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
 76
 77
 78
 79
 80
 81
 82
 83
 84
 85
 86
 87
 88
 89
 90
 91
 92
 93
 94
 95
 96
 97
 98
 99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
use crate::sliding_window::View;
use crate::Echo;

/// John Ehlers Laguerre Filter
/// from: http://mesasoftware.com/papers/TimeWarp.pdf
#[derive(Clone)]
pub struct LaguerreFilter {
    view: Box<dyn View>,
    gamma: f64,
    l0s: Vec<f64>,
    l1s: Vec<f64>,
    l2s: Vec<f64>,
    l3s: Vec<f64>,
    filts: Vec<f64>,
    init: bool,
}

impl LaguerreFilter {
    /// Create a new LaguerreFilter with a chained View
    /// and a gamma parameter
    pub fn new(view: Box<dyn View>, gamma: f64) -> Box<Self> {
        Box::new(LaguerreFilter {
            view,
            gamma,
            l0s: vec![],
            l1s: vec![],
            l2s: vec![],
            l3s: vec![],
            filts: vec![],
            init: true,
        })
    }

    /// Create a new LaguerreFilter with a gamma parameter
    pub fn new_final(gamma: f64) -> Box<Self> {
        Self::new(Echo::new(), gamma)
    }

    /// Create a new LaguerreFilter with the default gamma of 0.8
    pub fn default() -> Box<Self> {
        return LaguerreFilter::new_final(0.8);
    }
}

impl View for LaguerreFilter {
    fn update(&mut self, val: f64) {
        self.view.update(val);
        let val = self.view.last();

        if self.init {
            self.init = false;
            self.l0s.push(val);
            self.l1s.push(val);
            self.l2s.push(val);
            self.l3s.push(val);
            self.filts
                .push((self.l0s[0] + 2.0 * self.l1s[0] + 2.0 * self.l2s[0] + self.l3s[0]) / 6.0);
            return;
        }
        self.l0s
            .push((1.0 - self.gamma) * val + self.gamma * self.l0s[self.l0s.len() - 1]);
        self.l1s.push(
            -self.gamma * self.l0s[self.l0s.len() - 1]
                + self.l0s[self.l0s.len() - 2]
                + self.gamma * self.l1s[self.l1s.len() - 1],
        );
        self.l2s.push(
            -self.gamma * self.l1s[self.l1s.len() - 1]
                + self.l1s[self.l1s.len() - 2]
                + self.gamma * self.l2s[self.l2s.len() - 1],
        );
        self.l3s.push(
            -self.gamma * self.l2s[self.l2s.len() - 1]
                + self.l2s[self.l2s.len() - 2]
                + self.gamma * self.l3s[self.l3s.len() - 1],
        );
        self.filts.push(
            (self.l0s[self.l0s.len() - 1]
                + 2.0 * self.l1s[self.l1s.len() - 1]
                + 2.0 * self.l2s[self.l2s.len() - 1]
                + self.l3s[self.l3s.len() - 1])
                / 6.0,
        );
    }

    fn last(&self) -> f64 {
        return self.filts[self.filts.len() - 1];
    }
}

#[cfg(test)]
mod tests {
    use super::*;
    use crate::plot::plot_values;
    use crate::test_data::TEST_DATA;
    use rand::{thread_rng, Rng};

    #[test]
    fn laguerre_filter() {
        let mut laguerre = LaguerreFilter::default();
        let mut rng = thread_rng();
        for _ in 0..10_000 {
            let v = rng.gen::<f64>();

            laguerre.update(v);
            let last = laguerre.last();

            assert!(last <= 1.0);
            assert!(last >= 0.0);
        }
    }

    #[test]
    fn laguerre_filter_plot() {
        let mut laguerre = LaguerreFilter::default();
        let mut out: Vec<f64> = Vec::new();
        for v in &TEST_DATA {
            laguerre.update(*v);
            out.push(laguerre.last());
        }
        let filename = "img/laguerre_filter.png";
        plot_values(out, filename).unwrap();
    }
}