Coherence correction for documentation of algorithms

diff --git a/doc/en/ref_algorithm_3DVAR.rst b/doc/en/ref_algorithm_3DVAR.rst
index bd09a025ac54faf2cdcc9778a2a594228803cefa..fad8fdd9e48cc7c8f651bff717f42d173f062ad4 100644 (file)
--- a/doc/en/ref_algorithm_3DVAR.rst
+++ b/doc/en/ref_algorithm_3DVAR.rst
@@ -165,9 +165,9 @@ The options of the algorithm are the following:
     these variables being calculated and stored by default. The possible names
     are in the following list: ["APosterioriCorrelations",
     "APosterioriCovariance", "APosterioriStandardDeviations",
-    "APosterioriVariances", "BMA", "CostFunctionJ",
-    "CostFunctionJAtCurrentOptimum", "CurrentOptimum", "CurrentState",
-    "IndexOfOptimum", "Innovation", "InnovationAtCurrentState",
+    "APosterioriVariances", "BMA", "CostFunctionJ", "CostFunctionJb",
+    "CostFunctionJo", "CostFunctionJAtCurrentOptimum", "CurrentOptimum",
+    "CurrentState", "IndexOfOptimum", "Innovation", "InnovationAtCurrentState",
     "MahalanobisConsistency", "OMA", "OMB", "SigmaObs2",
     "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentOptimum",
     "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum",

diff --git a/doc/en/ref_algorithm_4DVAR.rst b/doc/en/ref_algorithm_4DVAR.rst
index 9ce3efb29aee21d678e6d150b74835c7d9496bf2..1953f7683ae5512f9029867bec0e530f20938ca3 100644 (file)
--- a/doc/en/ref_algorithm_4DVAR.rst
+++ b/doc/en/ref_algorithm_4DVAR.rst
@@ -183,9 +183,9 @@ The options of the algorithm are the following:
     available at the end of the algorithm. It involves potentially costly
     calculations or memory consumptions. The default is a void list, none of
     these variables being calculated and stored by default. The possible names
-    are in the following list: ["BMA", "CostFunctionJ",
-    "CostFunctionJAtCurrentOptimum", "CurrentOptimum", "CurrentState",
-    "IndexOfOptimum"].
+    are in the following list: ["BMA", "CostFunctionJ", "CostFunctionJb",
+    "CostFunctionJo", "CostFunctionJAtCurrentOptimum", "CurrentOptimum",
+    "CurrentState", "IndexOfOptimum"].
 
     Example : ``{"StoreSupplementaryCalculations":["BMA", "CurrentState"]}``
 

diff --git a/doc/en/ref_algorithm_Blue.rst b/doc/en/ref_algorithm_Blue.rst
index 32406c79ab27e2a8859c1ed5dbcc9a3b6e20c0a7..4be560b0a894526f797aef2ff072eb3e28f600b8 100644 (file)
--- a/doc/en/ref_algorithm_Blue.rst
+++ b/doc/en/ref_algorithm_Blue.rst
@@ -111,8 +111,8 @@ The options of the algorithm are the following:
     are in the following list: ["APosterioriCorrelations",
     "APosterioriCovariance", "APosterioriStandardDeviations",
     "APosterioriVariances", "BMA", "OMA", "OMB", "CurrentState",
-    "CostFunctionJ", "Innovation", "SigmaBck2", "SigmaObs2",
-    "MahalanobisConsistency", "SimulationQuantiles",
+    "CostFunctionJ", "CostFunctionJb", "CostFunctionJo", "Innovation",
+    "SigmaBck2", "SigmaObs2", "MahalanobisConsistency", "SimulationQuantiles",
     "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentState",
     "SimulatedObservationAtOptimum"].
 

diff --git a/doc/en/ref_algorithm_DerivativeFreeOptimization.rst b/doc/en/ref_algorithm_DerivativeFreeOptimization.rst
index 1ca7a9134f526461d0df1ed042d62bc22034ba11..3971ee6dd84d30e0f42408f42dd0fc3f557ee1eb 100644 (file)
--- a/doc/en/ref_algorithm_DerivativeFreeOptimization.rst
+++ b/doc/en/ref_algorithm_DerivativeFreeOptimization.rst
@@ -171,9 +171,10 @@ The options of the algorithm are the following:
     calculations or memory consumptions. The default is a void list, none of
     these variables being calculated and stored by default. The possible names
     are in the following list: ["CurrentState", "CostFunctionJ",
-    "CostFunctionJAtCurrentOptimum", "CurrentOptimum", "IndexOfOptimum",
-    "InnovationAtCurrentState", "BMA", "OMA", "OMB",
-    "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentOptimum",
+    "CostFunctionJb", "CostFunctionJo", "CostFunctionJAtCurrentOptimum",
+    "CurrentOptimum", "IndexOfOptimum", "InnovationAtCurrentState", "BMA",
+    "OMA", "OMB", "SimulatedObservationAtBackground",
+    "SimulatedObservationAtCurrentOptimum",
     "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"].
 
     Example : ``{"StoreSupplementaryCalculations":["BMA", "Innovation"]}``

diff --git a/doc/en/ref_algorithm_ExtendedBlue.rst b/doc/en/ref_algorithm_ExtendedBlue.rst
index 65e30da17560c5a458c69724aa1804ea9781b670..8ae7f50f97d61b14733989ec1c47b56c977559e5 100644 (file)
--- a/doc/en/ref_algorithm_ExtendedBlue.rst
+++ b/doc/en/ref_algorithm_ExtendedBlue.rst
@@ -109,8 +109,8 @@ The options of the algorithm are the following:
     are in the following list: ["APosterioriCorrelations",
     "APosterioriCovariance", "APosterioriStandardDeviations",
     "APosterioriVariances", "BMA", "OMA", "OMB", "CurrentState",
-    "CostFunctionJ", "Innovation", "SigmaBck2", "SigmaObs2",
-    "MahalanobisConsistency", "SimulationQuantiles",
+    "CostFunctionJ", "CostFunctionJb", "CostFunctionJo", "Innovation",
+    "SigmaBck2", "SigmaObs2", "MahalanobisConsistency", "SimulationQuantiles",
     "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentState",
     "SimulatedObservationAtOptimum"].
 

diff --git a/doc/en/ref_algorithm_ExtendedKalmanFilter.rst b/doc/en/ref_algorithm_ExtendedKalmanFilter.rst
index ef4095533573079ee3e0cd9291ce46b734a1d1a9..568e458f6f9e7e7cd868bac025004b8196544ce8 100644 (file)
--- a/doc/en/ref_algorithm_ExtendedKalmanFilter.rst
+++ b/doc/en/ref_algorithm_ExtendedKalmanFilter.rst
@@ -121,8 +121,8 @@ The options of the algorithm are the following:
     these variables being calculated and stored by default. The possible names
     are in the following list: ["APosterioriCorrelations",
     "APosterioriCovariance", "APosterioriStandardDeviations",
-    "APosterioriVariances", "BMA", "CostFunctionJ", "CurrentState",
-    "Innovation"].
+    "APosterioriVariances", "BMA", "CostFunctionJ", "CostFunctionJb",
+    "CostFunctionJo", "CurrentState", "Innovation"].
 
     Example : ``{"StoreSupplementaryCalculations":["BMA", "Innovation"]}``
 

diff --git a/doc/en/ref_algorithm_KalmanFilter.rst b/doc/en/ref_algorithm_KalmanFilter.rst
index 8261487717dc67222f1f39fe417b00adb0b5ffa8..84c5fb6325f1a17f5eabe297762d4b1803ba63dc 100644 (file)
--- a/doc/en/ref_algorithm_KalmanFilter.rst
+++ b/doc/en/ref_algorithm_KalmanFilter.rst
@@ -113,8 +113,8 @@ The options of the algorithm are the following:
     these variables being calculated and stored by default. The possible names
     are in the following list: ["APosterioriCorrelations",
     "APosterioriCovariance", "APosterioriStandardDeviations",
-    "APosterioriVariances", "BMA", "CostFunctionJ", "CurrentState",
-    "Innovation"].
+    "APosterioriVariances", "BMA", "CostFunctionJ", "CostFunctionJb",
+    "CostFunctionJo", "CurrentState", "Innovation"].
 
     Example : ``{"StoreSupplementaryCalculations":["BMA", "Innovation"]}``
 

diff --git a/doc/en/ref_algorithm_LinearLeastSquares.rst b/doc/en/ref_algorithm_LinearLeastSquares.rst
index 681f3726126eeeea84cc5d966306f82c409b0aba..e44db9787f4163cb6eac06678aac2b442901f4fe 100644 (file)
--- a/doc/en/ref_algorithm_LinearLeastSquares.rst
+++ b/doc/en/ref_algorithm_LinearLeastSquares.rst
@@ -94,7 +94,8 @@ The options of the algorithm are the following:
     calculations or memory consumptions. The default is a void list, none of
     these variables being calculated and stored by default. The possible names
     are in the following list: ["OMA", "CurrentState", "CostFunctionJ",
-    "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"].
+    "CostFunctionJb", "CostFunctionJo", "SimulatedObservationAtCurrentState",
+    "SimulatedObservationAtOptimum"].
 
     Example : ``{"StoreSupplementaryCalculations":["OMA", "CurrentState"]}``
 

diff --git a/doc/en/ref_algorithm_NonLinearLeastSquares.rst b/doc/en/ref_algorithm_NonLinearLeastSquares.rst
index e3273683b7e7c24d741100407991c6a7292174be..c6e6f155806941100c6f6dc14e22c8c62abad660 100644 (file)
--- a/doc/en/ref_algorithm_NonLinearLeastSquares.rst
+++ b/doc/en/ref_algorithm_NonLinearLeastSquares.rst
@@ -155,9 +155,9 @@ The options of the algorithm are the following:
     available at the end of the algorithm. It involves potentially costly
     calculations or memory consumptions. The default is a void list, none of
     these variables being calculated and stored by default. The possible names
-    are in the following list: ["BMA", "CostFunctionJ", "CurrentState", "OMA",
-    "OMB", "Innovation", "SimulatedObservationAtCurrentState",
-    "SimulatedObservationAtOptimum"].
+    are in the following list: ["BMA", "CostFunctionJ", "CostFunctionJb",
+    "CostFunctionJo", "CurrentState", "OMA", "OMB", "Innovation",
+    "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"].
 
     Example : ``{"StoreSupplementaryCalculations":["BMA", "Innovation"]}``
 

diff --git a/doc/en/ref_algorithm_ParticleSwarmOptimization.rst b/doc/en/ref_algorithm_ParticleSwarmOptimization.rst
index 7ce093836b8a81fe65e01163191490aff83c47d8..56cf88cc17c3b0740bfafa2d43101521bf1f6fa3 100644 (file)
--- a/doc/en/ref_algorithm_ParticleSwarmOptimization.rst
+++ b/doc/en/ref_algorithm_ParticleSwarmOptimization.rst
@@ -162,9 +162,10 @@ The options of the algorithm are the following:
     available at the end of the algorithm. It involves potentially costly
     calculations or memory consumptions. The default is a void list, none of
     these variables being calculated and stored by default. The possible names
-    are in the following list: ["BMA", "CostFunctionJ", "CurrentState", "OMA",
-    "OMB", "Innovation", "SimulatedObservationAtBackground",
-    "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"].
+    are in the following list: ["BMA", "CostFunctionJ", "CostFunctionJb",
+    "CostFunctionJo", "CurrentState", "OMA", "OMB", "Innovation",
+    "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentState",
+    "SimulatedObservationAtOptimum"].
 
     Example : ``{"StoreSupplementaryCalculations":["BMA", "Innovation"]}``
 

diff --git a/doc/en/ref_algorithm_QuantileRegression.rst b/doc/en/ref_algorithm_QuantileRegression.rst
index 3a7b463142dd4b34fe090726f425e73560a06af7..a5907e101275f52cc9c32ad3c1ff44e2a9bf9463 100644 (file)
--- a/doc/en/ref_algorithm_QuantileRegression.rst
+++ b/doc/en/ref_algorithm_QuantileRegression.rst
@@ -118,9 +118,10 @@ The options of the algorithm are the following:
     available at the end of the algorithm. It involves potentially costly
     calculations or memory consumptions. The default is a void list, none of
     these variables being calculated and stored by default. The possible names
-    are in the following list: ["BMA", "CostFunctionJ", "CurrentState", "OMA",
-    "OMB", "Innovation", "SimulatedObservationAtBackground",
-    "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"].
+    are in the following list: ["BMA", "CostFunctionJ", "CostFunctionJb",
+    "CostFunctionJo", "CurrentState", "OMA", "OMB", "Innovation",
+    "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentState",
+    "SimulatedObservationAtOptimum"].
 
     Example : ``{"StoreSupplementaryCalculations":["BMA", "Innovation"]}``
 

diff --git a/doc/en/ref_algorithm_SamplingTest.rst b/doc/en/ref_algorithm_SamplingTest.rst
index ba788d918df1bfd81206bce18698c7e0a49e5393..d328dcd42115f286d4c846f278a27d8ab953f67d 100644 (file)
--- a/doc/en/ref_algorithm_SamplingTest.rst
+++ b/doc/en/ref_algorithm_SamplingTest.rst
@@ -178,8 +178,9 @@ The options of the algorithm are the following:
     available at the end of the algorithm. It involves potentially costly
     calculations or memory consumptions. The default is a void list, none of
     these variables being calculated and stored by default. The possible names
-    are in the following list: ["CostFunctionJ", "CurrentState",
-    "InnovationAtCurrentState", "SimulatedObservationAtCurrentState"].
+    are in the following list: ["CostFunctionJ", "CostFunctionJb",
+    "CostFunctionJo", "CurrentState", "InnovationAtCurrentState",
+    "SimulatedObservationAtCurrentState"].
 
     Example : ``{"StoreSupplementaryCalculations":["CostFunctionJ", "SimulatedObservationAtCurrentState"]}``
 

diff --git a/doc/en/ref_algorithm_UnscentedKalmanFilter.rst b/doc/en/ref_algorithm_UnscentedKalmanFilter.rst
index cb5343c236003f65990e560d68598e732ee7c732..14007021a58aa27f2cfcb3b87bc6028bb056d4bc 100644 (file)
--- a/doc/en/ref_algorithm_UnscentedKalmanFilter.rst
+++ b/doc/en/ref_algorithm_UnscentedKalmanFilter.rst
@@ -136,8 +136,8 @@ The options of the algorithm are the following:
     these variables being calculated and stored by default. The possible names
     are in the following list: ["APosterioriCorrelations",
     "APosterioriCovariance", "APosterioriStandardDeviations",
-    "APosterioriVariances", "BMA", "CostFunctionJ", "CurrentState",
-    "Innovation"].
+    "APosterioriVariances", "BMA", "CostFunctionJ", "CostFunctionJb",
+    "CostFunctionJo", "CurrentState", "Innovation"].
 
     Example : ``{"StoreSupplementaryCalculations":["BMA", "Innovation"]}``
 

diff --git a/doc/fr/ref_algorithm_3DVAR.rst b/doc/fr/ref_algorithm_3DVAR.rst
index c077dc0ee35c9e7bf247db272d99fa04f8dc59a7..2466d06b84d4e754048d95162884dbc95db34db5 100644 (file)
--- a/doc/fr/ref_algorithm_3DVAR.rst
+++ b/doc/fr/ref_algorithm_3DVAR.rst
@@ -170,9 +170,9 @@ Les options de l'algorithme sont les suivantes:
     aucune de ces variables n'étant calculée et stockée par défaut. Les noms
     possibles sont dans la liste suivante : ["APosterioriCorrelations",
     "APosterioriCovariance", "APosterioriStandardDeviations",
-    "APosterioriVariances", "BMA", "CostFunctionJ",
-    "CostFunctionJAtCurrentOptimum", "CurrentOptimum", "CurrentState",
-    "IndexOfOptimum", "Innovation", "InnovationAtCurrentState",
+    "APosterioriVariances", "BMA", "CostFunctionJ", "CostFunctionJb",
+    "CostFunctionJo", "CostFunctionJAtCurrentOptimum", "CurrentOptimum",
+    "CurrentState", "IndexOfOptimum", "Innovation", "InnovationAtCurrentState",
     "MahalanobisConsistency", "OMA", "OMB", "SigmaObs2",
     "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentOptimum",
     "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum",

diff --git a/doc/fr/ref_algorithm_4DVAR.rst b/doc/fr/ref_algorithm_4DVAR.rst
index 45140cb29d8865448f964eb6fc2d7f22a4c57edf..272be8034d0776684e3cd477280daf0888c0022b 100644 (file)
--- a/doc/fr/ref_algorithm_4DVAR.rst
+++ b/doc/fr/ref_algorithm_4DVAR.rst
@@ -189,8 +189,8 @@ Les options de l'algorithme sont les suivantes:
     calculs ou du stockage coûteux. La valeur par défaut est une liste vide,
     aucune de ces variables n'étant calculée et stockée par défaut. Les noms
     possibles sont dans la liste suivante : ["BMA", "CostFunctionJ",
-    "CostFunctionJAtCurrentOptimum", "CurrentOptimum", "CurrentState",
-    "IndexOfOptimum"].
+    "CostFunctionJb", "CostFunctionJo", "CostFunctionJAtCurrentOptimum",
+    "CurrentOptimum", "CurrentState", "IndexOfOptimum"].
 
     Exemple : ``{"StoreSupplementaryCalculations":["BMA", "CurrentState"]}``
 

diff --git a/doc/fr/ref_algorithm_Blue.rst b/doc/fr/ref_algorithm_Blue.rst
index ae562d3d09cd8e884b3aaf71a36bb271b26676aa..570aa2cf85fd76d7ba7db64be09bbf545305846e 100644 (file)
--- a/doc/fr/ref_algorithm_Blue.rst
+++ b/doc/fr/ref_algorithm_Blue.rst
@@ -113,8 +113,8 @@ Les options de l'algorithme sont les suivantes:
     possibles sont dans la liste suivante : ["APosterioriCorrelations",
     "APosterioriCovariance", "APosterioriStandardDeviations",
     "APosterioriVariances", "BMA", "OMA", "OMB", "CurrentState",
-    "CostFunctionJ", "Innovation", "SigmaBck2", "SigmaObs2",
-    "MahalanobisConsistency", "SimulationQuantiles",
+    "CostFunctionJ", "CostFunctionJb", "CostFunctionJo", "Innovation",
+    "SigmaBck2", "SigmaObs2", "MahalanobisConsistency", "SimulationQuantiles",
     "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentState",
     "SimulatedObservationAtOptimum"].
 

diff --git a/doc/fr/ref_algorithm_DerivativeFreeOptimization.rst b/doc/fr/ref_algorithm_DerivativeFreeOptimization.rst
index 9beb578539b7926251d2f6ba52e558b1afe21b68..bd129389fb8051b0965ff6e2911fa4f714842316 100644 (file)
--- a/doc/fr/ref_algorithm_DerivativeFreeOptimization.rst
+++ b/doc/fr/ref_algorithm_DerivativeFreeOptimization.rst
@@ -174,9 +174,10 @@ Les options de l'algorithme sont les suivantes:
     calculs ou du stockage coûteux. La valeur par défaut est une liste vide,
     aucune de ces variables n'étant calculée et stockée par défaut. Les noms
     possibles sont dans la liste suivante : ["CurrentState", "CostFunctionJ",
-    "CostFunctionJAtCurrentOptimum", "CurrentOptimum", "IndexOfOptimum",
-    "InnovationAtCurrentState", "BMA", "OMA", "OMB",
-    "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentOptimum",
+    "CostFunctionJb", "CostFunctionJo", "CostFunctionJAtCurrentOptimum",
+    "CurrentOptimum", "IndexOfOptimum", "InnovationAtCurrentState", "BMA",
+    "OMA", "OMB", "SimulatedObservationAtBackground",
+    "SimulatedObservationAtCurrentOptimum",
     "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"].
 
     Exemple : ``{"StoreSupplementaryCalculations":["BMA", "Innovation"]}``

diff --git a/doc/fr/ref_algorithm_ExtendedBlue.rst b/doc/fr/ref_algorithm_ExtendedBlue.rst
index ae50ca4a67a7a2f0f803b1a410f9d079a3a5795a..b8089472238537e5c3ddcf9c13c9d111e2d9fab3 100644 (file)
--- a/doc/fr/ref_algorithm_ExtendedBlue.rst
+++ b/doc/fr/ref_algorithm_ExtendedBlue.rst
@@ -107,7 +107,11 @@ Les options de l'algorithme sont les suivantes:
     disponibles à la fin de l'algorithme. Cela implique potentiellement des
     calculs ou du stockage coûteux. La valeur par défaut est une liste vide,
     aucune de ces variables n'étant calculée et stockée par défaut. Les noms
-    possibles sont dans la liste suivante : ["CurrentState", "Innovation",
+    possibles sont dans la liste suivante : ["APosterioriCorrelations",
+    "APosterioriCovariance", "APosterioriStandardDeviations",
+    "APosterioriVariances", "BMA", "OMA", "OMB", "CurrentState",
+    "CostFunctionJ", "CostFunctionJb", "CostFunctionJo", "Innovation",
+    "SigmaBck2", "SigmaObs2", "MahalanobisConsistency", "SimulationQuantiles",
     "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentState",
     "SimulatedObservationAtOptimum"].
 

diff --git a/doc/fr/ref_algorithm_ExtendedKalmanFilter.rst b/doc/fr/ref_algorithm_ExtendedKalmanFilter.rst
index 92d3b02363767f5ad80c1154a20835535cafca86..d93b723b93ffd348df56cb718626b7f283f20038 100644 (file)
--- a/doc/fr/ref_algorithm_ExtendedKalmanFilter.rst
+++ b/doc/fr/ref_algorithm_ExtendedKalmanFilter.rst
@@ -124,8 +124,8 @@ Les options de l'algorithme sont les suivantes:
     aucune de ces variables n'étant calculée et stockée par défaut. Les noms
     possibles sont dans la liste suivante : ["APosterioriCorrelations",
     "APosterioriCovariance", "APosterioriStandardDeviations",
-    "APosterioriVariances", "BMA", "CostFunctionJ", "CurrentState",
-    "Innovation"].
+    "APosterioriVariances", "BMA", "CostFunctionJ", "CostFunctionJb",
+    "CostFunctionJo", "CurrentState", "Innovation"].
 
     Exemple : ``{"StoreSupplementaryCalculations":["BMA", "Innovation"]}``
 

diff --git a/doc/fr/ref_algorithm_KalmanFilter.rst b/doc/fr/ref_algorithm_KalmanFilter.rst
index 288da6826693962ee40d377ee998341d52c00538..a029dca63300b191453c09debebc3104e93c6b8e 100644 (file)
--- a/doc/fr/ref_algorithm_KalmanFilter.rst
+++ b/doc/fr/ref_algorithm_KalmanFilter.rst
@@ -114,8 +114,8 @@ Les options de l'algorithme sont les suivantes:
     aucune de ces variables n'étant calculée et stockée par défaut. Les noms
     possibles sont dans la liste suivante : ["APosterioriCorrelations",
     "APosterioriCovariance", "APosterioriStandardDeviations",
-    "APosterioriVariances", "BMA", "CostFunctionJ", "CurrentState",
-    "Innovation"].
+    "APosterioriVariances", "BMA", "CostFunctionJ", "CostFunctionJb",
+    "CostFunctionJo", "CurrentState", "Innovation"].
 
     Exemple : ``{"StoreSupplementaryCalculations":["BMA", "Innovation"]}``
 

diff --git a/doc/fr/ref_algorithm_LinearLeastSquares.rst b/doc/fr/ref_algorithm_LinearLeastSquares.rst
index 258647fc639f980efd2b54505588adb79ace6caf..02bd28abaf0b52601f80f3d43d92718b7711fdc1 100644 (file)
--- a/doc/fr/ref_algorithm_LinearLeastSquares.rst
+++ b/doc/fr/ref_algorithm_LinearLeastSquares.rst
@@ -95,8 +95,8 @@ Les options de l'algorithme sont les suivantes:
     calculs ou du stockage coûteux. La valeur par défaut est une liste vide,
     aucune de ces variables n'étant calculée et stockée par défaut. Les noms
     possibles sont dans la liste suivante : ["OMA", "CurrentState",
-    "CostFunctionJ", "SimulatedObservationAtCurrentState",
-    "SimulatedObservationAtOptimum"].
+    "CostFunctionJ", "CostFunctionJb", "CostFunctionJo",
+    "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"].
 
     Exemple : ``{"StoreSupplementaryCalculations":["OMA", "CurrentState"]}``
 

diff --git a/doc/fr/ref_algorithm_NonLinearLeastSquares.rst b/doc/fr/ref_algorithm_NonLinearLeastSquares.rst
index 9b66b0e4be13909adec58bc4a132f5977c4f5ac1..8906cc5f18a0616b9ed629a29d5a508fe419216b 100644 (file)
--- a/doc/fr/ref_algorithm_NonLinearLeastSquares.rst
+++ b/doc/fr/ref_algorithm_NonLinearLeastSquares.rst
@@ -163,8 +163,9 @@ Les options de l'algorithme sont les suivantes:
     calculs ou du stockage coûteux. La valeur par défaut est une liste vide,
     aucune de ces variables n'étant calculée et stockée par défaut. Les noms
     possibles sont dans la liste suivante : ["BMA", "CostFunctionJ",
-    "CurrentState", "OMA", "OMB", "Innovation",
-    "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"].
+    "CostFunctionJb", "CostFunctionJo", "CurrentState", "OMA", "OMB",
+    "Innovation", "SimulatedObservationAtCurrentState",
+    "SimulatedObservationAtOptimum"].
 
     Exemple : ``{"StoreSupplementaryCalculations":["BMA", "Innovation"]}``
 

diff --git a/doc/fr/ref_algorithm_ParticleSwarmOptimization.rst b/doc/fr/ref_algorithm_ParticleSwarmOptimization.rst
index f19b577fe689b823f1f0dfe59ae56623e3306593..48d5c580cebc18648307f400631b2457b0c1ed83 100644 (file)
--- a/doc/fr/ref_algorithm_ParticleSwarmOptimization.rst
+++ b/doc/fr/ref_algorithm_ParticleSwarmOptimization.rst
@@ -168,9 +168,9 @@ Les options de l'algorithme sont les suivantes:
     calculs ou du stockage coûteux. La valeur par défaut est une liste vide,
     aucune de ces variables n'étant calculée et stockée par défaut. Les noms
     possibles sont dans la liste suivante : ["BMA", "CostFunctionJ",
-    "CurrentState", "OMA", "OMB", "Innovation",
-    "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentState",
-    "SimulatedObservationAtOptimum"].
+    "CostFunctionJb", "CostFunctionJo", "CurrentState", "OMA", "OMB",
+    "Innovation", "SimulatedObservationAtBackground",
+    "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"].
 
     Exemple : ``{"StoreSupplementaryCalculations":["BMA", "Innovation"]}``
 

diff --git a/doc/fr/ref_algorithm_QuantileRegression.rst b/doc/fr/ref_algorithm_QuantileRegression.rst
index 337f1bf3f0532f41d34977849186e3c47577038b..e069a441e50da695635116517ffa6590d2219db8 100644 (file)
--- a/doc/fr/ref_algorithm_QuantileRegression.rst
+++ b/doc/fr/ref_algorithm_QuantileRegression.rst
@@ -121,9 +121,9 @@ Les options de l'algorithme sont les suivantes:
     calculs ou du stockage coûteux. La valeur par défaut est une liste vide,
     aucune de ces variables n'étant calculée et stockée par défaut. Les noms
     possibles sont dans la liste suivante : ["BMA", "CostFunctionJ",
-    "CurrentState", "OMA", "OMB", "Innovation",
-    "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentState",
-    "SimulatedObservationAtOptimum"].
+    "CostFunctionJb", "CostFunctionJo", "CurrentState", "OMA", "OMB",
+    "Innovation", "SimulatedObservationAtBackground",
+    "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"].
 
     Exemple : ``{"StoreSupplementaryCalculations":["BMA", "Innovation"]}``
 

diff --git a/doc/fr/ref_algorithm_SamplingTest.rst b/doc/fr/ref_algorithm_SamplingTest.rst
index f9774cf3f3ed2651064eb248931975fbdf2c2539..efb26726481539fa6f22d9bc9bd3569ee3b52d55 100644 (file)
--- a/doc/fr/ref_algorithm_SamplingTest.rst
+++ b/doc/fr/ref_algorithm_SamplingTest.rst
@@ -185,8 +185,9 @@ Les options de l'algorithme sont les suivantes:
     disponibles à la fin de l'algorithme. Cela implique potentiellement des
     calculs ou du stockage coûteux. La valeur par défaut est une liste vide,
     aucune de ces variables n'étant calculée et stockée par défaut. Les noms
-    possibles sont dans la liste suivante : ["CostFunctionJ", "CurrentState",
-    "InnovationAtCurrentState", "SimulatedObservationAtCurrentState"].
+    possibles sont dans la liste suivante : ["CostFunctionJ", "CostFunctionJb",
+    "CostFunctionJo", "CurrentState", "InnovationAtCurrentState",
+    "SimulatedObservationAtCurrentState"].
 
     Exemple : ``{"StoreSupplementaryCalculations":["CostFunctionJ", "SimulatedObservationAtCurrentState"]}``
 

diff --git a/doc/fr/ref_algorithm_UnscentedKalmanFilter.rst b/doc/fr/ref_algorithm_UnscentedKalmanFilter.rst
index 23910f2e2ec4acc2a015b0494d967518686330e3..0fd9f576f08b87948c0872a3ad981635b29e3edd 100644 (file)
--- a/doc/fr/ref_algorithm_UnscentedKalmanFilter.rst
+++ b/doc/fr/ref_algorithm_UnscentedKalmanFilter.rst
@@ -139,8 +139,8 @@ Les options de l'algorithme sont les suivantes:
     aucune de ces variables n'étant calculée et stockée par défaut. Les noms
     possibles sont dans la liste suivante : ["APosterioriCorrelations",
     "APosterioriCovariance", "APosterioriStandardDeviations",
-    "APosterioriVariances", "BMA", "CostFunctionJ", "CurrentState",
-    "Innovation"].
+    "APosterioriVariances", "BMA", "CostFunctionJ", "CostFunctionJb",
+    "CostFunctionJo", "CurrentState", "Innovation"].
 
     Exemple : ``{"StoreSupplementaryCalculations":["BMA", "Innovation"]}``
 

diff --git a/src/daComposant/daAlgorithms/3DVAR.py b/src/daComposant/daAlgorithms/3DVAR.py
index 70ea8441f1db24cd8ea1bcf92d35ac031bd1ec36..0ba09988188edbd048f84737acefc7f4570974c9 100644 (file)
--- a/src/daComposant/daAlgorithms/3DVAR.py
+++ b/src/daComposant/daAlgorithms/3DVAR.py
@@ -72,7 +72,7 @@ class ElementaryAlgorithm(BasicObjects.Algorithm):
             default  = [],
             typecast = tuple,
             message  = "Liste de calculs supplémentaires à stocker et/ou effectuer",
-            listval  = ["APosterioriCorrelations", "APosterioriCovariance", "APosterioriStandardDeviations", "APosterioriVariances", "BMA", "OMA", "OMB", "CostFunctionJ", "CurrentState", "CurrentOptimum", "IndexOfOptimum", "Innovation", "InnovationAtCurrentState", "CostFunctionJAtCurrentOptimum", "SigmaObs2", "MahalanobisConsistency", "SimulationQuantiles", "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum", "SimulatedObservationAtCurrentOptimum"]
+            listval  = ["APosterioriCorrelations", "APosterioriCovariance", "APosterioriStandardDeviations", "APosterioriVariances", "BMA", "OMA", "OMB", "CostFunctionJ", "CostFunctionJb", "CostFunctionJo", "CurrentState", "CurrentOptimum", "IndexOfOptimum", "Innovation", "InnovationAtCurrentState", "CostFunctionJAtCurrentOptimum", "SigmaObs2", "MahalanobisConsistency", "SimulationQuantiles", "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum", "SimulatedObservationAtCurrentOptimum"]
             )
         self.defineRequiredParameter(
             name     = "Quantiles",

diff --git a/src/daComposant/daAlgorithms/4DVAR.py b/src/daComposant/daAlgorithms/4DVAR.py
index 8caa38eb26dfcf032936de59e2e5f9e85e03a2b5..41d0ff88643c5ef62705fb57f85d1c1aca7e6c4d 100644 (file)
--- a/src/daComposant/daAlgorithms/4DVAR.py
+++ b/src/daComposant/daAlgorithms/4DVAR.py
@@ -86,7 +86,7 @@ class ElementaryAlgorithm(BasicObjects.Algorithm):
             default  = [],
             typecast = tuple,
             message  = "Liste de calculs supplémentaires à stocker et/ou effectuer",
-            listval  = ["BMA", "CurrentState", "CostFunctionJ", "IndexOfOptimum", "CurrentOptimum", "CostFunctionJAtCurrentOptimum"]
+            listval  = ["BMA", "CurrentState", "CostFunctionJ", "CostFunctionJb", "CostFunctionJo", "IndexOfOptimum", "CurrentOptimum", "CostFunctionJAtCurrentOptimum"]
             )
         self.defineRequiredParameter( # Pas de type
             name     = "Bounds",

diff --git a/src/daComposant/daAlgorithms/Blue.py b/src/daComposant/daAlgorithms/Blue.py
index 1a39ecb0fe70e639d2e3b1031f1985783a8eba36..8cd212ce63d8c6cae1a5f1a2096a70cac7906cd7 100644 (file)
--- a/src/daComposant/daAlgorithms/Blue.py
+++ b/src/daComposant/daAlgorithms/Blue.py
@@ -39,7 +39,7 @@ class ElementaryAlgorithm(BasicObjects.Algorithm):
             default  = [],
             typecast = tuple,
             message  = "Liste de calculs supplémentaires à stocker et/ou effectuer",
-            listval  = ["APosterioriCorrelations", "APosterioriCovariance", "APosterioriStandardDeviations", "APosterioriVariances", "BMA", "OMA", "OMB", "CurrentState", "CostFunctionJ", "Innovation", "SigmaBck2", "SigmaObs2", "MahalanobisConsistency", "SimulationQuantiles", "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"]
+            listval  = ["APosterioriCorrelations", "APosterioriCovariance", "APosterioriStandardDeviations", "APosterioriVariances", "BMA", "OMA", "OMB", "CurrentState", "CostFunctionJ", "CostFunctionJb", "CostFunctionJo", "Innovation", "SigmaBck2", "SigmaObs2", "MahalanobisConsistency", "SimulationQuantiles", "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"]
             )
         self.defineRequiredParameter(
             name     = "Quantiles",

diff --git a/src/daComposant/daAlgorithms/DerivativeFreeOptimization.py b/src/daComposant/daAlgorithms/DerivativeFreeOptimization.py
index d66bff0974d98047bf048294ba57d1f8b5fcfe8f..e9274204b7e9fca8a5a13d50617b9aaacfddc16b 100644 (file)
--- a/src/daComposant/daAlgorithms/DerivativeFreeOptimization.py
+++ b/src/daComposant/daAlgorithms/DerivativeFreeOptimization.py
@@ -83,7 +83,7 @@ class ElementaryAlgorithm(BasicObjects.Algorithm):
             default  = [],
             typecast = tuple,
             message  = "Liste de calculs supplémentaires à stocker et/ou effectuer",
-            listval  = ["CurrentState", "CostFunctionJ", "CostFunctionJAtCurrentOptimum", "CurrentOptimum", "IndexOfOptimum", "InnovationAtCurrentState", "BMA", "OMA", "OMB", "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentOptimum", "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"]
+            listval  = ["CurrentState", "CostFunctionJ", "CostFunctionJb", "CostFunctionJo", "CostFunctionJAtCurrentOptimum", "CurrentOptimum", "IndexOfOptimum", "InnovationAtCurrentState", "BMA", "OMA", "OMB", "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentOptimum", "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"]
             )
 
     def run(self, Xb=None, Y=None, U=None, HO=None, EM=None, CM=None, R=None, B=None, Q=None, Parameters=None):

diff --git a/src/daComposant/daAlgorithms/ExtendedBlue.py b/src/daComposant/daAlgorithms/ExtendedBlue.py
index 70fb69f467eac48c75acee6d59df5faca27ff0fd..75a9b26c9c0a39b54f62f07d935c6c41848bd266 100644 (file)
--- a/src/daComposant/daAlgorithms/ExtendedBlue.py
+++ b/src/daComposant/daAlgorithms/ExtendedBlue.py
@@ -39,7 +39,7 @@ class ElementaryAlgorithm(BasicObjects.Algorithm):
             default  = [],
             typecast = tuple,
             message  = "Liste de calculs supplémentaires à stocker et/ou effectuer",
-            listval  = ["APosterioriCorrelations", "APosterioriCovariance", "APosterioriStandardDeviations", "APosterioriVariances", "BMA", "OMA", "OMB", "CurrentState", "CostFunctionJ", "Innovation", "SigmaBck2", "SigmaObs2", "MahalanobisConsistency", "SimulationQuantiles", "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"]
+            listval  = ["APosterioriCorrelations", "APosterioriCovariance", "APosterioriStandardDeviations", "APosterioriVariances", "BMA", "OMA", "OMB", "CurrentState", "CostFunctionJ", "CostFunctionJb", "CostFunctionJo", "Innovation", "SigmaBck2", "SigmaObs2", "MahalanobisConsistency", "SimulationQuantiles", "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"]
             )
         self.defineRequiredParameter(
             name     = "Quantiles",

diff --git a/src/daComposant/daAlgorithms/ExtendedKalmanFilter.py b/src/daComposant/daAlgorithms/ExtendedKalmanFilter.py
index 46dbc4b1da968f5a76a7b586697dec8d047c017c..94a1c2be210eeb3f0170b2a05d05876d66b85ef5 100644 (file)
--- a/src/daComposant/daAlgorithms/ExtendedKalmanFilter.py
+++ b/src/daComposant/daAlgorithms/ExtendedKalmanFilter.py
@@ -53,7 +53,7 @@ class ElementaryAlgorithm(BasicObjects.Algorithm):
             default  = [],
             typecast = tuple,
             message  = "Liste de calculs supplémentaires à stocker et/ou effectuer",
-            listval  = ["APosterioriCorrelations", "APosterioriCovariance", "APosterioriStandardDeviations", "APosterioriVariances", "BMA", "CurrentState", "CostFunctionJ", "Innovation"]
+            listval  = ["APosterioriCorrelations", "APosterioriCovariance", "APosterioriStandardDeviations", "APosterioriVariances", "BMA", "CurrentState", "CostFunctionJ", "CostFunctionJb", "CostFunctionJo", "Innovation"]
             )
         self.defineRequiredParameter( # Pas de type
             name     = "Bounds",

diff --git a/src/daComposant/daAlgorithms/KalmanFilter.py b/src/daComposant/daAlgorithms/KalmanFilter.py
index e2e4b07710ee34e62e1faedadb71f6c181cfe0e9..0b0afa204103736999d766ee40489fc4f5953386 100644 (file)
--- a/src/daComposant/daAlgorithms/KalmanFilter.py
+++ b/src/daComposant/daAlgorithms/KalmanFilter.py
@@ -46,7 +46,7 @@ class ElementaryAlgorithm(BasicObjects.Algorithm):
             default  = [],
             typecast = tuple,
             message  = "Liste de calculs supplémentaires à stocker et/ou effectuer",
-            listval  = ["APosterioriCorrelations", "APosterioriCovariance", "APosterioriStandardDeviations", "APosterioriVariances", "BMA", "CurrentState", "CostFunctionJ", "Innovation"]
+            listval  = ["APosterioriCorrelations", "APosterioriCovariance", "APosterioriStandardDeviations", "APosterioriVariances", "BMA", "CurrentState", "CostFunctionJ", "CostFunctionJb", "CostFunctionJo", "Innovation"]
             )
 
     def run(self, Xb=None, Y=None, U=None, HO=None, EM=None, CM=None, R=None, B=None, Q=None, Parameters=None):

diff --git a/src/daComposant/daAlgorithms/LinearLeastSquares.py b/src/daComposant/daAlgorithms/LinearLeastSquares.py
index 66b33a9b2a0984f9be05853583762740334a1631..61aef8c2fb7d752009c6e8e3fd14a7fbdcc6c5af 100644 (file)
--- a/src/daComposant/daAlgorithms/LinearLeastSquares.py
+++ b/src/daComposant/daAlgorithms/LinearLeastSquares.py
@@ -39,7 +39,7 @@ class ElementaryAlgorithm(BasicObjects.Algorithm):
             default  = [],
             typecast = tuple,
             message  = "Liste de calculs supplémentaires à stocker et/ou effectuer",
-            listval  = ["OMA", "CurrentState", "CostFunctionJ", "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"]
+            listval  = ["OMA", "CurrentState", "CostFunctionJ", "CostFunctionJb", "CostFunctionJo", "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"]
             )
 
     def run(self, Xb=None, Y=None, U=None, HO=None, EM=None, CM=None, R=None, B=None, Q=None, Parameters=None):

diff --git a/src/daComposant/daAlgorithms/NonLinearLeastSquares.py b/src/daComposant/daAlgorithms/NonLinearLeastSquares.py
index 68fc42228773846c8859ae5dce86cf3118643927..d488fb3f38d9fd1f95e0d57f5783c42674ebc48e 100644 (file)
--- a/src/daComposant/daAlgorithms/NonLinearLeastSquares.py
+++ b/src/daComposant/daAlgorithms/NonLinearLeastSquares.py
@@ -72,7 +72,7 @@ class ElementaryAlgorithm(BasicObjects.Algorithm):
             default  = [],
             typecast = tuple,
             message  = "Liste de calculs supplémentaires à stocker et/ou effectuer",
-            listval  = ["BMA", "OMA", "OMB", "CurrentState", "CostFunctionJ", "Innovation", "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"]
+            listval  = ["BMA", "OMA", "OMB", "CurrentState", "CostFunctionJ", "CostFunctionJb", "CostFunctionJo", "Innovation", "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"]
             )
         self.defineRequiredParameter( # Pas de type
             name     = "Bounds",

diff --git a/src/daComposant/daAlgorithms/ParticleSwarmOptimization.py b/src/daComposant/daAlgorithms/ParticleSwarmOptimization.py
index 6b0d43b250a2ba6232d79cfd8194861e744f6fe9..dbec7260ba781863edec473c87e0c2d8a7394533 100644 (file)
--- a/src/daComposant/daAlgorithms/ParticleSwarmOptimization.py
+++ b/src/daComposant/daAlgorithms/ParticleSwarmOptimization.py
@@ -84,7 +84,7 @@ class ElementaryAlgorithm(BasicObjects.Algorithm):
             default  = [],
             typecast = tuple,
             message  = "Liste de calculs supplémentaires à stocker et/ou effectuer",
-            listval  = ["BMA", "OMA", "OMB", "CurrentState", "CostFunctionJ", "Innovation", "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"]
+            listval  = ["BMA", "OMA", "OMB", "CurrentState", "CostFunctionJ", "CostFunctionJb", "CostFunctionJo", "Innovation", "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"]
             )
         self.defineRequiredParameter( # Pas de type
             name     = "BoxBounds",

diff --git a/src/daComposant/daAlgorithms/QuantileRegression.py b/src/daComposant/daAlgorithms/QuantileRegression.py
index eeb7499458b4140f60008d41520d9be45bfaa81e..dbb58adb2486ada79639c634664e30d9917a12a2 100644 (file)
--- a/src/daComposant/daAlgorithms/QuantileRegression.py
+++ b/src/daComposant/daAlgorithms/QuantileRegression.py
@@ -67,7 +67,7 @@ class ElementaryAlgorithm(BasicObjects.Algorithm):
             default  = [],
             typecast = tuple,
             message  = "Liste de calculs supplémentaires à stocker et/ou effectuer",
-            listval  = ["BMA", "OMA", "OMB", "CurrentState", "CostFunctionJ", "Innovation", "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"]
+            listval  = ["BMA", "OMA", "OMB", "CurrentState", "CostFunctionJ", "CostFunctionJb", "CostFunctionJo", "Innovation", "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"]
             )
         self.defineRequiredParameter( # Pas de type
             name     = "Bounds",

diff --git a/src/daComposant/daAlgorithms/SamplingTest.py b/src/daComposant/daAlgorithms/SamplingTest.py
index 32ebf3fba756ac296b4b46b8bfc04b6847702128..6b986de363c4f52e57d22c6fca5e5775c45e7d51 100644 (file)
--- a/src/daComposant/daAlgorithms/SamplingTest.py
+++ b/src/daComposant/daAlgorithms/SamplingTest.py
@@ -74,7 +74,7 @@ class ElementaryAlgorithm(BasicObjects.Algorithm):
             default  = [],
             typecast = tuple,
             message  = "Liste de calculs supplémentaires à stocker et/ou effectuer",
-            listval  = ["CostFunctionJ","CurrentState","InnovationAtCurrentState","SimulatedObservationAtCurrentState"]
+            listval  = ["CostFunctionJ", "CostFunctionJb", "CostFunctionJo","CurrentState","InnovationAtCurrentState","SimulatedObservationAtCurrentState"]
             )
         self.defineRequiredParameter(
             name     = "SetSeed",

diff --git a/src/daComposant/daAlgorithms/TabuSearch.py b/src/daComposant/daAlgorithms/TabuSearch.py
index 63e1d66bc100082634ef6a91829750a00a0b0ddd..b7ff1c43fd66670f935d96816e59165a9293cf09 100644 (file)
--- a/src/daComposant/daAlgorithms/TabuSearch.py
+++ b/src/daComposant/daAlgorithms/TabuSearch.py
@@ -103,7 +103,7 @@ class ElementaryAlgorithm(BasicObjects.Algorithm):
             default  = [],
             typecast = tuple,
             message  = "Liste de calculs supplémentaires à stocker et/ou effectuer",
-            listval  = ["BMA", "OMA", "OMB", "CurrentState", "CostFunctionJ", "Innovation", "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"]
+            listval  = ["BMA", "OMA", "OMB", "CurrentState", "CostFunctionJ", "CostFunctionJb", "CostFunctionJo", "Innovation", "SimulatedObservationAtBackground", "SimulatedObservationAtCurrentState", "SimulatedObservationAtOptimum"]
             )
         self.defineRequiredParameter( # Pas de type
             name     = "Bounds",

diff --git a/src/daComposant/daAlgorithms/UnscentedKalmanFilter.py b/src/daComposant/daAlgorithms/UnscentedKalmanFilter.py
index f117b898849ae7a1a3f018f16f3816c337fcaa7d..8b59081dd438fb7f4203edf7317c06b3adcd7066 100644 (file)
--- a/src/daComposant/daAlgorithms/UnscentedKalmanFilter.py
+++ b/src/daComposant/daAlgorithms/UnscentedKalmanFilter.py
@@ -82,7 +82,7 @@ class ElementaryAlgorithm(BasicObjects.Algorithm):
             default  = [],
             typecast = tuple,
             message  = "Liste de calculs supplémentaires à stocker et/ou effectuer",
-            listval  = ["APosterioriCorrelations", "APosterioriCovariance", "APosterioriStandardDeviations", "APosterioriVariances", "BMA", "CurrentState", "CostFunctionJ", "Innovation"]
+            listval  = ["APosterioriCorrelations", "APosterioriCovariance", "APosterioriStandardDeviations", "APosterioriVariances", "BMA", "CurrentState", "CostFunctionJ", "CostFunctionJb", "CostFunctionJo", "Innovation"]
             )
         self.defineRequiredParameter( # Pas de type
             name     = "Bounds",