On 2019-10-01 12:17, Johannes Berg wrote: > >> This change replaces the EWMA implementation with a moving average that's >> designed to significantly reduce lag while keeping a bigger window size >> by being better at filtering out noise. >> >> It is only slightly more expensive than the simple EWMA and still avoids >> divisions in its calculation. >> >> The algorithm is adapted from an implementation intended for a completely >> different field (stock market trading), where the tradeoff of lag vs >> noise filtering is equally important. It is based on the "smoothing filter" >> from http://www.stockspotter.com/files/PredictiveIndicators.pdf. >> >> I have adapted it to fixed-point math with some constants so that it uses >> only addition, bit shifts and multiplication >> > > Would it be worth pulling that out into similar helpers to EWMA in > average.h, perhaps even in the same file? > > You need to keep a bit more state, but essentially the same API should > work since EWMA already declares the "struct ewma_something" once you > use the DECLARE_EWMA(). Might be useful, yes. The main issue here is that the period / window size has to be hardcoded through the coefficient values, unless we find a way to do floating point math, including exp() and cos() at compile time, including conversion to fixed point. - Felix
