2 Copyright (C) 2008-2019 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/NumberOfSamplesForQuantiles.rst
62 .. include:: snippets/Quantiles.rst
64 .. include:: snippets/SetSeed.rst
66 .. include:: snippets/SimulationForQuantiles.rst
68 StoreSupplementaryCalculations
69 .. index:: single: StoreSupplementaryCalculations
71 Cette liste indique les noms des variables supplémentaires qui peuvent être
72 disponibles à la fin de l'algorithme. Cela implique potentiellement des
73 calculs ou du stockage coûteux. La valeur par défaut est une liste vide,
74 aucune de ces variables n'étant calculée et stockée par défaut. Les noms
75 possibles sont dans la liste suivante : [
76 "APosterioriCorrelations",
77 "APosterioriCovariance",
78 "APosterioriStandardDeviations",
79 "APosterioriVariances",
90 "MahalanobisConsistency",
91 "SimulationQuantiles",
92 "SimulatedObservationAtBackground",
93 "SimulatedObservationAtCurrentState",
94 "SimulatedObservationAtOptimum",
98 ``{"StoreSupplementaryCalculations":["BMA", "Innovation"]}``
100 .. ------------------------------------ ..
101 .. include:: snippets/Header2Algo04.rst
103 .. include:: snippets/Analysis.rst
105 .. ------------------------------------ ..
106 .. include:: snippets/Header2Algo05.rst
108 .. include:: snippets/APosterioriCorrelations.rst
110 .. include:: snippets/APosterioriCovariance.rst
112 .. include:: snippets/APosterioriStandardDeviations.rst
114 .. include:: snippets/APosterioriVariances.rst
116 .. include:: snippets/BMA.rst
118 .. include:: snippets/CostFunctionJ.rst
120 .. include:: snippets/CostFunctionJb.rst
122 .. include:: snippets/CostFunctionJo.rst
124 .. include:: snippets/Innovation.rst
126 .. include:: snippets/MahalanobisConsistency.rst
128 .. include:: snippets/OMA.rst
130 .. include:: snippets/OMB.rst
132 .. include:: snippets/SigmaBck2.rst
134 .. include:: snippets/SigmaObs2.rst
136 .. include:: snippets/SimulatedObservationAtBackground.rst
138 .. include:: snippets/SimulatedObservationAtOptimum.rst
140 .. include:: snippets/SimulationQuantiles.rst
142 .. ------------------------------------ ..
143 .. include:: snippets/Header2Algo06.rst
145 - :ref:`section_ref_algorithm_Blue`
146 - :ref:`section_ref_algorithm_3DVAR`
147 - :ref:`section_ref_algorithm_LinearityTest`