From dc7f29e2ec7a47a3e425d960af1ee8070fc15ed9 Mon Sep 17 00:00:00 2001
From: Thomas Stastny <thomas.stastny@auterion.com>
Date: Wed, 28 Sep 2022 17:48:53 +0200
Subject: [PATCH] welford mean: protect against negative variances

---
 src/lib/mathlib/math/WelfordMean.hpp | 3 +++
 1 file changed, 3 insertions(+)

diff --git a/src/lib/mathlib/math/WelfordMean.hpp b/src/lib/mathlib/math/WelfordMean.hpp
index ac6af40faa73..80d6b68a6075 100644
--- 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; }