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[modules/adao.git] / doc / fr / ref_algorithm_UnscentedKalmanFilter.rst
index 0e525519f16251d9b9b670cfa7cc5522263d1437..dbcb6866f1045395ab6d350e3f866fd9c24aca14 100644 (file)
@@ -53,6 +53,15 @@ l':ref:`section_ref_algorithm_KalmanFilter`, qui sont souvent largement moins
 coûteux en évaluation sur de petits systèmes. On peut vérifier la linéarité des
 opérateurs à l'aide de l':ref:`section_ref_algorithm_LinearityTest`.
 
+.. index::
+    pair: Variant ; UKF
+    pair: Variant ; CUKF
+
+On fait une différence entre le filtre de Kalman "unscented" tenant compte de
+bornes sur les états (la variante nommée "CUKF", qui est recommandée et qui est
+utilisée par défaut), et le filtre de Kalman "unscented" conduit sans
+aucune contrainte (la variante nommée "UKF", qui n'est pas recommandée).
+
 .. ------------------------------------ ..
 .. include:: snippets/Header2Algo02.rst
 
@@ -73,7 +82,7 @@ opérateurs à l'aide de l':ref:`section_ref_algorithm_LinearityTest`.
 .. ------------------------------------ ..
 .. include:: snippets/Header2Algo03AdOp.rst
 
-.. include:: snippets/BoundsWithExtremes.rst
+.. include:: snippets/BoundsWithNone.rst
 
 .. include:: snippets/ConstrainedBy.rst
 
@@ -98,16 +107,29 @@ StoreSupplementaryCalculations
   "APosterioriVariances",
   "BMA",
   "CostFunctionJ",
+  "CostFunctionJAtCurrentOptimum",
   "CostFunctionJb",
+  "CostFunctionJbAtCurrentOptimum",
   "CostFunctionJo",
+  "CostFunctionJoAtCurrentOptimum",
   "CurrentIterationNumber",
+  "CurrentOptimum",
   "CurrentState",
+  "ForecastCovariance",
+  "ForecastState",
+  "IndexOfOptimum",
+  "InnovationAtCurrentAnalysis",
   "InnovationAtCurrentState",
+  "SimulatedObservationAtCurrentAnalysis",
+  "SimulatedObservationAtCurrentOptimum",
+  "SimulatedObservationAtCurrentState",
   ].
 
   Exemple :
   ``{"StoreSupplementaryCalculations":["BMA", "CurrentState"]}``
 
+.. include:: snippets/Variant_UKF.rst
+
 .. ------------------------------------ ..
 .. include:: snippets/Header2Algo04.rst
 
@@ -130,16 +152,38 @@ StoreSupplementaryCalculations
 
 .. include:: snippets/CostFunctionJ.rst
 
+.. include:: snippets/CostFunctionJAtCurrentOptimum.rst
+
 .. include:: snippets/CostFunctionJb.rst
 
+.. include:: snippets/CostFunctionJbAtCurrentOptimum.rst
+
 .. include:: snippets/CostFunctionJo.rst
 
+.. include:: snippets/CostFunctionJoAtCurrentOptimum.rst
+
 .. include:: snippets/CurrentIterationNumber.rst
 
+.. include:: snippets/CurrentOptimum.rst
+
 .. include:: snippets/CurrentState.rst
 
+.. include:: snippets/ForecastCovariance.rst
+
+.. include:: snippets/ForecastState.rst
+
+.. include:: snippets/IndexOfOptimum.rst
+
+.. include:: snippets/InnovationAtCurrentAnalysis.rst
+
 .. include:: snippets/InnovationAtCurrentState.rst
 
+.. include:: snippets/SimulatedObservationAtCurrentAnalysis.rst
+
+.. include:: snippets/SimulatedObservationAtCurrentOptimum.rst
+
+.. include:: snippets/SimulatedObservationAtCurrentState.rst
+
 .. ------------------------------------ ..
 .. include:: snippets/Header2Algo06.rst