hp_filter.h

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/*
 * CDDL HEADER START
 *
 * The contents of this file are subject to the terms of the
 * Common Development and Distribution License, Version 1.0 only
 * (the "License").  You may not use this file except in compliance
 * with the License.
 *
 * You can obtain a copy of the license in the file COPYING
 * or http://www.opensource.org/licenses/CDDL-1.0.
 * See the License for the specific language governing permissions
 * and limitations under the License.
 *
 * When distributing Covered Code, include this CDDL HEADER in each
 * file and include the License file COPYING.
 * If applicable, add the following below this CDDL HEADER, with the
 * fields enclosed by brackets "[]" replaced with your own identifying
 * information: Portions Copyright [yyyy] [name of copyright owner]
 *
 * CDDL HEADER END
 */
/*
 * Copyright 2023 Saso Kiselkov. All rights reserved.
 */
#ifndef _ACF_UTILS_HP_FILTER_H_
#define _ACF_UTILS_HP_FILTER_H_
 
#include "core.h"
 
#ifdef  __cplusplus
extern "C" {
#endif
 
typedef struct {
    double  state;  
    double  prev;   
    double  RC; 
} hp_filter_t;
 
static inline void
hp_filter_init(hp_filter_t *filt, double f_cutoff)
{
    ASSERT(filt != NULL);
    ASSERT3F(f_cutoff, >, 0);
    filt->state = NAN;
    filt->prev = NAN;
    filt->RC = 1.0 / (2 * M_PI * f_cutoff);
}
 
static inline double
hp_filter_update(hp_filter_t *filt, double m, double d_t)
{
    ASSERT(filt != NULL);
    ASSERT3F(d_t, >, 0);
    if (isnan(filt->state)) {
        filt->state = m;
        filt->prev = m;
    } else {
        double alpha = filt->RC / (filt->RC + d_t);
        ASSERT(!isnan(filt->prev));
        filt->state = alpha * filt->state + alpha * (m - filt->prev);
        filt->prev = m;
    }
    return (filt->state);
}
 
static inline double
hp_filter_get(const hp_filter_t *filt)
{
    ASSERT(filt != NULL);
    return (filt->state);
}
 
static inline void
hp_filter_set_f_cutoff(hp_filter_t *filt, double f_cutoff)
{
    ASSERT(filt != NULL);
    ASSERT3F(f_cutoff, >, 0);
    filt->RC = 1.0 / (2 * M_PI * f_cutoff);
}
 
static inline double
hp_filter_get_f_cutoff(const hp_filter_t *filt)
{
    ASSERT(filt != NULL);
    return (1.0 / (2 * M_PI * filt->RC));
}
 
#ifdef  __cplusplus
}
#endif
 
#endif  /* _ACF_UTILS_HP_FILTER_H_ */