model_ad_diff.py 文件源码

def cost(self, x):
        Rdx = dl.Vector()
        self.Prior.init_vector(Rdx,0)
        dx = x[PARAMETER] - self.Prior.mean
        self.Prior.R.mult(dx, Rdx)
        reg = .5*Rdx.inner(dx)

        u  = dl.Vector()
        ud = dl.Vector()
        self.Q.init_vector(u,0)
        self.Q.init_vector(ud,0)

        misfit = 0
        for t in np.arange(self.t_1, self.t_final+(.5*self.dt), self.dt):
            x[STATE].retrieve(u,t)
            self.ud.retrieve(ud,t)
            diff = u - ud
            Qdiff = self.Q * diff
            misfit += .5/self.noise_variance*Qdiff.inner(diff)

        c = misfit + reg

        return [c, reg, misfit]