1€ Filter (One Euro Filter)

A simple Python implementation of the 1€ Filter (1e filter, 1 euro filter, One Euro Filter). The code in one_euro_filter.py can be used as pseudocode for implementing the algorithm in other languages. Detailed pseudocode about the underlying mathematics of the algorithm and sources can be found in a blog post that I wrote about it, Noise Filtering Using 1€ Filter.

import math


def smoothing_factor(t_e, cutoff):
    r = 2 * math.pi * cutoff * t_e
    return r / (r + 1)


def exponential_smoothing(a, x, x_prev):
    return a * x + (1 - a) * x_prev


class OneEuroFilter:
    def __init__(self, t0, x0, dx0=0.0, min_cutoff=1.0, beta=0.0,
                 d_cutoff=1.0):
        """Initialize the one euro filter."""
        # The parameters.
        self.min_cutoff = float(min_cutoff)
        self.beta = float(beta)
        self.d_cutoff = float(d_cutoff)
        # Previous values.
        self.x_prev = float(x0)
        self.dx_prev = float(dx0)
        self.t_prev = float(t0)

    def __call__(self, t, x):
        """Compute the filtered signal."""
        t_e = t - self.t_prev

        # The filtered derivative of the signal.
        a_d = smoothing_factor(t_e, self.d_cutoff)
        dx = (x - self.x_prev) / t_e
        dx_hat = exponential_smoothing(a_d, dx, self.dx_prev)

        # The filtered signal.
        cutoff = self.min_cutoff + self.beta * abs(dx_hat)
        a = smoothing_factor(t_e, cutoff)
        x_hat = exponential_smoothing(a, x, self.x_prev)

        # Memorize the previous values.
        self.x_prev = x_hat
        self.dx_prev = dx_hat
        self.t_prev = t

        return x_hat