HoltWintersSmoothFilter Class Reference

#include <HoltWinters.h>

Public Member Functions
double	getFiltered ()
	HoltWintersSmoothFilter (double initialB=defaultInitialB_, double alfa=defaultAlfa_, double beta=defaultBeta_)
void	insert (const double &v)
void	reset (double initialB=defaultInitialB_)
void	setAlfa (double alfa)
void	setBeta (double beta)

Private Attributes
double	alfa_
double	b_
double	beta_
bool	gotFirst_
double	s_

Static Private Attributes
static constexpr double	defaultAlfa_ = 1e-3
static constexpr double	defaultBeta_ = 1e-4
static constexpr double	defaultInitialB_ = -3e-7

Detailed Description

This class implements a recursive exponential smoothing filter which also estimates the derivative of the signal in order to produce an estimate without lag in steady state, as described in https://en.wikipedia.org/wiki/Exponential_smoothing#Double_exponential_smoothing

Definition at line 10 of file HoltWinters.h.

Constructor & Destructor Documentation

HoltWintersSmoothFilter::HoltWintersSmoothFilter	(	double	initialB = defaultInitialB_,
		double	alfa = defaultAlfa_,
		double	beta = defaultBeta_
	)

Definition at line 3 of file HoltWinters.cpp.

Member Function Documentation

double HoltWintersSmoothFilter::getFiltered

(

)

Returns the current smoothed value

Definition at line 25 of file HoltWinters.cpp.

void HoltWintersSmoothFilter::insert

(

const double &

v

)

Inserts the current reading into the filter

Definition at line 9 of file HoltWinters.cpp.

void HoltWintersSmoothFilter::reset

(

double

initialB = defaultInitialB_

)

Definition at line 29 of file HoltWinters.cpp.

void HoltWintersSmoothFilter::setAlfa

(

double

alfa

)

Definition at line 34 of file HoltWinters.cpp.

void HoltWintersSmoothFilter::setBeta

(

double

beta

)

Definition at line 38 of file HoltWinters.cpp.

Member Data Documentation

double HoltWintersSmoothFilter::alfa_

private

Definition at line 34 of file HoltWinters.h.

double HoltWintersSmoothFilter::b_

private

Definition at line 33 of file HoltWinters.h.

double HoltWintersSmoothFilter::beta_

private

Definition at line 34 of file HoltWinters.h.

constexpr double HoltWintersSmoothFilter::defaultAlfa_ = 1e-3

staticprivate

Definition at line 28 of file HoltWinters.h.

constexpr double HoltWintersSmoothFilter::defaultBeta_ = 1e-4

staticprivate

Definition at line 29 of file HoltWinters.h.

constexpr double HoltWintersSmoothFilter::defaultInitialB_ = -3e-7

staticprivate

Definition at line 30 of file HoltWinters.h.

bool HoltWintersSmoothFilter::gotFirst_

private

Definition at line 32 of file HoltWinters.h.

double HoltWintersSmoothFilter::s_

private

Definition at line 33 of file HoltWinters.h.

---

The documentation for this class was generated from the following files:

• HoltWinters.h
• HoltWinters.cpp