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