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Fix UKF negative variance issue (#133) #134

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Merged
jbrodovsky merged 1 commit into from
Dec 21, 2025
Merged

Fix UKF negative variance issue (#133) #134

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8 changes: 7 additions & 1 deletion core/src/kalman.rs
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Original file line number Diff line number Diff line change
Expand Up @@ -300,7 +300,13 @@ impl NavigationFilter for UnscentedKalmanFilter {
self.mean_state[7] = wrap_to_2pi(self.mean_state[7]);
self.mean_state[8] = wrap_to_2pi(self.mean_state[8]);
self.covariance -= &k * &s * &k.transpose();
self.covariance = 0.5 * (&self.covariance + self.covariance.transpose());
// Ensure covariance remains positive semi-definite with gentle regularization
self.covariance = symmetrize(&self.covariance);
// Add small diagonal regularization to prevent negative eigenvalues
let eps = 1e-9;
for i in 0..self.state_size {
self.covariance[(i, i)] += eps;
}
Comment on lines +306 to +309

@gemini-code-assist gemini-code-assist Bot Dec 21, 2025

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medium

The value 1e-9 is a magic number. It's better to define it as a constant with a descriptive name (e.g., COVARIANCE_REGULARIZATION) to improve readability and maintainability. This makes the purpose of the value explicit and easier to change if needed.

Additionally, the loop for adding the regularization term to the diagonal can be expressed more idiomatically and potentially more efficiently using nalgebra's diagonal_mut() and add_scalar_mut() methods.

        const COVARIANCE_REGULARIZATION: f64 = 1e-9;
        self.covariance.diagonal_mut().add_scalar_mut(COVARIANCE_REGULARIZATION);

}
fn get_estimate(&self) -> DVector<f64> {
self.mean_state.clone()
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