Update common_audio/smoothing_filter.

webrtc/common_audio/smoothing_filter.cc

Index: webrtc/common_audio/smoothing_filter.cc
diff --git a/webrtc/common_audio/smoothing_filter.cc b/webrtc/common_audio/smoothing_filter.cc
index ff79ab8799e9de332ff324152e97c43947837e6a..e386ebae3c28ac74dec3052fd7f125b4dd004380 100644
--- a/webrtc/common_audio/smoothing_filter.cc
+++ b/webrtc/common_audio/smoothing_filter.cc
@@ -8,60 +8,119 @@
  *  be found in the AUTHORS file in the root of the source tree.
  */
 
+#include "webrtc/common_audio/smoothing_filter.h"
+
 #include <cmath>
 
-#include "webrtc/common_audio/smoothing_filter.h"
+#include "webrtc/base/logging.h"
 
 namespace webrtc {
 
-SmoothingFilterImpl::SmoothingFilterImpl(int time_constant_ms,
-                                         const Clock* clock)
-    : time_constant_ms_(time_constant_ms),
-      clock_(clock),
-      first_sample_received_(false),
-      initialized_(false),
-      first_sample_time_ms_(0),
-      last_sample_time_ms_(0),
-      filter_(0.0) {}
+SmoothingFilterImpl::SmoothingFilterImpl(int init_time_ms_, const Clock* clock)
+    : init_time_ms_(init_time_ms_),
+      // Duing the initalization time, we use an increasing alpha. Specifically,
+      //   alpha(n) = exp(pow(init_factor_, n)),
+      // where |init_factor_| is chosen such that
+      //   alpha(init_time_ms_) = exp(-1.0f / init_time_ms_),
+      init_factor_(pow(init_time_ms_, 1.0f / init_time_ms_)),
+      init_const_(1.0f / (init_time_ms_ -
+                          pow(init_time_ms_, 1.0f - 1.0f / init_time_ms_))),
+      clock_(clock) {
+  UpdateAlpha(init_time_ms_);
+}
+
+SmoothingFilterImpl::~SmoothingFilterImpl() = default;
 
 void SmoothingFilterImpl::AddSample(float sample) {
-  if (!first_sample_received_) {
-    last_sample_time_ms_ = first_sample_time_ms_ = clock_->TimeInMilliseconds();
-    first_sample_received_ = true;
-    RTC_DCHECK_EQ(rtc::ExpFilter::kValueUndefined, filter_.filtered());
+  int64_t now_ms = clock_->TimeInMilliseconds();

[hlundin-webrtc, 2016/12/13 12:02:51]

nit: const

[minyue-webrtc, 2016/12/13 12:25:25]

Done.

 
-    // Since this is first sample, any value for argument 1 should work.
-    filter_.Apply(0.0f, sample);
+  if (!first_sample_time_ms_) {
+    // This is equivalent to assuming the filter has been receiving the same
+    // value as the first sample since time -infinity.
+    state_ = last_sample_ = sample;
+    first_sample_time_ms_ = rtc::Optional<int64_t>(now_ms);
+    last_state_time_ms_ = now_ms;
     return;
   }
 
-  int64_t now_ms = clock_->TimeInMilliseconds();
-  if (!initialized_) {
-    float duration = now_ms - first_sample_time_ms_;
-    if (duration < static_cast<int64_t>(time_constant_ms_)) {
-      filter_.UpdateBase(exp(1.0f / duration));
-    } else {
-      initialized_ = true;
-      filter_.UpdateBase(exp(1.0f / time_constant_ms_));
-    }
-  }
-
-  // The filter will do the following:
-  //   float alpha = pow(base, last_update_time_ms_ - now_ms);
-  //   filtered_ = alpha * filtered_ + (1 - alpha) * sample;
-  filter_.Apply(static_cast<float>(last_sample_time_ms_ - now_ms), sample);
-  last_sample_time_ms_ = now_ms;
+  ExtrapolateLastSample(now_ms);
+  last_sample_ = sample;
 }
 
-rtc::Optional<float> SmoothingFilterImpl::GetAverage() const {
-  float value = filter_.filtered();
-  return value == rtc::ExpFilter::kValueUndefined ? rtc::Optional<float>()
-                                                  : rtc::Optional<float>(value);
+rtc::Optional<float> SmoothingFilterImpl::GetAverage() {
+  if (!first_sample_time_ms_)
+    return rtc::Optional<float>();
+  ExtrapolateLastSample(clock_->TimeInMilliseconds());
+  return rtc::Optional<float>(state_);
 }
 
 void SmoothingFilterImpl::SetTimeConstantMs(int time_constant_ms) {

[hlundin-webrtc, 2016/12/13 12:02:51]

I think this method should return a bool, indicating if the time constant could
be set or not.

[minyue-webrtc, 2016/12/13 12:25:25]

Done.

-  time_constant_ms_ = time_constant_ms;
-  filter_.UpdateBase(exp(1.0f / time_constant_ms_));
+  if (!first_sample_time_ms_ ||
+      last_state_time_ms_ < *first_sample_time_ms_ + init_time_ms_) {
+    LOG(LS_INFO) << "SmoothingFilterImpl: Cannot set time constant "
+                 << time_constant_ms << " ms during the initialization time.";
+    return;
+  }
+  UpdateAlpha(time_constant_ms);
+}
+
+void SmoothingFilterImpl::UpdateAlpha(int time_constant_ms) {
+  alpha_ = exp(-1.0f / time_constant_ms);
+}
+
+void SmoothingFilterImpl::ExtrapolateLastSample(int64_t time_ms) {
+  RTC_DCHECK_GE(time_ms, last_state_time_ms_);
+  RTC_DCHECK(first_sample_time_ms_);
+
+  float multiplier = 0.0f;
+  if (time_ms <= *first_sample_time_ms_ + init_time_ms_) {
+    // Current update is to be made during initialization phase.
+    // We update the state as if the |alpha| has been increased according
+    //   alpha(n) = exp(pow(init_factor_, n)),
+    // where n is the time (in millisecond) since the first sample received.
+    // With algebraic derivation as shown in the Appendix, we can find that the
+    // state can be updated in a similar manner as if alpha is a constant,
+    // except for a different multiplier.
+    multiplier = exp(-init_const_ *
+        (pow(init_factor_,
+             *first_sample_time_ms_ + init_time_ms_ - last_state_time_ms_) -
+         pow(init_factor_, *first_sample_time_ms_ + init_time_ms_ - time_ms)));
+  } else {
+    if (last_state_time_ms_ < *first_sample_time_ms_ + init_time_ms_) {
+      // The latest state update was made during initialization phase.
+      // We first extrapolate to the initialization time.
+      ExtrapolateLastSample(*first_sample_time_ms_ + init_time_ms_);
+      // Then extrapolate the rest by the following.
+    }
+    multiplier = pow(alpha_, time_ms - last_state_time_ms_);
+  }
+
+  state_ = multiplier * state_ + (1.0f - multiplier) * last_sample_;
+  last_state_time_ms_ = time_ms;
 }
 
 }  // namespace webrtc
+
+// Appendix: derivation of extrapolation during initialization phase.
+// (LaTeX syntax)
+// Assuming
+//   \begin{align}
+//     y(n) &= \alpha_{n-1} y(n-1) + \left(1 - \alpha_{n-1}\right) x(m) \\
+//          &= \left(\prod_{i=m}^{n-1} \alpha_i\right) y(m) +
+//             \left(1 - \prod_{i=m}^{n-1} \alpha_i \right) x(m)
+//   \end{align}
+// Taking $\alpha_{n} = \exp{\gamma^n}$, $\gamma$ denotes |init_factor_|, the

[hlundin-webrtc, 2016/12/13 12:02:51]

Won't you have to escape the underscore characters (like '\_') outside of math
environments?

[minyue-webrtc, 2016/12/13 12:25:25]

I did not try to compile the text part. But yes, it is good to avoid mixing.

+// multiplier becomes
+//   \begin{align}
+//     \prod_{i=m}^{n-1} \alpha_i
+//     &= \exp\left(\prod_{i=m}^{n-1} \gamma^i \right) \\
+//     &= \exp\left(\frac{\gamma^m - \gamma^n}{1 - \gamma} \right)
+//   \end{align}
+// We know $\gamma = T^\frac{1}{T}$, where $T$ denotes |init_time_ms_|. Then
+// $1 - \gamma$ approaches zero when $T$ increases. This can cause numerical
+// difficulties. We multiply $T$ to both numerator and denominator in the
+// fraction. See.
+//   \begin{align}
+//     \frac{\gamma^m - \gamma^n}{1 - \gamma}
+//     &= \frac{T^\frac{T-m}{T} - T^\frac{T-n}{T}}{T - T^{1-\frac{1}{T}}}
+//   \end{align}