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
125
126
127
128
129
130
131

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 std::fmt::Debug for LaguerreFilter {
    fn fmt(&self, fmt: &mut std::fmt::Formatter<'_>) -> Result<(), std::fmt::Error> {
        write!(fmt, "LaguerreFilter(gamma: {}, l0s: {:?}, l1s: {:?}, l2s: {:?}, l3s: {:?}, filts: {:?}, init: {})",
               self.gamma, self.l0s, self.l1s, self.l2s, self.l3s, self.filts, self.init)
    }
}

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();
    }
}