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Enhance documentation and improve validation in AFIRMA, ALMA, and Bessel implementations

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This commit is contained in:
Miha Kralj
2025-12-30 22:14:57 -08:00
parent 78a3a25ada
commit fa6cb1d623
8 changed files with 309 additions and 158 deletions
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lib/trends/bessel/Bessel.cs
+37 -9
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@@ -125,6 +125,21 @@ public sealed class Bessel : AbstractBase, IDisposable
return;
}
// Warmup phase: pass-through until enough history (Count >= 2)
for (; i < len && _state.Count < 2; i++)
{
double val = source[i];
if (double.IsFinite(val))
_state.LastValidValue = val;
else
val = _state.LastValidValue;
_state.F2 = _state.F1;
_state.F1 = val;
_state.Count++;
}
// Hot phase: main filtering loop (no warmup check)
for (; i < len; i++)
{
double val = source[i];
@@ -133,10 +148,8 @@ public sealed class Bessel : AbstractBase, IDisposable
else
val = _state.LastValidValue;
double filt = _state.Count < 3
? val
: Math.FusedMultiplyAdd(_c3, _state.F2,
Math.FusedMultiplyAdd(_c2, _state.F1, _c1 * val));
double filt = Math.FusedMultiplyAdd(_c3, _state.F2,
Math.FusedMultiplyAdd(_c2, _state.F1, _c1 * val));
_state.F2 = _state.F1;
_state.F1 = filt;
@@ -183,7 +196,8 @@ public sealed class Bessel : AbstractBase, IDisposable
_state.F2 = val;
}
double filt = _state.Count < 3
// 2nd-order filter needs 2 history points (Count >= 2)
double filt = _state.Count < 2
? val
: Math.FusedMultiplyAdd(_c3, _state.F2,
Math.FusedMultiplyAdd(_c2, _state.F1, _c1 * val));
@@ -268,6 +282,22 @@ public sealed class Bessel : AbstractBase, IDisposable
}
}
// Warmup phase: pass-through until enough history (Count >= 2)
for (; i < len && state.Count < 2; i++)
{
double val = source[i];
if (double.IsFinite(val))
state.LastValidValue = val;
else
val = state.LastValidValue;
state.F2 = state.F1;
state.F1 = val;
output[i] = val;
state.Count++;
}
// Hot phase: main filtering loop (no warmup check)
for (; i < len; i++)
{
double val = source[i];
@@ -276,10 +306,8 @@ public sealed class Bessel : AbstractBase, IDisposable
else
val = state.LastValidValue;
double filt = state.Count < 3
? val
: Math.FusedMultiplyAdd(c3, state.F2,
Math.FusedMultiplyAdd(c2, state.F1, c1 * val));
double filt = Math.FusedMultiplyAdd(c3, state.F2,
Math.FusedMultiplyAdd(c2, state.F1, c1 * val));
state.F2 = state.F1;
state.F1 = filt;