4d_ObstacleRadarDroneCAN/math/welford_mean.h

/**
 * @file welford_mean.h
 * @author liuyang (liuyangzys@outlook.com)
 * @brief Welford's online algorithm for computing mean and variance
 * @version 0.1
 * @date 2023-07-20
 * 
 * @copyright Copyright (c) 2023
 * 
 */

#pragma once

#include <stdbool.h>
#include <stddef.h>
#include <stdint.h>


typedef struct {
  float _mean;
  float _M2;
  float _mean_accum;
  float _M2_accum;
  uint16_t _count;
} WelfordMean_t;

bool welford_mean_valid(WelfordMean_t *wm);

void welford_mean_reset(WelfordMean_t *wm);

bool welford_mean_updata(WelfordMean_t *wm, float new_val);

int welford_mean_get_count(WelfordMean_t *wm);

float welford_mean_get_mean(WelfordMean_t *wm);

float welford_mean_get_variance(WelfordMean_t *wm);

float welford_mean_get_stddev(WelfordMean_t *wm);

typedef struct {
  float _mean[3];
  float _mean_accum[3];
  float _M2[3][3];
  float _M2_accum[3][3];
  uint16_t _count;
} WelfordMeanVector3f_t;

bool welford_mean_vector3f_valid(WelfordMeanVector3f_t *wm);

void welford_mean_vector3f_reset(WelfordMeanVector3f_t *wm);

bool welford_mean_vector3f_updata(WelfordMeanVector3f_t *wm, float new_val[3]);

int welford_mean_vector3f_get_count(WelfordMeanVector3f_t *wm);

bool welford_mean_vector3f_get_mean(WelfordMeanVector3f_t *wm, float mean[3]);

bool welford_mean_vector3f_get_variance(WelfordMeanVector3f_t *wm,
                                        float variance[3]);

float welford_mean_vector3f_get_covariance(WelfordMeanVector3f_t *wm, int x,
                                           int y);