/**************************************************************************** * * Copyright (C) 2021 PX4 Development Team. All rights reserved. * * Redistribution and use in source and binary forms, with or without * modification, are permitted provided that the following conditions * are met: * * 1. Redistributions of source code must retain the above copyright * notice, this list of conditions and the following disclaimer. * 2. Redistributions in binary form must reproduce the above copyright * notice, this list of conditions and the following disclaimer in * the documentation and/or other materials provided with the * distribution. * 3. Neither the name PX4 nor the names of its contributors may be * used to endorse or promote products derived from this software * without specific prior written permission. * * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS * "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT * LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS * FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE * COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, * INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, * BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS * OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED * AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT * LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN * ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE * POSSIBILITY OF SUCH DAMAGE. * ****************************************************************************/ #include #include #include #include "WelfordMean.hpp" using namespace math; using matrix::Vector3f; TEST(WelfordMeanTest, NoisySignal) { const float std_dev = 3.f; std::normal_distribution standard_normal_distribution{0.f, std_dev}; std::default_random_engine random_generator{}; // Pseudo-random generator with constant seed random_generator.seed(42); WelfordMean welford{}; for (int i = 0; i < 50; i++) { const float noisy_value = standard_normal_distribution(random_generator); welford.update(Vector3f(noisy_value, noisy_value - 1.f, noisy_value + 1.f)); } EXPECT_TRUE(welford.valid()); const Vector3f mean = welford.mean(); const Vector3f var = welford.variance(); const float var_real = std_dev * std_dev; EXPECT_NEAR(mean(0), 0.f, 0.7f); EXPECT_NEAR(mean(1), -1.f, 0.7f); EXPECT_NEAR(mean(2), 1.f, 0.7f); EXPECT_NEAR(var(0), var_real, 0.1f); EXPECT_NEAR(var(1), var_real, 0.1f); EXPECT_NEAR(var(2), var_real, 0.1f); }