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  1. Data Management
  2. DM-16468

Speed up and stabilize dcrModel convergence

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      Description

      With larger numbers of DCR subfilters (e.g. 5) the dcrModel solution can sometimes oscillate between iterations of forward modeling. This results in premature termination of the modeling loop, because the convergence may improve by a large amount in one iteration, and by a very small amount in the next, triggering the convergence end condition. One solution is to set a small enough gain on the new model solutions so that modeling converges smoothly, but then more iterations are required to reach the same level of convergence. Instead, the gain should adapt to how well the model is improving compared to predictions.

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          sullivan Ian Sullivan added a comment -

          Would you be willing to review these changes? The new gain calculation is essentially a Kalman filter, though I don't want to pull in a new package and dependency since it's straightforward to implement.

          Also, note that since the pull request is in

          {pipe_tasks}

          , it might not show up as a link in Jira.

          Show
          sullivan Ian Sullivan added a comment - Would you be willing to review these changes? The new gain calculation is essentially a Kalman filter, though I don't want to pull in a new package and dependency since it's straightforward to implement. Also, note that since the pull request is in {pipe_tasks} , it might not show up as a link in Jira.
          Hide
          Parejkoj John Parejko added a comment -

          A handful of post-pair coding comments on the PR. Clean them up and merge away.

          Show
          Parejkoj John Parejko added a comment - A handful of post-pair coding comments on the PR. Clean them up and merge away.

            People

            • Assignee:
              sullivan Ian Sullivan
              Reporter:
              sullivan Ian Sullivan
              Reviewers:
              John Parejko
              Watchers:
              Ian Sullivan, John Parejko, John Swinbank
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                Updated:
                Resolved:

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