-
Notifications
You must be signed in to change notification settings - Fork 1
/
Copy pathMovingAverage.h
75 lines (65 loc) · 2.31 KB
/
MovingAverage.h
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
/*
* MovingAverage.h
*
* An exponential moving average class for Arduino/Wiring.
*
* (c) 2011-2015 Sofian Audry -- info(@)sofianaudry(.)com
* Adapted from the Qualia library: https://github.com/sofian/qualia
* Inspired by code by Karsten Kutza
* http://www.ip-atlas.com/pub/nap/nn-src/bpn.txt
*
* This program is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* This program is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program. If not, see <http://www.gnu.org/licenses/>.
*/
#ifndef MOVINGAVERAGE_H_
#define MOVINGAVERAGE_H_
/// An exponential moving average class.
class MovingAverage {
public:
#ifdef MOVINGAVERAGE_USE_DOUBLE
typedef double real;
#else
typedef float real;
#endif
// The alpha (mixing) variable (in [0,1]).
float _alpha;
// The current value of the exponential moving average.
real _value;
/**
* Constructs the moving average, starting with #startValue# as its value. The #alphaOrN# argument
* has two options:
* - if <= 1 then it's used directly as the alpha value
* - if > 1 then it's used as the "number of items that are considered from the past" (*)
* (*) Of course this is an approximation. It actually sets the alpha value to 2 / (n - 1)
*/
MovingAverage(float alphaOrN=0.1, real startValue=0);
/**
* Resets the moving average to #startValue#.
*/
void reset(real startValue);
/**
* This function will reset the moving average with an appropriate value, waiting for convergence.
* It is especially useful for small alpha values. Call it with a pointer to a function that returns
* the value that you want.
*/
void reset(real (*valueFunc)(void));
/**
* Updates the moving average with new value #v# (also returns the current value).
*/
real update(real v);
/**
* Returns the value of the moving average.
*/
real get() const { return _value; }
};
#endif /* MOVINGAVERAGE_H_ */