1 #-*-coding:iso-8859-1-*-
3 # Copyright (C) 2008-2010 EDF R&D
5 # This library is free software; you can redistribute it and/or
6 # modify it under the terms of the GNU Lesser General Public
7 # License as published by the Free Software Foundation; either
8 # version 2.1 of the License.
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11 # but WITHOUT ANY WARRANTY; without even the implied warranty of
12 # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
13 # Lesser General Public License for more details.
15 # You should have received a copy of the GNU Lesser General Public
16 # License along with this library; if not, write to the Free Software
17 # Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
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22 Algorithme de Kalman simple (BLUE)
24 __author__ = "Jean-Philippe ARGAUD - Mars 2008"
27 from daCore import BasicObjects, PlatformInfo
28 m = PlatformInfo.SystemUsage()
30 # ==============================================================================
31 class ElementaryAlgorithm(BasicObjects.Algorithm):
33 BasicObjects.Algorithm.__init__(self)
35 logging.debug("%s Initialisation"%self._name)
37 def run(self, Xb=None, Y=None, H=None, M=None, R=None, B=None, Q=None, Par=None):
39 Calcul de l'estimateur BLUE (ou Kalman simple, ou Interpolation Optimale)
41 logging.debug("%s Lancement"%self._name)
42 logging.debug("%s Taille mémoire utilisée de %.1f Mo"%(self._name, m.getUsedMemory("Mo")))
44 Hm = H["Direct"].asMatrix()
45 Ht = H["Adjoint"].asMatrix()
47 # Utilisation éventuelle d'un vecteur H(Xb) précalculé
48 # ----------------------------------------------------
49 if H["AppliedToX"] is not None and H["AppliedToX"].has_key("HXb"):
50 logging.debug("%s Utilisation de HXb"%self._name)
51 HXb = H["AppliedToX"]["HXb"]
53 logging.debug("%s Calcul de Hm * Xb"%self._name)
56 # Calcul de la matrice de gain dans l'espace le plus petit
58 logging.debug("%s Calcul de K dans l'espace des observations"%self._name)
59 K = B * Ht * (Hm * B * Ht + R).I
61 logging.debug("%s Calcul de K dans l'espace d'ébauche"%self._name)
62 K = (Ht * R.I * Hm + B.I).I * Ht * R.I
64 # Calcul de l'innovation et de l'analyse
65 # --------------------------------------
67 logging.debug("%s Innovation d = %s"%(self._name, d))
69 logging.debug("%s Analyse Xa = %s"%(self._name, Xa))
71 self.StoredVariables["Analysis"].store( Xa.A1 )
72 self.StoredVariables["Innovation"].store( d.A1 )
74 logging.debug("%s Taille mémoire utilisée de %.1f Mo"%(self._name, m.getUsedMemory("MB")))
75 logging.debug("%s Terminé"%self._name)
79 # ==============================================================================
80 if __name__ == "__main__":
81 print '\n AUTODIAGNOSTIC \n'