Reject undefined axial Kalman mean updates - #5236
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FlorianPfaff
marked this pull request as ready for review
August 7, 2026 17:59
FlorianPfaff
enabled auto-merge (squash)
August 7, 2026 17:59
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Bug
AxialKalmanFilter.update_identity(...)always normalized the Euclidean posterior mean after the Kalman update.For valid positive-definite state and measurement-noise covariances, the prior and innovation contributions can cancel exactly. The resulting axial mean is mathematically undefined, but floating-point arithmetic leaves a tiny residual. Normalizing that residual amplifies roundoff into an arbitrary unit direction.
A concrete two-dimensional case produces the raw mean
which current
mainnormalizes to approximatelyalthough no meaningful direction is defined.
Fix
Regression coverage
Add a focused two-dimensional update with valid positive-definite covariance matrices that cancels the posterior mean. The regression verifies that the update raises a clear
ValueErrorand preserves both the prior mean and covariance.Validation
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