Source code for pysip.statespace.gaussian_process.gp_sum

from copy import deepcopy
from dataclasses import dataclass

from ..base import GPModel, Par


@dataclass
class GPSum(GPModel):
    """Sum of two Gaussian Process model

    Parameters
    ----------
    gp1 : GPModel
        GPModel instance
    gp2 : GPModel
        GPModel instance

    Notes
    -----
    The MEASURE_DEVIATION of the `gp2` is fixed
    because it is already defined in `gp1`.
    """

    def __init__(self, gp1: GPModel, gp2: GPModel):
        if not isinstance(gp1, GPModel):
            raise TypeError("`gp1` must be an GPModel instance")

        if not isinstance(gp2, GPModel):
            raise TypeError("`gp2` must be an GPModel instance")

        self._gp1 = deepcopy(gp1)
        self._gp2 = deepcopy(gp2)

        for node in self._gp2.params:
            if node.category == Par.MEASURE_DEVIATION:
                self._gp2.parameters.set_parameter(
                    node.name, value=0.0, transform="fixed"
                )
                break

        self.parameters = self._gp1.parameters + self._gp2.parameters

        _states = self._gp1.states + self._gp2.states
        self.states = []
        for s in _states:
            self.states.append(s.unpack())

        self.params = []
        for node in self._gp1.params:
            node.name = self._gp1.name + "__" + node.name
            self.params.append(node.unpack())
        for node in self._gp2.params:
            node.name = self._gp2.name + "__" + node.name
            self.params.append(node.unpack())

        self.inputs = []

        self.outputs = [("ANY", "sum(f(t))", "sum of stochastic processes")]

        self.name = self._gp1.name + "__+__" + self._gp2.name

        super().__post_init__()

    def set_constant_continuous_ssm(self):
        self._gp1.set_constant_continuous_ssm()
        self._gp2.set_constant_continuous_ssm()

    def update_continuous_ssm(self):
        self._gp1.update_continuous_ssm()
        self._gp2.update_continuous_ssm()

        self.A[: self._gp1.nx, : self._gp1.nx] = self._gp1.A
        self.A[self._gp1.nx :, self._gp1.nx :] = self._gp2.A

        self.C[:, : self._gp1.nx] = self._gp1.C
        self.C[:, self._gp1.nx :] = self._gp2.C

        self.Q[: self._gp1.nx, : self._gp1.nx] = self._gp1.Q
        self.Q[self._gp1.nx :, self._gp1.nx :] = self._gp2.Q

        self.R = self._gp1.R

        self.P0[: self._gp1.nx, : self._gp1.nx] = self._gp1.P0
        self.P0[self._gp1.nx :, self._gp1.nx :] = self._gp2.P0