default = [],
typecast = tuple,
message = "Liste de calculs supplémentaires à stocker et/ou effectuer",
- listval = ["APosterioriCovariance", "BMA", "CurrentState", "CostFunctionJ", "Innovation"]
+ listval = ["APosterioriCorrelations", "APosterioriCovariance", "APosterioriStandardDeviations", "APosterioriVariances", "BMA", "CurrentState", "CostFunctionJ", "Innovation"]
)
self.defineRequiredParameter( # Pas de type
name = "Bounds",
#
self.StoredVariables["Analysis"].store( Xn.A1 )
if "APosterioriCovariance" in self._parameters["StoreSupplementaryCalculations"]:
- self.StoredVariables["APosterioriCovariance"].store( Pn )
+ self.StoredVariables["APosterioriCovariance"].store( Pn.asfullmatrix(Xn.size) )
covarianceXa = Pn
Xa = Xn
previousJMinimum = numpy.finfo(float).max
if Cm is not None and Un is not None: # Attention : si Cm est aussi dans H, doublon !
d = d - Cm * Un
#
+ _A = R + Ht * Pn_predicted * Ha
+ _u = numpy.linalg.solve( _A , d )
+ Xn = Xn_predicted + Pn_predicted * Ha * _u
Kn = Pn_predicted * Ha * (R + Ht * Pn_predicted * Ha).I
- Xn = Xn_predicted + Kn * d
Pn = Pn_predicted - Kn * Ht * Pn_predicted
#
self.StoredVariables["Analysis"].store( Xn.A1 )