Class for Fang2017filter_wDFs. More...

#include <Fang2017filter_wDF.H>

Public Member Functions
	Fang2017filter_wDF (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.
Eigen::MatrixXd	getParameterMean ()
	Return parameter mean.
Eigen::MatrixXd	getParameterMaxConf ()
	Return parameter Max Confidence.
Eigen::MatrixXd	getParameterMinConf ()
	Return parameter Min Confidence.
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, bool _univariateFlag=0)
	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	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 Fang2017filter_wDFs.

Definition at line 49 of file Fang2017filter_wDF.H.

Constructor & Destructor Documentation

◆ Fang2017filter_wDF() [1/2]

ITHACAmuq::Fang2017filter_wDF::Fang2017filter_wDF ( )

Definition at line 41 of file Fang2017filter_wDF.C.

◆ Fang2017filter_wDF() [2/2]

ITHACAmuq::Fang2017filter_wDF::Fang2017filter_wDF ( int _Nsamples )

Definition at line 42 of file Fang2017filter_wDF.C.

Member Function Documentation

◆ buildJointEns()

void ITHACAmuq::Fang2017filter_wDF::buildJointEns ( )

Concatenate state and parameter ensambles to create the joint ensamble.

Definition at line 315 of file Fang2017filter_wDF.C.

◆ ensembleFromDensity()

Eigen::MatrixXd ITHACAmuq::Fang2017filter_wDF::ensembleFromDensity ( std::shared_ptr< muq::Modeling::Gaussian > _density )

General class to sample from an input density.

Definition at line 298 of file Fang2017filter_wDF.C.

◆ getNumberOfSamples()

int ITHACAmuq::Fang2017filter_wDF::getNumberOfSamples ( )

Return number of samples per ensamble.

Definition at line 50 of file Fang2017filter_wDF.C.

◆ getParameterMaxConf()

Eigen::MatrixXd ITHACAmuq::Fang2017filter_wDF::getParameterMaxConf ( )

Return parameter Max Confidence.

Return parameter max confidence // Kabir.

Definition at line 98 of file Fang2017filter_wDF.C.

◆ getParameterMean()

Eigen::MatrixXd ITHACAmuq::Fang2017filter_wDF::getParameterMean ( )

Return parameter mean.

Definition at line 91 of file Fang2017filter_wDF.C.

◆ getParameterMinConf()

Eigen::MatrixXd ITHACAmuq::Fang2017filter_wDF::getParameterMinConf ( )

Return parameter Min Confidence.

Return parameter min confidence // Kabir.

Definition at line 105 of file Fang2017filter_wDF.C.

◆ getParameterSize()

int ITHACAmuq::Fang2017filter_wDF::getParameterSize ( )

Definition at line 360 of file Fang2017filter_wDF.C.

◆ getStateMean()

Eigen::MatrixXd ITHACAmuq::Fang2017filter_wDF::getStateMean ( )

Return state mean.

Definition at line 84 of file Fang2017filter_wDF.C.

◆ getStateSize()

int ITHACAmuq::Fang2017filter_wDF::getStateSize ( )

Definition at line 345 of file Fang2017filter_wDF.C.

◆ getTime() [1/2]

double ITHACAmuq::Fang2017filter_wDF::getTime ( )

Return time.

Definition at line 56 of file Fang2017filter_wDF.C.

◆ getTime() [2/2]

double ITHACAmuq::Fang2017filter_wDF::getTime ( int _timeStepI )

Return time for input timestep.

Definition at line 63 of file Fang2017filter_wDF.C.

◆ getTimeStep()

int ITHACAmuq::Fang2017filter_wDF::getTimeStep ( )

Return timestep.

Definition at line 70 of file Fang2017filter_wDF.C.

◆ getTimeVector()

Eigen::VectorXd ITHACAmuq::Fang2017filter_wDF::getTimeVector ( )

Return time vector.

Definition at line 77 of file Fang2017filter_wDF.C.

◆ run()

void ITHACAmuq::Fang2017filter_wDF::run	(	int	innerLoopMax,
		word	outputFolder )

Run the filtering.

Definition at line 409 of file Fang2017filter_wDF.C.

◆ sampleInitialState()

void ITHACAmuq::Fang2017filter_wDF::sampleInitialState ( )

Create initial state ensemble.

Definition at line 233 of file Fang2017filter_wDF.C.

◆ sampleParameterDist()

void ITHACAmuq::Fang2017filter_wDF::sampleParameterDist ( )

Create parameter ensemble.

Definition at line 289 of file Fang2017filter_wDF.C.

◆ setInitialStateDensity()

void ITHACAmuq::Fang2017filter_wDF::setInitialStateDensity	(	Eigen::VectorXd	_mean,
		Eigen::MatrixXd	_cov,
		bool	_univariateFlag = 0 )

Create initial state ensemble.

Definition at line 195 of file Fang2017filter_wDF.C.

◆ setMeasNoise()

void ITHACAmuq::Fang2017filter_wDF::setMeasNoise ( double cov )

Setup of the measurement noise distribution.

Definition at line 181 of file Fang2017filter_wDF.C.

◆ setModelError()

void ITHACAmuq::Fang2017filter_wDF::setModelError	(	double	cov,
		bool	univariate = 0 )

Setup of the model error distribution.

Definition at line 157 of file Fang2017filter_wDF.C.

◆ setObservations()

void ITHACAmuq::Fang2017filter_wDF::setObservations ( Eigen::MatrixXd _observations )

Set the observations matrix.

Definition at line 112 of file Fang2017filter_wDF.C.

◆ setObservationSize()

void ITHACAmuq::Fang2017filter_wDF::setObservationSize ( int _size )

Definition at line 329 of file Fang2017filter_wDF.C.

◆ setObservationTime()

void ITHACAmuq::Fang2017filter_wDF::setObservationTime	(	int	_observationStart,
		int	_observationDelta )

Setup the observation vector.

Definition at line 136 of file Fang2017filter_wDF.C.

◆ setParameterPriorDensity()

void ITHACAmuq::Fang2017filter_wDF::setParameterPriorDensity	(	Eigen::VectorXd	_mean,
		Eigen::MatrixXd	_cov )

Create parameter ensemble.

Definition at line 265 of file Fang2017filter_wDF.C.

◆ setParameterSize()

void ITHACAmuq::Fang2017filter_wDF::setParameterSize ( int _size )

Definition at line 352 of file Fang2017filter_wDF.C.

◆ setStateSize()

void ITHACAmuq::Fang2017filter_wDF::setStateSize ( int _size )

Definition at line 337 of file Fang2017filter_wDF.C.

◆ setTime()

void ITHACAmuq::Fang2017filter_wDF::setTime	(	double	_startTime,
		double	_deltaTime,
		double	_endTime )

Setup the time vector.

Definition at line 119 of file Fang2017filter_wDF.C.

◆ updateJointEns()

void ITHACAmuq::Fang2017filter_wDF::updateJointEns ( Eigen::VectorXd _observation )

Definition at line 367 of file Fang2017filter_wDF.C.

Member Data Documentation

◆ jointEns

ensemble ITHACAmuq::Fang2017filter_wDF::jointEns

Joint state and parameter ensemble.

Definition at line 139 of file Fang2017filter_wDF.H.

◆ measNoiseDensity

std::shared_ptr<muq::Modeling::Gaussian> ITHACAmuq::Fang2017filter_wDF::measNoiseDensity

Measurement noise density.

Definition at line 127 of file Fang2017filter_wDF.H.

◆ modelErrorDensity

std::shared_ptr<muq::Modeling::Gaussian> ITHACAmuq::Fang2017filter_wDF::modelErrorDensity

Model noise density.

Definition at line 124 of file Fang2017filter_wDF.H.

◆ observationEns

ensemble ITHACAmuq::Fang2017filter_wDF::observationEns

Observation ensemble.

Definition at line 136 of file Fang2017filter_wDF.H.

◆ parameter_maxConf

Eigen::MatrixXd ITHACAmuq::Fang2017filter_wDF::parameter_maxConf

parameter maximum confidence level

Definition at line 148 of file Fang2017filter_wDF.H.

◆ parameter_minConf

Eigen::MatrixXd ITHACAmuq::Fang2017filter_wDF::parameter_minConf

parameter minimum confidence level

Definition at line 151 of file Fang2017filter_wDF.H.

◆ parameterEns

ensemble ITHACAmuq::Fang2017filter_wDF::parameterEns

Parameter ensemble.

Definition at line 133 of file Fang2017filter_wDF.H.

◆ state_maxConf

Eigen::MatrixXd ITHACAmuq::Fang2017filter_wDF::state_maxConf

State maximum confidence level.

Definition at line 142 of file Fang2017filter_wDF.H.

◆ state_minConf

Eigen::MatrixXd ITHACAmuq::Fang2017filter_wDF::state_minConf

State minimum confidence level.

Definition at line 145 of file Fang2017filter_wDF.H.

◆ stateEns

ensemble ITHACAmuq::Fang2017filter_wDF::stateEns

State ensemble.

Definition at line 130 of file Fang2017filter_wDF.H.

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

/github/workspace/src/ITHACA_MUQ/Fang2017filter_wDF/Fang2017filter_wDF.H
/github/workspace/src/ITHACA_MUQ/Fang2017filter_wDF/Fang2017filter_wDF.C

Public Member Functions

Public Attributes