flaw 0.2.3

Control-law-inspired embedded signal filtering, no-std and no-alloc compatible.
Documentation
# flaw
Control-law-inspired embedded signal filtering, no-std and no-alloc compatible.

This library provides a simple method for initializing and updating single-input,
single-output infinite-impulse-response filters using 32-bit floats, as well as
tabulated filter coefficients for some common filters. Filters evaluate in
4N+1 floating-point operations for a filter of order N.

The name `flaw` is short for filter-law, but also refers to the fact that
digital IIR filtering with small floating-point types is an inherently flawed
approach, in that higher-order and lower-cutoff filters produce very small
coefficients that result in floating-point roundoff error. This library makes
an attempt to mitigate this problem by providing filter coefficients for a tested
domain of validity. The result is a limited, but useful, range of operation
where these filters can achieve both accuracy and performance as well
as be formulated and initialized in an embedded environment.

## Example: Second-Order Butterworth Filter

```rust
// First, choose a cutoff frequency as a fraction of sampling frequency
let cutoff_ratio = 1e-3;

// Construct a filter, interpolating coefficients to that cutoff ratio.
// Initializes internal state to zero by default.
let mut filter = flaw::butter2(cutoff_ratio).unwrap();  // Errors if extrapolating

// Initialize the internal state of the filter
// to match the steady-state associated with some input value.
let initial_steady_measurement = 1.57;  // Some number
filter.initialize(initial_steady_measurement);

// Update the filter with a new raw measurement
let measurement = 0.3145; // Some number
let estimate = filter.update(measurement);  // Latest state estimate
```

## Development Status: Early Days

This is in an experimental stage - it appears to work well, but is not fully-validated
or fully-featured.

* More software testing is needed to guarantee filter performance at interpolated cutoff ratios
* More hardware/firmware testing is needed to examine performance on actual microcontrollers
* More filter types can be added

## Coefficient Tables

Tabulated filters are tested to enforce

* <0.01% error in converged step response at the minimum cutoff frequency
* <1ppm error in converged step response at the maximum cutoff frequency
* <5% error to -3dB attenuation of a sine input at the cutoff frequency at the maximum cutoff ratio
  * This error appears to be mainly an issue of discretization in test cases, and could be reduced
    by using a better method for testing (fit a sine curve to the result or do gradient-descent
    on a cubic interpolator)

Each filter with tabulated coefficients has a minimum and maximum cutoff ratio.
The minimum value is determined by floating-point error in convergence of a
step response, while the maximum value is determined by the accuracy of attenuation
at the cutoff frequency as the cutoff ratio approaches the Nyquist frequency.

Coefficients for a given filter are interpolated on these tables using a
cubic Hermite method with the log10(cutoff_ratio) as the independent variable.
Tabulated values are stored and interpolated as 64-bit floats, and only converted
to 32-bit floats at the final stage of calculation.

Filter coefficients are extracted from scipy's state-space representations,
which are the result of a bilinear transform of the transfer function polynomials.

| Filter | Min. Cutoff Ratio | Max. Cutoff Ratio |
|--------|-------------------|-------------------|
| Butter1| 10^-5             | 0.4               |
| Butter2| 10^-3             | 0.4               |
| Butter3| 10^-2.25 (~0.006) | 0.4               |
| Butter4| 10^-1.5 (~0.032)  | 0.4               |
| Butter5| 10^-1.5 (~0.032)  | 0.4               |
| Butter6| 10^-1.25 (~0.06)  | 0.4               |

## Additional Filter Kinds

| Filter | Notes |
|--------|--------------------------------------------------------------------------------------------------------------|
| Median | Available for odd numbers of taps. <br>Helpful for rejecting non-oscillatory noise, such as packet latency spikes.

# License
Licensed under either of

- Apache License, Version 2.0, ([LICENSE-APACHE]LICENSE-APACHE or http://www.apache.org/licenses/LICENSE-2.0)
- MIT license ([LICENSE-MIT]LICENSE-MIT or http://opensource.org/licenses/MIT)

at your option.