cascaded_ema_impl.h

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#pragma once
 
#include "fl/math/math.h"
 
namespace fl {
namespace detail {
 
template <typename T, int Stages = 2>
class CascadedEMAImpl {
  public:
    explicit CascadedEMAImpl(T tau_seconds, T initial = T(0))
        : mTau(tau_seconds) {
        for (int i = 0; i < Stages; ++i) {
            mY[i] = initial;
        }
    }
 
    T update(T input, T dt_seconds) {
        T decay = fl::exp(-(dt_seconds / mTau));
        T val = input;
        for (int i = 0; i < Stages; ++i) {
            mY[i] = val + (mY[i] - val) * decay;
            val = mY[i];
        }
        return val;
    }
 
    T value() const { return mY[Stages - 1]; }
    void setTau(T tau_seconds) { mTau = tau_seconds; }
 
    void reset(T initial = T(0)) {
        for (int i = 0; i < Stages; ++i) mY[i] = initial;
    }
 
  private:
    T mTau;
    T mY[Stages];
};
 
} // namespace detail
} // namespace fl