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72 lines
2.3 KiB
72 lines
2.3 KiB
#ifndef EWMA_H
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#define EWMA_H
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#include <ilog2.h>
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#define BUILD_BUG_ON(expr)
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#define BUILD_BUG_ON_NOT_POWER_OF_2(expr)
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/*
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* Exponentially weighted moving average (EWMA)
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*
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* This implements a fixed-precision EWMA algorithm, with both the
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* precision and fall-off coefficient determined at compile-time
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* and built into the generated helper funtions.
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*
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* The first argument to the macro is the name that will be used
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* for the struct and helper functions.
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*
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* The second argument, the precision, expresses how many bits are
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* used for the fractional part of the fixed-precision values.
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*
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* The third argument, the weight reciprocal, determines how the
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* new values will be weighed vs. the old state, new values will
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* get weight 1/weight_rcp and old values 1-1/weight_rcp. Note
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* that this parameter must be a power of two for efficiency.
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*/
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#define DECLARE_EWMA(T, name, _precision, _weight_rcp) \
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struct ewma_##name { \
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T internal; \
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}; \
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static inline void ewma_##name##_init(struct ewma_##name *e) \
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{ \
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BUILD_BUG_ON(!__builtin_constant_p(_precision)); \
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BUILD_BUG_ON(!__builtin_constant_p(_weight_rcp)); \
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/* \
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* Even if you want to feed it just 0/1 you should have \
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* some bits for the non-fractional part... \
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*/ \
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BUILD_BUG_ON((_precision) > 30); \
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BUILD_BUG_ON_NOT_POWER_OF_2(_weight_rcp); \
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e->internal = 0; \
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} \
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static inline T \
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ewma_##name##_read(struct ewma_##name *e) \
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{ \
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BUILD_BUG_ON(!__builtin_constant_p(_precision)); \
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BUILD_BUG_ON(!__builtin_constant_p(_weight_rcp)); \
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BUILD_BUG_ON((_precision) > 30); \
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BUILD_BUG_ON_NOT_POWER_OF_2(_weight_rcp); \
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return e->internal >> (_precision); \
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} \
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static inline void ewma_##name##_add(struct ewma_##name *e, \
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T val) \
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{ \
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const T weight_rcp = ilog2(_weight_rcp); \
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const T precision = _precision; \
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T internal = e->internal; \
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\
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BUILD_BUG_ON(!__builtin_constant_p(_precision)); \
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BUILD_BUG_ON(!__builtin_constant_p(_weight_rcp)); \
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BUILD_BUG_ON((_precision) > 30); \
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BUILD_BUG_ON_NOT_POWER_OF_2(_weight_rcp); \
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\
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e->internal = internal ? \
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(((internal << weight_rcp) - internal) + \
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(val << precision)) >> weight_rcp : \
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(val << precision); \
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}
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#endif /* EWMA_H */
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