Class for Pagani2016filters. More...

#include <Pagani2016filter.H>

Public Member Functions
	Pagani2016filter (int _Nseeds)
int	getNumberOfSamples ()
	Return number of samples per ensamble.
int	getObservationSize ()
	Return the size of the observation vector.
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.
void	computeStateMean (int _index)
	Compute state mean.
void	computeParameterMean (int _index)
	Compute parameter mean.
int	getObservationCounter ()
	Return.
int	getObservationTimestep (int _timeSampleI)
	Return timestep at corresponding to the input observation step.
void	setTrueObservations (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	setMeasNoise (double cov)
	Setup of the measurement noise distribution.
void	setParameterError (double cov)
	Setup of the parameter error distribution.
void	setInitialStateDensity (Eigen::VectorXd _mean, Eigen::MatrixXd _cov)
	Create initial state ensemble.
void	sampleInitialState ()
	Create initial state ensemble.
void	sampleInitialParameter ()
	Create initial parameter ensemble.
void	setParameterPriorDensity (Eigen::VectorXd _mean, Eigen::MatrixXd _cov)
	Create parameter ensemble.
Eigen::MatrixXd	ensembleFromDensity (std::shared_ptr< muq::Modeling::Gaussian > _density)
	General class to sample from an input density.
virtual void	stateProjection ()=0
	Project the state in between two sampling steps and fills the state and parameter mean and confidence level, their ensembles and the observationEns It also must make timeStepI evolving.
virtual void	observeState ()=0
void	setObservationSize (int _size)
void	setStateSize (int _size)
int	getStateSize ()
void	setParameterSize (int _size)
int	getParameterSize ()
void	update ()
	Perform Kalman filter update.
void	run (word outputFolder)
	Run the filtering.

Public Attributes
std::shared_ptr< muq::Modeling::Gaussian >	measNoiseDensity
	Measurement noise density.
std::shared_ptr< muq::Modeling::Gaussian >	parameterErrorDensity
	Parameter error density.
ensemble	stateEns
	State ensemble.
ensemble	oldStateEns
	Old state ensemble.
ensemble	parameterEns
	Parameter ensemble.
ensemble	observationEns
	Observation 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 Pagani2016filters.

Definition at line 52 of file Pagani2016filter.H.

Constructor & Destructor Documentation

◆ Pagani2016filter() [1/2]

ITHACAmuq::Pagani2016filter::Pagani2016filter ( )

Definition at line 41 of file Pagani2016filter.C.

◆ Pagani2016filter() [2/2]

ITHACAmuq::Pagani2016filter::Pagani2016filter ( int _Nseeds )

Definition at line 42 of file Pagani2016filter.C.

Member Function Documentation

◆ computeParameterMean()

void ITHACAmuq::Pagani2016filter::computeParameterMean ( int _index )

Compute parameter mean.

Definition at line 112 of file Pagani2016filter.C.

◆ computeStateMean()

void ITHACAmuq::Pagani2016filter::computeStateMean ( int _index )

Compute state mean.

Definition at line 103 of file Pagani2016filter.C.

◆ ensembleFromDensity()

Eigen::MatrixXd ITHACAmuq::Pagani2016filter::ensembleFromDensity ( std::shared_ptr< muq::Modeling::Gaussian > _density )

General class to sample from an input density.

Definition at line 282 of file Pagani2016filter.C.

◆ getNumberOfSamples()

int ITHACAmuq::Pagani2016filter::getNumberOfSamples ( )

Return number of samples per ensamble.

Definition at line 50 of file Pagani2016filter.C.

◆ getObservationCounter()

int ITHACAmuq::Pagani2016filter::getObservationCounter ( )

Return.

Return observation caounter timeSampleI.

Definition at line 119 of file Pagani2016filter.C.

◆ getObservationSize()

int ITHACAmuq::Pagani2016filter::getObservationSize ( )

Return the size of the observation vector.

Definition at line 55 of file Pagani2016filter.C.

◆ getObservationTimestep()

int ITHACAmuq::Pagani2016filter::getObservationTimestep ( int _timeSampleI )

Return timestep at corresponding to the input observation step.

Return state mean.

Definition at line 126 of file Pagani2016filter.C.

◆ getParameterMean()

Eigen::MatrixXd ITHACAmuq::Pagani2016filter::getParameterMean ( )

Return parameter mean.

Definition at line 96 of file Pagani2016filter.C.

◆ getParameterSize()

int ITHACAmuq::Pagani2016filter::getParameterSize ( )

Definition at line 329 of file Pagani2016filter.C.

◆ getStateMean()

Eigen::MatrixXd ITHACAmuq::Pagani2016filter::getStateMean ( )

Return state mean.

Definition at line 89 of file Pagani2016filter.C.

◆ getStateSize()

int ITHACAmuq::Pagani2016filter::getStateSize ( )

Definition at line 314 of file Pagani2016filter.C.

◆ getTime() [1/2]

double ITHACAmuq::Pagani2016filter::getTime ( )

Return time.

Definition at line 61 of file Pagani2016filter.C.

◆ getTime() [2/2]

double ITHACAmuq::Pagani2016filter::getTime ( int _timeStepI )

Return time for input timestep.

Definition at line 68 of file Pagani2016filter.C.

◆ getTimeStep()

int ITHACAmuq::Pagani2016filter::getTimeStep ( )

Return timestep.

Definition at line 75 of file Pagani2016filter.C.

◆ getTimeVector()

Eigen::VectorXd ITHACAmuq::Pagani2016filter::getTimeVector ( )

Return time vector.

Definition at line 82 of file Pagani2016filter.C.

◆ run()

void ITHACAmuq::Pagani2016filter::run ( word outputFolder )

Run the filtering.

Definition at line 368 of file Pagani2016filter.C.

◆ sampleInitialParameter()

void ITHACAmuq::Pagani2016filter::sampleInitialParameter ( )

Create initial parameter ensemble.

Definition at line 247 of file Pagani2016filter.C.

◆ sampleInitialState()

void ITHACAmuq::Pagani2016filter::sampleInitialState ( )

Create initial state ensemble.

Definition at line 238 of file Pagani2016filter.C.

◆ setInitialStateDensity()

void ITHACAmuq::Pagani2016filter::setInitialStateDensity	(	Eigen::VectorXd	_mean,
		Eigen::MatrixXd	_cov )

Create initial state ensemble.

Definition at line 214 of file Pagani2016filter.C.

◆ setMeasNoise()

void ITHACAmuq::Pagani2016filter::setMeasNoise ( double cov )

Setup of the measurement noise distribution.

Definition at line 186 of file Pagani2016filter.C.

◆ setObservationSize()

void ITHACAmuq::Pagani2016filter::setObservationSize ( int _size )

Definition at line 298 of file Pagani2016filter.C.

◆ setObservationTime()

void ITHACAmuq::Pagani2016filter::setObservationTime	(	int	_observationStart,
		int	_observationDelta )

Setup the observation vector.

Definition at line 165 of file Pagani2016filter.C.

◆ setParameterError()

void ITHACAmuq::Pagani2016filter::setParameterError ( double cov )

Setup of the parameter error distribution.

Setup of the measurement noise distribution.

Definition at line 200 of file Pagani2016filter.C.

◆ setParameterPriorDensity()

void ITHACAmuq::Pagani2016filter::setParameterPriorDensity	(	Eigen::VectorXd	_mean,
		Eigen::MatrixXd	_cov )

Create parameter ensemble.

Definition at line 256 of file Pagani2016filter.C.

◆ setParameterSize()

void ITHACAmuq::Pagani2016filter::setParameterSize ( int _size )

Definition at line 321 of file Pagani2016filter.C.

◆ setStateSize()

void ITHACAmuq::Pagani2016filter::setStateSize ( int _size )

Definition at line 306 of file Pagani2016filter.C.

◆ setTime()

void ITHACAmuq::Pagani2016filter::setTime	(	double	_startTime,
		double	_deltaTime,
		double	_endTime )

Setup the time vector.

Definition at line 148 of file Pagani2016filter.C.

◆ setTrueObservations()

void ITHACAmuq::Pagani2016filter::setTrueObservations ( Eigen::MatrixXd _observations )

Set the observations matrix.

Definition at line 133 of file Pagani2016filter.C.

◆ update()

void ITHACAmuq::Pagani2016filter::update ( )

Perform Kalman filter update.

Definition at line 336 of file Pagani2016filter.C.

Member Data Documentation

◆ measNoiseDensity

std::shared_ptr<muq::Modeling::Gaussian> ITHACAmuq::Pagani2016filter::measNoiseDensity

Measurement noise density.

Definition at line 133 of file Pagani2016filter.H.

◆ observationEns

ensemble ITHACAmuq::Pagani2016filter::observationEns

Observation ensemble.

Definition at line 148 of file Pagani2016filter.H.

◆ oldStateEns

ensemble ITHACAmuq::Pagani2016filter::oldStateEns

Old state ensemble.

Definition at line 142 of file Pagani2016filter.H.

◆ parameter_maxConf

Eigen::MatrixXd ITHACAmuq::Pagani2016filter::parameter_maxConf

parameter maximum confidence level

Definition at line 157 of file Pagani2016filter.H.

◆ parameter_minConf

Eigen::MatrixXd ITHACAmuq::Pagani2016filter::parameter_minConf

parameter minimum confidence level

Definition at line 160 of file Pagani2016filter.H.

◆ parameterEns

ensemble ITHACAmuq::Pagani2016filter::parameterEns

Parameter ensemble.

Definition at line 145 of file Pagani2016filter.H.

◆ parameterErrorDensity

std::shared_ptr<muq::Modeling::Gaussian> ITHACAmuq::Pagani2016filter::parameterErrorDensity

Parameter error density.

Definition at line 136 of file Pagani2016filter.H.

◆ state_maxConf

Eigen::MatrixXd ITHACAmuq::Pagani2016filter::state_maxConf

State maximum confidence level.

Definition at line 151 of file Pagani2016filter.H.

◆ state_minConf

Eigen::MatrixXd ITHACAmuq::Pagani2016filter::state_minConf

State minimum confidence level.

Definition at line 154 of file Pagani2016filter.H.

◆ stateEns

ensemble ITHACAmuq::Pagani2016filter::stateEns

State ensemble.

Definition at line 139 of file Pagani2016filter.H.

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

/github/workspace/src/ITHACA_MUQ/Pagani2016filter/Pagani2016filter.H
/github/workspace/src/ITHACA_MUQ/Pagani2016filter/Pagani2016filter.C

Public Member Functions

Public Attributes