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Public Member Functions | Public Attributes | List of all members
ITHACAmuq::Fang2017filter Class Referenceabstract

Class for Fang2017filters. More...

#include <Fang2017filter.H>

Public Member Functions

 Fang2017filter (int _Nsamples)
int getNumberOfSamples ()
 Return number of samples per ensamble.
double getTime ()
 Return time.
double getTime (int _timeStepI)
 Return time for input timestep.
int getTimeStep ()
 Return timestep.
Eigen::VectorXd getTimeVector ()
 Return time vector.
Eigen::MatrixXd getStateMean ()
 Return state mean.
void setObservations (Eigen::MatrixXd _observations)
 Set the observations matrix.
void setTime (double _startTime, double _deltaTime, double _endTime)
 Setup the time vector.
void setObservationTime (int _observationStart, int _observationDelta)
 Setup the observation vector.
void setModelError (double cov, bool univariate=0)
 Setup of the model error distribution.
void setMeasNoise (double cov)
 Setup of the measurement noise distribution.
void setInitialStateDensity (Eigen::VectorXd _mean, Eigen::MatrixXd _cov)
 Create initial state ensemble.
void sampleInitialState ()
 Create initial state ensemble.
void setParameterPriorDensity (Eigen::VectorXd _mean, Eigen::MatrixXd _cov)
 Create parameter ensemble.
void sampleParameterDist ()
 Create parameter ensemble.
Eigen::MatrixXd ensembleFromDensity (std::shared_ptr< muq::Modeling::Gaussian > _density)
 General class to sample from an input density.
void buildJointEns ()
 Concatenate state and parameter ensambles to create the joint ensamble.
virtual void stateProjection ()=0
virtual void observeState ()=0
void setObservationSize (int _size)
void setStateSize (int _size)
int getStateSize ()
void setParameterSize (int _size)
int getParameterSize ()
void updateJointEns (Eigen::VectorXd _observation)
void run (int innerLoopMax, word outputFolder)
 Run the filtering.

Public Attributes

std::shared_ptr< muq::Modeling::Gaussian > modelErrorDensity
 Model noise density.
std::shared_ptr< muq::Modeling::Gaussian > measNoiseDensity
 Measurement noise density.
ensemble stateEns
 State ensemble.
ensemble oldStateEns
 Old state ensemble.
ensemble parameterEns
 Parameter ensemble.
ensemble observationEns
 Observation ensemble.
ensemble jointEns
 Joint state and parameter ensemble.
Eigen::MatrixXd state_maxConf
 State maximum confidence level.
Eigen::MatrixXd state_minConf
 State minimum confidence level.
Eigen::MatrixXd parameter_maxConf
 parameter maximum confidence level
Eigen::MatrixXd parameter_minConf
 parameter minimum confidence level

Detailed Description

Class for Fang2017filters.

Definition at line 51 of file Fang2017filter.H.

Constructor & Destructor Documentation

◆ Fang2017filter() [1/2]

ITHACAmuq::Fang2017filter::Fang2017filter ( )

Definition at line 41 of file Fang2017filter.C.

◆ Fang2017filter() [2/2]

ITHACAmuq::Fang2017filter::Fang2017filter ( int _Nsamples)

Definition at line 42 of file Fang2017filter.C.

Member Function Documentation

◆ buildJointEns()

void ITHACAmuq::Fang2017filter::buildJointEns ( )

Concatenate state and parameter ensambles to create the joint ensamble.

Definition at line 260 of file Fang2017filter.C.

◆ ensembleFromDensity()

Eigen::MatrixXd ITHACAmuq::Fang2017filter::ensembleFromDensity ( std::shared_ptr< muq::Modeling::Gaussian > _density)

General class to sample from an input density.

Definition at line 244 of file Fang2017filter.C.

◆ getNumberOfSamples()

int ITHACAmuq::Fang2017filter::getNumberOfSamples ( )

Return number of samples per ensamble.

Definition at line 50 of file Fang2017filter.C.

◆ getParameterSize()

int ITHACAmuq::Fang2017filter::getParameterSize ( )

Definition at line 305 of file Fang2017filter.C.

◆ getStateMean()

Eigen::MatrixXd ITHACAmuq::Fang2017filter::getStateMean ( )

Return state mean.

Definition at line 84 of file Fang2017filter.C.

◆ getStateSize()

int ITHACAmuq::Fang2017filter::getStateSize ( )

Definition at line 290 of file Fang2017filter.C.

◆ getTime() [1/2]

double ITHACAmuq::Fang2017filter::getTime ( )

Return time.

Definition at line 56 of file Fang2017filter.C.

◆ getTime() [2/2]

double ITHACAmuq::Fang2017filter::getTime ( int _timeStepI)

Return time for input timestep.

Definition at line 63 of file Fang2017filter.C.

◆ getTimeStep()

int ITHACAmuq::Fang2017filter::getTimeStep ( )

Return timestep.

Definition at line 70 of file Fang2017filter.C.

◆ getTimeVector()

Eigen::VectorXd ITHACAmuq::Fang2017filter::getTimeVector ( )

Return time vector.

Definition at line 77 of file Fang2017filter.C.

◆ run()

void ITHACAmuq::Fang2017filter::run ( int innerLoopMax,
word outputFolder )

Run the filtering.

Definition at line 345 of file Fang2017filter.C.

◆ sampleInitialState()

void ITHACAmuq::Fang2017filter::sampleInitialState ( )

Create initial state ensemble.

Definition at line 200 of file Fang2017filter.C.

◆ sampleParameterDist()

void ITHACAmuq::Fang2017filter::sampleParameterDist ( )

Create parameter ensemble.

Definition at line 235 of file Fang2017filter.C.

◆ setInitialStateDensity()

void ITHACAmuq::Fang2017filter::setInitialStateDensity ( Eigen::VectorXd _mean,
Eigen::MatrixXd _cov )

Create initial state ensemble.

Definition at line 176 of file Fang2017filter.C.

◆ setMeasNoise()

void ITHACAmuq::Fang2017filter::setMeasNoise ( double cov)

Setup of the measurement noise distribution.

Definition at line 162 of file Fang2017filter.C.

◆ setModelError()

void ITHACAmuq::Fang2017filter::setModelError ( double cov,
bool univariate = 0 )

Setup of the model error distribution.

Definition at line 136 of file Fang2017filter.C.

◆ setObservations()

void ITHACAmuq::Fang2017filter::setObservations ( Eigen::MatrixXd _observations)

Set the observations matrix.

Definition at line 91 of file Fang2017filter.C.

◆ setObservationSize()

void ITHACAmuq::Fang2017filter::setObservationSize ( int _size)

Definition at line 274 of file Fang2017filter.C.

◆ setObservationTime()

void ITHACAmuq::Fang2017filter::setObservationTime ( int _observationStart,
int _observationDelta )

Setup the observation vector.

Definition at line 115 of file Fang2017filter.C.

◆ setParameterPriorDensity()

void ITHACAmuq::Fang2017filter::setParameterPriorDensity ( Eigen::VectorXd _mean,
Eigen::MatrixXd _cov )

Create parameter ensemble.

Definition at line 209 of file Fang2017filter.C.

◆ setParameterSize()

void ITHACAmuq::Fang2017filter::setParameterSize ( int _size)

Definition at line 297 of file Fang2017filter.C.

◆ setStateSize()

void ITHACAmuq::Fang2017filter::setStateSize ( int _size)

Definition at line 282 of file Fang2017filter.C.

◆ setTime()

void ITHACAmuq::Fang2017filter::setTime ( double _startTime,
double _deltaTime,
double _endTime )

Setup the time vector.

Definition at line 98 of file Fang2017filter.C.

◆ updateJointEns()

void ITHACAmuq::Fang2017filter::updateJointEns ( Eigen::VectorXd _observation)

Definition at line 312 of file Fang2017filter.C.

Member Data Documentation

◆ jointEns

ensemble ITHACAmuq::Fang2017filter::jointEns

Joint state and parameter ensemble.

Definition at line 140 of file Fang2017filter.H.

◆ measNoiseDensity

std::shared_ptr<muq::Modeling::Gaussian> ITHACAmuq::Fang2017filter::measNoiseDensity

Measurement noise density.

Definition at line 125 of file Fang2017filter.H.

◆ modelErrorDensity

std::shared_ptr<muq::Modeling::Gaussian> ITHACAmuq::Fang2017filter::modelErrorDensity

Model noise density.

Definition at line 122 of file Fang2017filter.H.

◆ observationEns

ensemble ITHACAmuq::Fang2017filter::observationEns

Observation ensemble.

Definition at line 137 of file Fang2017filter.H.

◆ oldStateEns

ensemble ITHACAmuq::Fang2017filter::oldStateEns

Old state ensemble.

Definition at line 131 of file Fang2017filter.H.

◆ parameter_maxConf

Eigen::MatrixXd ITHACAmuq::Fang2017filter::parameter_maxConf

parameter maximum confidence level

Definition at line 149 of file Fang2017filter.H.

◆ parameter_minConf

Eigen::MatrixXd ITHACAmuq::Fang2017filter::parameter_minConf

parameter minimum confidence level

Definition at line 152 of file Fang2017filter.H.

◆ parameterEns

ensemble ITHACAmuq::Fang2017filter::parameterEns

Parameter ensemble.

Definition at line 134 of file Fang2017filter.H.

◆ state_maxConf

Eigen::MatrixXd ITHACAmuq::Fang2017filter::state_maxConf

State maximum confidence level.

Definition at line 143 of file Fang2017filter.H.

◆ state_minConf

Eigen::MatrixXd ITHACAmuq::Fang2017filter::state_minConf

State minimum confidence level.

Definition at line 146 of file Fang2017filter.H.

◆ stateEns

ensemble ITHACAmuq::Fang2017filter::stateEns

State ensemble.

Definition at line 128 of file Fang2017filter.H.

The documentation for this class was generated from the following files:
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