Fourier.h

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/* ----------------------------------------------------------------------------
 
 * GTSAM Copyright 2010, Georgia Tech Research Corporation,
 * Atlanta, Georgia 30332-0415
 * All Rights Reserved
 * Authors: Frank Dellaert, et al. (see THANKS for the full author list)
 
 * See LICENSE for the license information
 
 * -------------------------------------------------------------------------- */
 
#pragma once
 
#include <gtsam/basis/Basis.h>
 
namespace gtsam {
 
class GTSAM_EXPORT FourierBasis : public Basis<FourierBasis> {
 public:
  using Parameters = Eigen::Matrix<double, /*Nx1*/ -1, 1>;
  using DiffMatrix = Eigen::Matrix<double, /*NxN*/ -1, -1>;
 
  static Weights CalculateWeights(size_t N, double x) {
    Weights b(N);
    b[0] = 1;
    for (size_t i = 1, n = 1; i < N; i++) {
      if (i % 2 == 1) {
        b[i] = cos(n * x);
      } else {
        b[i] = sin(n * x);
        n++;
      }
    }
    return b;
  }
 
  static Weights CalculateWeights(size_t N, double x, double a, double b) {
    // TODO(Varun) How do we enforce an interval for Fourier series?
    return CalculateWeights(N, x);
  }
 
  static DiffMatrix DifferentiationMatrix(size_t N) {
    DiffMatrix D = DiffMatrix::Zero(N, N);
    double k = 1;
    for (size_t i = 1; i < N; i += 2) {
      D(i, i + 1) = k;   // sin'(k*x) = k*cos(k*x)
      D(i + 1, i) = -k;  // cos'(k*x) = -k*sin(k*x)
      k += 1;
    }
 
    return D;
  }
 
  static Weights DerivativeWeights(size_t N, double x) {
    return CalculateWeights(N, x) * DifferentiationMatrix(N);
  }
 
  static Weights DerivativeWeights(size_t N, double x, double a, double b) {
    return CalculateWeights(N, x, a, b) * DifferentiationMatrix(N);
  }
 
};  // FourierBasis
 
}  // namespace gtsam