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c498c21f ML |
1 | /* |
2 | chronyd/chronyc - Programs for keeping computer clocks accurate. | |
3 | ||
4 | ********************************************************************** | |
5 | * Copyright (C) Miroslav Lichvar 2009-2011, 2014, 2016, 2018 | |
6 | * | |
7 | * This program is free software; you can redistribute it and/or modify | |
8 | * it under the terms of version 2 of the GNU General Public License as | |
9 | * published by the Free Software Foundation. | |
10 | * | |
11 | * This program is distributed in the hope that it will be useful, but | |
12 | * WITHOUT ANY WARRANTY; without even the implied warranty of | |
13 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU | |
14 | * General Public License for more details. | |
15 | * | |
16 | * You should have received a copy of the GNU General Public License along | |
17 | * with this program; if not, write to the Free Software Foundation, Inc., | |
18 | * 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA. | |
19 | * | |
20 | ********************************************************************** | |
21 | ||
22 | ======================================================================= | |
23 | ||
24 | Routines implementing a median sample filter. | |
25 | ||
26 | */ | |
27 | ||
28 | #include "config.h" | |
29 | ||
30 | #include "local.h" | |
31 | #include "logging.h" | |
32 | #include "memory.h" | |
33 | #include "regress.h" | |
34 | #include "samplefilt.h" | |
35 | #include "util.h" | |
36 | ||
37 | #define MIN_SAMPLES 1 | |
38 | #define MAX_SAMPLES 256 | |
39 | ||
40 | struct SPF_Instance_Record { | |
41 | int min_samples; | |
42 | int max_samples; | |
43 | int index; | |
44 | int used; | |
45 | int last; | |
46 | int avg_var_n; | |
47 | double avg_var; | |
48 | double max_var; | |
49 | double combine_ratio; | |
50 | NTP_Sample *samples; | |
51 | int *selected; | |
52 | double *x_data; | |
53 | double *y_data; | |
54 | double *w_data; | |
55 | }; | |
56 | ||
57 | /* ================================================== */ | |
58 | ||
59 | SPF_Instance | |
60 | SPF_CreateInstance(int min_samples, int max_samples, double max_dispersion, double combine_ratio) | |
61 | { | |
62 | SPF_Instance filter; | |
63 | ||
64 | filter = MallocNew(struct SPF_Instance_Record); | |
65 | ||
66 | min_samples = CLAMP(MIN_SAMPLES, min_samples, MAX_SAMPLES); | |
67 | max_samples = CLAMP(MIN_SAMPLES, max_samples, MAX_SAMPLES); | |
68 | max_samples = MAX(min_samples, max_samples); | |
69 | combine_ratio = CLAMP(0.0, combine_ratio, 1.0); | |
70 | ||
71 | filter->min_samples = min_samples; | |
72 | filter->max_samples = max_samples; | |
73 | filter->index = -1; | |
74 | filter->used = 0; | |
75 | filter->last = -1; | |
76 | /* Set the first estimate to the system precision */ | |
77 | filter->avg_var_n = 0; | |
78 | filter->avg_var = LCL_GetSysPrecisionAsQuantum() * LCL_GetSysPrecisionAsQuantum(); | |
0b709ab1 | 79 | filter->max_var = SQUARE(max_dispersion); |
c498c21f ML |
80 | filter->combine_ratio = combine_ratio; |
81 | filter->samples = MallocArray(NTP_Sample, filter->max_samples); | |
82 | filter->selected = MallocArray(int, filter->max_samples); | |
83 | filter->x_data = MallocArray(double, filter->max_samples); | |
84 | filter->y_data = MallocArray(double, filter->max_samples); | |
85 | filter->w_data = MallocArray(double, filter->max_samples); | |
86 | ||
87 | return filter; | |
88 | } | |
89 | ||
90 | /* ================================================== */ | |
91 | ||
92 | void | |
93 | SPF_DestroyInstance(SPF_Instance filter) | |
94 | { | |
95 | Free(filter->samples); | |
96 | Free(filter->selected); | |
97 | Free(filter->x_data); | |
98 | Free(filter->y_data); | |
99 | Free(filter->w_data); | |
100 | Free(filter); | |
101 | } | |
102 | ||
103 | /* ================================================== */ | |
104 | ||
105 | void | |
106 | SPF_AccumulateSample(SPF_Instance filter, NTP_Sample *sample) | |
107 | { | |
108 | filter->index++; | |
109 | filter->index %= filter->max_samples; | |
110 | filter->last = filter->index; | |
111 | if (filter->used < filter->max_samples) | |
112 | filter->used++; | |
113 | ||
114 | filter->samples[filter->index] = *sample; | |
115 | ||
116 | DEBUG_LOG("filter sample %d t=%s offset=%.9f peer_disp=%.9f", | |
117 | filter->index, UTI_TimespecToString(&sample->time), | |
118 | sample->offset, sample->peer_dispersion); | |
119 | } | |
120 | ||
121 | /* ================================================== */ | |
122 | ||
123 | int | |
124 | SPF_GetLastSample(SPF_Instance filter, NTP_Sample *sample) | |
125 | { | |
126 | if (filter->last < 0) | |
127 | return 0; | |
128 | ||
129 | *sample = filter->samples[filter->last]; | |
130 | return 1; | |
131 | } | |
132 | ||
133 | /* ================================================== */ | |
134 | ||
135 | int | |
136 | SPF_GetNumberOfSamples(SPF_Instance filter) | |
137 | { | |
138 | return filter->used; | |
139 | } | |
140 | ||
141 | /* ================================================== */ | |
142 | ||
143 | double | |
144 | SPF_GetAvgSampleDispersion(SPF_Instance filter) | |
145 | { | |
146 | return sqrt(filter->avg_var); | |
147 | } | |
148 | ||
149 | /* ================================================== */ | |
150 | ||
151 | void | |
152 | SPF_DropSamples(SPF_Instance filter) | |
153 | { | |
154 | filter->index = -1; | |
155 | filter->used = 0; | |
156 | } | |
157 | ||
158 | /* ================================================== */ | |
159 | ||
160 | static const NTP_Sample *tmp_sort_samples; | |
161 | ||
162 | static int | |
163 | compare_samples(const void *a, const void *b) | |
164 | { | |
165 | const NTP_Sample *s1, *s2; | |
166 | ||
167 | s1 = &tmp_sort_samples[*(int *)a]; | |
168 | s2 = &tmp_sort_samples[*(int *)b]; | |
169 | ||
170 | if (s1->offset < s2->offset) | |
171 | return -1; | |
172 | else if (s1->offset > s2->offset) | |
173 | return 1; | |
174 | return 0; | |
175 | } | |
176 | ||
177 | /* ================================================== */ | |
178 | ||
179 | static int | |
180 | select_samples(SPF_Instance filter) | |
181 | { | |
182 | int i, j, k, o, from, to, *selected; | |
183 | double min_dispersion; | |
184 | ||
185 | if (filter->used < filter->min_samples) | |
186 | return 0; | |
187 | ||
188 | selected = filter->selected; | |
189 | ||
190 | /* With 4 or more samples, select those that have peer dispersion smaller | |
191 | than 1.5x of the minimum dispersion */ | |
192 | if (filter->used > 4) { | |
193 | for (i = 1, min_dispersion = filter->samples[0].peer_dispersion; i < filter->used; i++) { | |
194 | if (min_dispersion > filter->samples[i].peer_dispersion) | |
195 | min_dispersion = filter->samples[i].peer_dispersion; | |
196 | } | |
197 | ||
198 | for (i = j = 0; i < filter->used; i++) { | |
199 | if (filter->samples[i].peer_dispersion <= 1.5 * min_dispersion) | |
200 | selected[j++] = i; | |
201 | } | |
202 | } else { | |
203 | j = 0; | |
204 | } | |
205 | ||
206 | if (j < 4) { | |
207 | /* Select all samples */ | |
208 | ||
209 | for (j = 0; j < filter->used; j++) | |
210 | selected[j] = j; | |
211 | } | |
212 | ||
213 | /* And sort their indices by offset */ | |
214 | tmp_sort_samples = filter->samples; | |
215 | qsort(selected, j, sizeof (int), compare_samples); | |
216 | ||
217 | /* Select samples closest to the median */ | |
218 | if (j > 2) { | |
219 | from = j * (1.0 - filter->combine_ratio) / 2.0; | |
220 | from = CLAMP(1, from, (j - 1) / 2); | |
221 | } else { | |
222 | from = 0; | |
223 | } | |
224 | ||
225 | to = j - from; | |
226 | ||
227 | /* Mark unused samples and sort the rest by their time */ | |
228 | ||
229 | o = filter->used - filter->index - 1; | |
230 | ||
231 | for (i = 0; i < from; i++) | |
232 | selected[i] = -1; | |
233 | for (; i < to; i++) | |
234 | selected[i] = (selected[i] + o) % filter->used; | |
235 | for (; i < filter->used; i++) | |
236 | selected[i] = -1; | |
237 | ||
238 | for (i = from; i < to; i++) { | |
239 | j = selected[i]; | |
240 | selected[i] = -1; | |
241 | while (j != -1 && selected[j] != j) { | |
242 | k = selected[j]; | |
243 | selected[j] = j; | |
244 | j = k; | |
245 | } | |
246 | } | |
247 | ||
248 | for (i = j = 0, k = -1; i < filter->used; i++) { | |
249 | if (selected[i] != -1) | |
250 | selected[j++] = (selected[i] + filter->used - o) % filter->used; | |
251 | } | |
252 | ||
253 | assert(j > 0 && j <= filter->max_samples); | |
254 | ||
255 | return j; | |
256 | } | |
257 | ||
258 | /* ================================================== */ | |
259 | ||
260 | static int | |
261 | combine_selected_samples(SPF_Instance filter, int n, NTP_Sample *result) | |
262 | { | |
263 | double mean_peer_dispersion, mean_root_dispersion, mean_peer_delay, mean_root_delay; | |
264 | double mean_x, mean_y, disp, var, prev_avg_var; | |
265 | NTP_Sample *sample, *last_sample; | |
266 | int i, dof; | |
267 | ||
268 | last_sample = &filter->samples[filter->selected[n - 1]]; | |
269 | ||
270 | /* Prepare data */ | |
271 | for (i = 0; i < n; i++) { | |
272 | sample = &filter->samples[filter->selected[i]]; | |
273 | ||
274 | filter->x_data[i] = UTI_DiffTimespecsToDouble(&sample->time, &last_sample->time); | |
275 | filter->y_data[i] = sample->offset; | |
276 | filter->w_data[i] = sample->peer_dispersion; | |
277 | } | |
278 | ||
279 | /* Calculate mean offset and interval since the last sample */ | |
280 | for (i = 0, mean_x = mean_y = 0.0; i < n; i++) { | |
281 | mean_x += filter->x_data[i]; | |
282 | mean_y += filter->y_data[i]; | |
283 | } | |
284 | mean_x /= n; | |
285 | mean_y /= n; | |
286 | ||
287 | if (n >= 4) { | |
288 | double b0, b1, s2, sb0, sb1; | |
289 | ||
290 | /* Set y axis to the mean sample time */ | |
291 | for (i = 0; i < n; i++) | |
292 | filter->x_data[i] -= mean_x; | |
293 | ||
294 | /* Make a linear fit and use the estimated standard deviation of the | |
295 | intercept as dispersion */ | |
296 | RGR_WeightedRegression(filter->x_data, filter->y_data, filter->w_data, n, | |
297 | &b0, &b1, &s2, &sb0, &sb1); | |
298 | var = s2; | |
299 | disp = sb0; | |
300 | dof = n - 2; | |
301 | } else if (n >= 2) { | |
302 | for (i = 0, disp = 0.0; i < n; i++) | |
303 | disp += (filter->y_data[i] - mean_y) * (filter->y_data[i] - mean_y); | |
304 | var = disp / (n - 1); | |
305 | disp = sqrt(var); | |
306 | dof = n - 1; | |
307 | } else { | |
308 | var = filter->avg_var; | |
309 | disp = sqrt(var); | |
310 | dof = 1; | |
311 | } | |
312 | ||
313 | /* Avoid working with zero dispersion */ | |
314 | if (var < 1e-20) { | |
315 | var = 1e-20; | |
316 | disp = sqrt(var); | |
317 | } | |
318 | ||
319 | /* Drop the sample if the variance is larger than the maximum */ | |
320 | if (filter->max_var > 0.0 && var > filter->max_var) { | |
321 | DEBUG_LOG("filter dispersion too large disp=%.9f max=%.9f", | |
322 | sqrt(var), sqrt(filter->max_var)); | |
323 | return 0; | |
324 | } | |
325 | ||
326 | prev_avg_var = filter->avg_var; | |
327 | ||
328 | /* Update the exponential moving average of the variance */ | |
329 | if (filter->avg_var_n > 50) { | |
330 | filter->avg_var += dof / (dof + 50.0) * (var - filter->avg_var); | |
331 | } else { | |
332 | filter->avg_var = (filter->avg_var * filter->avg_var_n + var * dof) / | |
333 | (dof + filter->avg_var_n); | |
334 | if (filter->avg_var_n == 0) | |
335 | prev_avg_var = filter->avg_var; | |
336 | filter->avg_var_n += dof; | |
337 | } | |
338 | ||
339 | /* Use the long-term average of variance instead of the estimated value | |
340 | unless it is significantly smaller in order to reduce the noise in | |
341 | sourcestats weights */ | |
342 | if (var * dof / RGR_GetChi2Coef(dof) < prev_avg_var) | |
343 | disp = sqrt(filter->avg_var) * disp / sqrt(var); | |
344 | ||
345 | mean_peer_dispersion = mean_root_dispersion = mean_peer_delay = mean_root_delay = 0.0; | |
346 | ||
347 | for (i = 0; i < n; i++) { | |
348 | sample = &filter->samples[filter->selected[i]]; | |
349 | ||
350 | mean_peer_dispersion += sample->peer_dispersion; | |
351 | mean_root_dispersion += sample->root_dispersion; | |
352 | mean_peer_delay += sample->peer_delay; | |
353 | mean_root_delay += sample->root_delay; | |
354 | } | |
355 | ||
356 | mean_peer_dispersion /= n; | |
357 | mean_root_dispersion /= n; | |
358 | mean_peer_delay /= n; | |
359 | mean_root_delay /= n; | |
360 | ||
361 | UTI_AddDoubleToTimespec(&last_sample->time, mean_x, &result->time); | |
362 | result->offset = mean_y; | |
363 | result->peer_dispersion = MAX(disp, mean_peer_dispersion); | |
364 | result->root_dispersion = MAX(disp, mean_root_dispersion); | |
365 | result->peer_delay = mean_peer_delay; | |
366 | result->root_delay = mean_root_delay; | |
367 | result->stratum = last_sample->stratum; | |
368 | result->leap = last_sample->leap; | |
369 | ||
370 | return 1; | |
371 | } | |
372 | ||
373 | /* ================================================== */ | |
374 | ||
375 | int | |
376 | SPF_GetFilteredSample(SPF_Instance filter, NTP_Sample *sample) | |
377 | { | |
378 | int n; | |
379 | ||
380 | n = select_samples(filter); | |
381 | ||
382 | if (n < 1) | |
383 | return 0; | |
384 | ||
385 | if (!combine_selected_samples(filter, n, sample)) | |
386 | return 0; | |
387 | ||
388 | SPF_DropSamples(filter); | |
389 | ||
390 | return 1; | |
391 | } | |
392 | ||
393 | /* ================================================== */ | |
394 | ||
395 | void | |
396 | SPF_SlewSamples(SPF_Instance filter, struct timespec *when, double dfreq, double doffset) | |
397 | { | |
398 | int i, first, last; | |
399 | double delta_time; | |
400 | ||
401 | if (filter->last < 0) | |
402 | return; | |
403 | ||
404 | /* Always slew the last sample as it may be returned even if no new | |
405 | samples were accumulated */ | |
406 | if (filter->used > 0) { | |
407 | first = 0; | |
408 | last = filter->used - 1; | |
409 | } else { | |
410 | first = last = filter->last; | |
411 | } | |
412 | ||
413 | for (i = first; i <= last; i++) { | |
414 | UTI_AdjustTimespec(&filter->samples[i].time, when, &filter->samples[i].time, | |
415 | &delta_time, dfreq, doffset); | |
416 | filter->samples[i].offset -= delta_time; | |
417 | } | |
418 | } | |
419 | ||
420 | /* ================================================== */ | |
421 | ||
422 | void | |
423 | SPF_AddDispersion(SPF_Instance filter, double dispersion) | |
424 | { | |
425 | int i; | |
426 | ||
427 | for (i = 0; i < filter->used; i++) { | |
428 | filter->samples[i].peer_dispersion += dispersion; | |
429 | filter->samples[i].root_dispersion += dispersion; | |
430 | } | |
431 | } |