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
.. ------------------------------------ ..
.. include:: snippets/Header2Algo03AdOp.rst
-.. include:: snippets/BoundsWithExtremes.rst
+.. include:: snippets/BoundsWithNone.rst
.. include:: snippets/ConstrainedBy.rst
"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
.. 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