backward_difference_weights()

MAYAFLUX_API std::vector< double > MayaFlux::Kinesis::Discrete::backward_difference_weights

(

size_t

order

)

Weights of the backward difference of a given order.

Parameters

order

Difference order, 1 is velocity, 2 acceleration

Returns

order + 1 weights, (-1)^k * C(order, k), applied to a newest-first window. Divide the weighted sum by dt^order for a derivative.

Definition at line 175 of file Coefficients.cpp.

{
    std::vector<double> weights(order + 1);
    double binomial = 1.0;
    for (size_t k = 0; k <= order; ++k) {
        if (k > 0)
            binomial = binomial * static_cast<double>(order - k + 1) / static_cast<double>(k);
        weights.at(k) = (k % 2 == 0) ? binomial : -binomial;
    }
    return weights;
}