# Fitting parameters of a sinusoid

In this example we have a model that produces a sinusoid $f(A, v) = A \sin(\phi + t) + v, \forall t \in [0,2\pi]$, with a random phase $\phi$. Given an initial guess of the parameters as $A^* \sim \mathcal{N}(2,1)$ and $v^* \sim \mathcal{N}(0,25)$, our goal is to estimate the parameters from a noisy observation of the maximum, minimum, and mean of the true model output.

First, we load the packages we need:

```
using LinearAlgebra, Random
using Distributions, Plots
using EnsembleKalmanProcesses
using EnsembleKalmanProcesses.ParameterDistributions
const EKP = EnsembleKalmanProcesses
# Setting up the model and data for our inverse problem
```

Now, we define a model which generates a sinusoid given parameters $\theta$: an amplitude and a vertical shift. We will estimate these parameters from data. The model adds a random phase shift upon evaluation.

```
dt = 0.01
trange = 0:dt:(2 * pi + dt)
function model(amplitude, vert_shift)
phi = 2 * pi * rand(rng)
return amplitude * sin.(trange .+ phi) .+ vert_shift
end
```

Seed for pseudo-random number generator.

```
rng_seed = 41
rng = Random.MersenneTwister(rng_seed)
```

We then define $G(\theta)$, which returns the observables of the sinusoid given a parameter vector. These observables should be defined such that they are informative about the parameters we wish to estimate. Here, the two observables are the $y$ range of the curve (which is informative about its amplitude), as well as its mean (which is informative about its vertical shift).

```
function G(u)
theta, vert_shift = u
sincurve = model(theta, vert_shift)
return [maximum(sincurve) - minimum(sincurve), mean(sincurve)]
end
```

Suppose we have a noisy observation of the true system. Here, we create a pseudo-observation $y$ by running our model with the correct parameters and adding Gaussian noise to the output.

```
dim_output = 2
Γ = 0.1 * I
noise_dist = MvNormal(zeros(dim_output), Γ)
theta_true = [1.0, 7.0]
y = G(theta_true) .+ rand(noise_dist)
# Solving the inverse problem
```

We now define prior distributions on the two parameters. For the amplitude, we define a prior with mean 2 and standard deviation 1. It is additionally constrained to be nonnegative. For the vertical shift we define a Gaussian prior with mean 0 and standard deviation 5.

```
prior_u1 = constrained_gaussian("amplitude", 2, 1, 0, Inf)
prior_u2 = constrained_gaussian("vert_shift", 0, 5, -Inf, Inf)
prior = combine_distributions([prior_u1, prior_u2])
```

We now generate the initial ensemble and set up the ensemble Kalman inversion.

```
N_ensemble = 5
N_iterations = 5
initial_ensemble = EKP.construct_initial_ensemble(rng, prior, N_ensemble)
ensemble_kalman_process = EKP.EnsembleKalmanProcess(initial_ensemble, y, Γ, Inversion(); rng = rng)
```

We are now ready to carry out the inversion. At each iteration, we get the ensemble from the last iteration, apply $G(\theta)$ to each ensemble member, and apply the Kalman update to the ensemble.

```
for i in 1:N_iterations
params_i = get_ϕ_final(prior, ensemble_kalman_process)
G_ens = hcat([G(params_i[:, i]) for i in 1:N_ensemble]...)
EKP.update_ensemble!(ensemble_kalman_process, G_ens)
end
```

Finally, we get the ensemble after the last iteration. This provides our estimate of the parameters.

`final_ensemble = get_ϕ_final(prior, ensemble_kalman_process)`

```
2×5 Matrix{Float64}:
0.964301 0.874787 0.878769 0.900421 0.81806
6.72703 7.07557 6.93344 7.07396 6.94484
```

To visualize the success of the inversion, we plot model with the true parameters, the initial ensemble, and the final ensemble.

```
plot(trange, model(theta_true...), c = :black, label = "Truth", legend = :bottomright, linewidth = 2)
plot!(
trange,
[model(get_ϕ(prior, ensemble_kalman_process, 1)[:, i]...) for i in 1:N_ensemble],
c = :red,
label = ["Initial ensemble" "" "" "" ""],
)
plot!(trange, [model(final_ensemble[:, i]...) for i in 1:N_ensemble], c = :blue, label = ["Final ensemble" "" "" "" ""])
xlabel!("Time")
```

We see that the final ensemble is much closer to the truth. Note that the random phase shift is of no consequence.

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