if self._toStore("APosterioriCovariance"):
self.StoredVariables["APosterioriCovariance"].store( Pn )
covarianceXa = Pn
- Xa = Xn
+ Xa = XaMin = Xb
previousJMinimum = numpy.finfo(float).max
#
for step in range(duration-1):
if self._parameters["Bounds"] is not None and self._parameters["ConstrainedBy"] == "EstimateProjection":
Xn = numpy.max(numpy.hstack((Xn,numpy.asmatrix(self._parameters["Bounds"])[:,0])),axis=1)
Xn = numpy.min(numpy.hstack((Xn,numpy.asmatrix(self._parameters["Bounds"])[:,1])),axis=1)
+ Xa = Xn # Pointeurs
#
- self.StoredVariables["Analysis"].store( Xn.A1 )
+ # ---> avec analysis
+ self.StoredVariables["Analysis"].store( Xa )
if self._toStore("APosterioriCovariance"):
self.StoredVariables["APosterioriCovariance"].store( Pn )
+ # ---> avec current state
if self._toStore("InnovationAtCurrentState"):
- self.StoredVariables["InnovationAtCurrentState"].store( numpy.ravel( d.A1 ) )
+ self.StoredVariables["InnovationAtCurrentState"].store( d )
if self._parameters["StoreInternalVariables"] \
or self._toStore("CurrentState"):
self.StoredVariables["CurrentState"].store( Xn )
or self._toStore("CostFunctionJ") \
or self._toStore("CostFunctionJb") \
or self._toStore("CostFunctionJo"):
- Jb = 0.5 * (Xn - Xb).T * BI * (Xn - Xb)
- Jo = 0.5 * d.T * RI * d
- J = float( Jb ) + float( Jo )
+ Jb = float( 0.5 * (Xa - Xb).T * BI * (Xa - Xb) )
+ Jo = float( 0.5 * d.T * RI * d )
+ J = Jb + Jo
self.StoredVariables["CostFunctionJb"].store( Jb )
self.StoredVariables["CostFunctionJo"].store( Jo )
self.StoredVariables["CostFunctionJ" ].store( J )
- if J < previousJMinimum:
- previousJMinimum = J
- Xa = Xn
- if self._toStore("APosterioriCovariance"):
- covarianceXa = Pn
- else:
- Xa = Xn
+ if self._parameters["EstimationOf"] == "Parameters" \
+ and J < previousJMinimum:
+ previousJMinimum = J
+ XaMin = Xa
+ if self._toStore("APosterioriCovariance"):
+ covarianceXaMin = Pn
#
- # Stockage supplementaire de l'optimum en estimation de parametres
- # ----------------------------------------------------------------
+ # Stockage final supplémentaire de l'optimum en estimation de paramètres
+ # ----------------------------------------------------------------------
if self._parameters["EstimationOf"] == "Parameters":
- self.StoredVariables["Analysis"].store( Xa.A1 )
+ self.StoredVariables["Analysis"].store( XaMin )
if self._toStore("APosterioriCovariance"):
- self.StoredVariables["APosterioriCovariance"].store( covarianceXa )
+ self.StoredVariables["APosterioriCovariance"].store( covarianceXaMin )
if self._toStore("BMA"):
- self.StoredVariables["BMA"].store( numpy.ravel(Xb) - numpy.ravel(Xa) )
+ self.StoredVariables["BMA"].store( numpy.ravel(Xb) - numpy.ravel(XaMin) )
#
self._post_run(HO)
return 0
# ==============================================================================
if __name__ == "__main__":
- print('\n AUTODIAGNOSTIC \n')
+ print('\n AUTODIAGNOSTIC\n')