dsp: added infinitively long exponential window

common/include/villas/dsp/exponential_window.hpp

@@ -0,0 +1,53 @@
+/** An exponential window.
+ *
+ * @file
+ * @author Steffen Vogel <stvogel@eonerc.rwth-aachen.de>
+ * @copyright 2014-2019, Institute for Automation of Complex Power Systems, EONERC
+ * @license GNU General Public License (version 3)
+ *
+ * VILLAScommon
+ *
+ * This program is free software: you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation, either version 3 of the License, or
+ * any later version.
+ *
+ * This program is distributed in the hope that it will be useful,
+ * but WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ * GNU General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with this program.  If not, see <http://www.gnu.org/licenses/>.
+ *********************************************************************************/
+
+#pragma once
+
+#include <villas/dsp/window.hpp>
+
+namespace villas {
+namespace dsp {
+
+template<typename T>
+class ExponentialWindow {
+
+protected:
+	T a;
+	T last;
+
+public:
+	ExponentialWindow(T _a, T i = 0) :
+		a(a),
+		last(i)
+	{ }
+
+	T update(T in)
+	{
+		last = a * in + (1 - a) * last;
+
+		return last;
+	}
+};
+
+} // namespace dsp
+} // namespace villas