add assimilation methods to quadratic_model #1

example/quadratic_model/CMakeLists.txt

@@ -15,3 +15,27 @@ add_dependencies(quadratic_model quadratic_model_optimal_interpolation)
 add_executable(quadratic_model_nudging nudging.cpp)
 target_link_libraries(quadratic_model_nudging verdandi)
 add_dependencies(quadratic_model quadratic_model_nudging)
+
+add_executable(quadratic_model_enkf ensemble_kalman_filter.cpp)
+target_link_libraries(quadratic_model_enkf verdandi)
+add_dependencies(quadratic_model quadratic_model_enkf)
+
+add_executable(quadratic_model_extkf extended_kalman_filter.cpp)
+target_link_libraries(quadratic_model_extkf verdandi)
+add_dependencies(quadratic_model quadratic_model_extkf)
+
+add_executable(quadratic_model_extminmax extended_minimax_filter.cpp)
+target_link_libraries(quadratic_model_extminmax verdandi)
+add_dependencies(quadratic_model quadratic_model_extminmax)
+
+add_executable(quadratic_model_mc monte_carlo.cpp)
+target_link_libraries(quadratic_model_mc verdandi)
+add_dependencies(quadratic_model quadratic_model_mc)
+
+add_executable(quadratic_model_ukf unscented_kalman_filter.cpp)
+target_link_libraries(quadratic_model_ukf verdandi)
+add_dependencies(quadratic_model quadratic_model_ukf)
+
+# add_executable(quadratic_model_hjb hjb.cpp)
+# target_link_libraries(quadratic_model_hjb verdandi)
+# add_dependencies(quadratic_model quadratic_model_hjb)

example/quadratic_model/configuration/perturbation_manager.lua

@@ -15,6 +15,22 @@ perturbation_manager = {
       -- directory. It must end with a slash.
       -- seed_directory = os.getenv("HOME") .. "/.newran/"
 
+   },
+   random = {
+
+      -- Choose between
+      -- * "time" for machine time,
+      -- * "number" for a fixed seed value between 0 and 1, and
+      -- * "directory" to use a Newran directory which stores the seeds.
+      seed_type = "number",
+
+      -- If 'seed_type' is set to "number", choose a number in ]0, 1[.
+      seed_number = 0.4,
+
+      -- If 'seed_type' is set to "directory", put the path to the Newran
+      -- directory. It must end with a slash.
+      -- seed_directory = os.getenv("HOME") .. "/.newran/"
+
    },
 
    output = {
@@ -24,4 +40,4 @@ perturbation_manager = {
 
    }
 
-}
+}

example/quadratic_model/ensemble_kalman_filter.cpp

@@ -32,8 +32,8 @@ int main(int argc, char** argv)
 
     if (argc != 2)
     {
-        string mesg  = "Usage:\n";
-        mesg += string("  ") + argv[0] + " [configuration file]";
+        std::string mesg  = "Usage:\n";
+        mesg += std::string("  ") + argv[0] + " [configuration file]";
         std::cout << mesg << std::endl;
         return 1;
     }

example/quadratic_model/extended_kalman_filter.cpp

@@ -19,8 +19,8 @@ int main(int argc, char** argv)
 
     if (argc != 2)
     {
-        string mesg  = "Usage:\n";
-        mesg += string("  ") + argv[0] + " [configuration file]";
+        std::string mesg  = "Usage:\n";
+        mesg += std::string("  ") + argv[0] + " [configuration file]";
         std::cout << mesg << std::endl;
         return 1;
     }

example/quadratic_model/extended_minimax_filter.cpp

@@ -19,8 +19,8 @@ int main(int argc, char** argv)
 
     if (argc != 2)
     {
-        string mesg  = "Usage:\n";
-        mesg += string("  ") + argv[0] + " [configuration file]";
+        std::string mesg  = "Usage:\n";
+        mesg += std::string("  ") + argv[0] + " [configuration file]";
         std::cout << mesg << std::endl;
         return 1;
     }

example/quadratic_model/forward.cpp

@@ -18,8 +18,8 @@ int main(int argc, char** argv)
 
     if (argc != 2)
     {
-        string mesg  = "Usage:\n";
-        mesg += string("  ") + argv[0] + " [configuration file]";
+        std::string mesg  = "Usage:\n";
+        mesg += std::string("  ") + argv[0] + " [configuration file]";
         std::cout << mesg << std::endl;
         return 1;
     }

example/quadratic_model/forward_python.cpp

@@ -16,8 +16,8 @@ int main(int argc, char** argv)
 
     if (argc != 2)
     {
-        string mesg  = "Usage:\n";
-        mesg += string("  ") + argv[0] + " [configuration file]";
+        std::string mesg  = "Usage:\n";
+        mesg += std::string("  ") + argv[0] + " [configuration file]";
         std::cout << mesg << std::endl;
         return 1;
     }

example/quadratic_model/hjb.cpp

@@ -19,8 +19,8 @@ int main(int argc, char** argv)
 
     if (argc != 2)
     {
-        string mesg  = "Usage:\n";
-        mesg += string("  ") + argv[0] + " [configuration file]";
+        std::string mesg  = "Usage:\n";
+        mesg += std::string("  ") + argv[0] + " [configuration file]";
         cout << mesg << endl;
         return 1;
     }

example/quadratic_model/monte_carlo.cpp

@@ -25,8 +25,8 @@ int main(int argc, char** argv)
 
     if (argc != 2)
     {
-        string mesg  = "Usage:\n";
-        mesg += string("  ") + argv[0] + " [configuration file]";
+        std::string mesg  = "Usage:\n";
+        mesg += std::string("  ") + argv[0] + " [configuration file]";
         std::cout << mesg << std::endl;
         return 1;
     }

example/quadratic_model/nudging.cpp

@@ -18,8 +18,8 @@ int main(int argc, char** argv)
 
     if (argc != 2)
     {
-        string mesg  = "Usage:\n";
-        mesg += string("  ") + argv[0] + " [configuration file]";
+        std::string mesg  = "Usage:\n";
+        mesg += std::string("  ") + argv[0] + " [configuration file]";
         std::cout << mesg << std::endl;
         return 1;
     }

example/quadratic_model/optimal_interpolation.cpp

@@ -22,8 +22,8 @@ int main(int argc, char** argv)
 
     if (argc != 2)
     {
-        string mesg  = "Usage:\n";
-        mesg += string("  ") + argv[0] + " [configuration file]";
+        std::string mesg  = "Usage:\n";
+        mesg += std::string("  ") + argv[0] + " [configuration file]";
         std::cout << mesg << std::endl;
         return 1;
     }

example/quadratic_model/unscented_kalman_filter.cpp

@@ -19,8 +19,8 @@ int main(int argc, char** argv)
 
     if (argc != 2)
     {
-        string mesg  = "Usage:\n";
-        mesg += string("  ") + argv[0] + " [configuration file]";
+        std::string mesg  = "Usage:\n";
+        mesg += std::string("  ") + argv[0] + " [configuration file]";
         std::cout << mesg << std::endl;
         return 1;
     }