets/CurrentState.rst
154 .. include:: snippets/ForecastState.rst
156 .. include:: snippets/Innovation.rst
158 .. include:: snippets/InnovationAtCurrentAnalysis.rst
160 .. include:: snippets/MahalanobisConsistency.rst
162 .. include:: snippets/OMA.rst
164 .. include:: snippets/OMB.rst
166 .. include:: snippets/SampledStateForQuantiles.rst
168 .. include:: snippets/SigmaBck2.rst
170 .. include:: snippets/SigmaObs2.rst
172 .. include:: snippets/SimulatedObservationAtBackground.rst
174 .. include:: snippets/SimulatedObservationAtCurrentOptimum.rst
176 .. include:: snippets/SimulatedObservationAtCurrentState.rst
178 .. include:: snippets/SimulatedObservationAtOptimum.rst
180 .. include:: snippets/SimulationQuantiles.rst
182 .. ------------------------------------ ..
183 .. include:: snippets/Header2Algo09.rst
185 .. include:: scripts/simple_ExtendedBlue.rst
187 .. literalinclude:: scripts/simple_ExtendedBlue.py
189 .. include:: snippets/Header2Algo10.rst
191 .. literalinclude:: scripts/simple_ExtendedBlue.res
193 .. ------------------------------------ ..
194 .. include:: snippets/Header2Algo06.rst
196 - :ref:`section_ref_algorithm_Blue`
197 - :ref:`section_ref_algorithm_3DVAR`
198 - :ref:`section_ref_algorithm_LinearityTest`