63dced9f45
Bug: webrtc:11120 Change-Id: I210671e00276546e9d63b148385263cb1256e2b0 Reviewed-on: https://webrtc-review.googlesource.com/c/src/+/160307 Reviewed-by: Harald Alvestrand <hta@webrtc.org> Reviewed-by: Niels Moller <nisse@webrtc.org> Commit-Queue: Jonas Oreland <jonaso@webrtc.org> Cr-Commit-Position: refs/heads/master@{#29901}
67 lines
2.2 KiB
C++
67 lines
2.2 KiB
C++
/*
|
|
* Copyright 2019 The WebRTC Project Authors. All rights reserved.
|
|
*
|
|
* Use of this source code is governed by a BSD-style license
|
|
* that can be found in the LICENSE file in the root of the source
|
|
* tree. An additional intellectual property rights grant can be found
|
|
* in the file PATENTS. All contributing project authors may
|
|
* be found in the AUTHORS file in the root of the source tree.
|
|
*/
|
|
|
|
#include "rtc_base/numerics/event_based_exponential_moving_average.h"
|
|
|
|
#include <cmath>
|
|
|
|
#include "rtc_base/checks.h"
|
|
|
|
namespace {
|
|
|
|
// For a normal distributed value, the 95% double sided confidence interval is
|
|
// is 1.96 * stddev.
|
|
constexpr double ninetyfive_percent_confidence = 1.96;
|
|
|
|
} // namespace
|
|
|
|
namespace rtc {
|
|
|
|
// |half_time| specifies how much weight will be given to old samples,
|
|
// a sample gets exponentially less weight so that it's 50%
|
|
// after |half_time| time units has passed.
|
|
EventBasedExponentialMovingAverage::EventBasedExponentialMovingAverage(
|
|
int half_time)
|
|
: tau_(static_cast<double>(half_time) / log(2)) {}
|
|
|
|
void EventBasedExponentialMovingAverage::AddSample(int64_t now, int sample) {
|
|
if (!last_observation_timestamp_.has_value()) {
|
|
value_ = sample;
|
|
} else {
|
|
RTC_DCHECK(now > *last_observation_timestamp_);
|
|
// Variance gets computed after second sample.
|
|
int64_t age = now - *last_observation_timestamp_;
|
|
double e = exp(-age / tau_);
|
|
double alpha = e / (1 + e);
|
|
double one_minus_alpha = 1 - alpha;
|
|
double sample_diff = sample - value_;
|
|
value_ = one_minus_alpha * value_ + alpha * sample;
|
|
estimator_variance_ =
|
|
(one_minus_alpha * one_minus_alpha) * estimator_variance_ +
|
|
(alpha * alpha);
|
|
if (sample_variance_ == std::numeric_limits<double>::infinity()) {
|
|
// First variance.
|
|
sample_variance_ = sample_diff * sample_diff;
|
|
} else {
|
|
double new_variance = one_minus_alpha * sample_variance_ +
|
|
alpha * sample_diff * sample_diff;
|
|
sample_variance_ = new_variance;
|
|
}
|
|
}
|
|
last_observation_timestamp_ = now;
|
|
}
|
|
|
|
double EventBasedExponentialMovingAverage::GetConfidenceInterval() const {
|
|
return ninetyfive_percent_confidence *
|
|
sqrt(sample_variance_ * estimator_variance_);
|
|
}
|
|
|
|
} // namespace rtc
|