ExponentialMovingAverage.h

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/*
 * Copyright (c) 2018-2019, CNRS-UM LIRMM
 * All rights reserved.
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 * 2. Redistributions in binary form must reproduce the above copyright notice,
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 *
 * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
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#pragma once

#include <Eigen/Dense>

namespace utils
{

struct ExponentialMovingAverage
{
  EIGEN_MAKE_ALIGNED_OPERATOR_NEW

  ExponentialMovingAverage(double dt, double timeConstant, const Eigen::Vector3d & initValue = Eigen::Vector3d::Zero())
  : dt_(dt)
  {
    average_ = initValue;
    rawValue_ = initValue;
    this->timeConstant(timeConstant);
  }

  void append(const Eigen::Vector3d & value)
  {
    average_ += alpha_ * (value - average_);
    rawValue_ = value;
    if(saturation_ > 0.)
    {
      saturate_();
    }
  }

  const Eigen::Vector3d & eval() const
  {
    return average_;
  }

  const Eigen::Vector3d & raw() const
  {
    return rawValue_;
  }

  inline void reset()
  {
    return setZero();
  }

  void saturation(double limit)
  {
    saturation_ = limit;
  }

  void setZero()
  {
    average_.setZero();
  }

  double timeConstant() const
  {
    return timeConstant_;
  }

  void timeConstant(double T)
  {
    T = std::max(T, 2 * dt_); // Nyquist–Shannon sampling theorem
    alpha_ = 1. - std::exp(-dt_ / T);
    timeConstant_ = T;
  }

private:
  void saturate_()
  {
    for(unsigned i = 0; i < 3; i++)
    {
      if(average_(i) < -saturation_)
      {
        average_(i) = -saturation_;
      }
      else if(average_(i) > saturation_)
      {
        average_(i) = saturation_;
      }
    }
  }

protected:
  Eigen::Vector3d average_ = Eigen::Vector3d::Zero();
  Eigen::Vector3d rawValue_ = Eigen::Vector3d::Zero();
  double alpha_;
  double dt_;
  double saturation_ = -1.;
  double timeConstant_;
};

} // namespace utils

using utils::ExponentialMovingAverage;