welford mean: protect against negative variances

PX4 · Oct 5, 2022 · dc7f29e · dc7f29e
1 parent fbef296
commit dc7f29e
Showing 1 changed file with 3 additions and 0 deletions.
diff --git a/src/lib/mathlib/math/WelfordMean.hpp b/src/lib/mathlib/math/WelfordMean.hpp
@@ -58,6 +58,9 @@ class WelfordMean
 		// M2 aggregates the squared distance from the mean
 		// count aggregates the number of samples seen so far
 		_M2 += delta.emult(new_value - _mean);
+
+		// protect against floating point precision causing negative variances
+		_M2 = matrix::max(_M2, {});
 	}
 
 	bool valid() const { return _count > 2; }