OneEuroFilter.cs

/// courtesy of https://github.com/jaantollander/OneEuroFilter
/// and https://jaantollander.com/post/noise-filtering-using-one-euro-filter/
public class OneEuroFilter
{
    public OneEuroFilter(double minCutoff, double beta)
    {
        firstTime = true;
        this.minCutoff = minCutoff;
        this.beta = beta;

        xFilt = new LowpassFilter();
        dxFilt = new LowpassFilter();
        dcutoff = 1;
    }

    protected bool firstTime;
    protected double minCutoff;
    protected double beta;
    protected LowpassFilter xFilt;
    protected LowpassFilter dxFilt;
    protected double dcutoff;

    public double Filter(double x, double rate)
    {
        double dx = firstTime ? 0 : (x - xFilt.Last()) * rate;
        if (firstTime)
        {
            firstTime = false;
        }

        var edx = dxFilt.Filter(dx, Alpha(rate, dcutoff));
        var cutoff = minCutoff + beta * Math.Abs(edx);

        return xFilt.Filter(x, Alpha(rate, cutoff));
    }

    protected double Alpha(double rate, double cutoff)
    {
        var tau = 1.0 / (2 * Math.PI * cutoff);
        var te = 1.0 / rate;
        return 1.0 / (1.0 + tau / te);
    }
}

public class LowpassFilter
{
    protected bool firstTime = true;
    protected double hatXPrev;

    public double Last()
    {
        return hatXPrev;
    }

    public double Filter(double x, double alpha)
    {
        double hatX = 0;
        if (firstTime)
        {
            firstTime = false;
            hatX = x;
        }
        else
            hatX = alpha * x + (1 - alpha) * hatXPrev;

        hatXPrev = hatX;

        return hatX;
    }
}