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// T3
//
// t3
//
// T3 Moving Average
//
//
//
// Inputs: 1
// Outputs: 1
// Constants: 0
#include "ts.h"
ts_parameter_t const ts_t3_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 0, .params_size = 0 };
uint_t ts_t3_offset( ts_constant_t const *c )
{
( void )c;
return ( 0 );
}
int ts_t3(
fp_t * const *y, uint_t y_n,
fp_t const * const *x, uint_t x_n,
uint_t n, ts_constant_t const *c
)
{
TS_PROLOGUE( ts_t3_p );
(void)c;
uint_t k = 5;
fp_t b = 0.7;
fp_t alpha = 2.0 / ( (fp_t)k + 1.0 );
fp_t c3 = b;
fp_t c3m1 = c3 - 1.0;
fp_t c3m2 = c3 - 2.0;
fp_t c3m3 = c3 - 3.0;
fp_t w3 = c3;
fp_t w2 = -3.0 * c3m1;
fp_t w1 = 3.0 * c3m1 * c3m2;
fp_t w0 = -c3m1 * c3m2 * c3m3;
fp_t ema1 = x[0][0];
fp_t ema2 = x[0][0];
fp_t ema3 = x[0][0];
y[0][0] = x[0][0];
for( uint_t i = 1; i < n; ++i )
{
ema1 = ema1 + alpha * ( x[0][i] - ema1 );
ema2 = ema2 + alpha * ( ema1 - ema2 );
ema3 = ema3 + alpha * ( ema2 - ema3 );
y[0][i] = w3 * ema3 + w2 * ema2 + w1 * ema1 + w0 * x[0][i];
}
return 0;
}
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