EKF2: fix joseph covariance update for Schmidt-Kalman filter #22847
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dagar
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If part of the Kalman gain is zeroed, the first step of the joseph update does not produce a symmetrical matrix.
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If part of the Kalman gain is zeroed, the first step of the joseph update does not produce a symmetrical matrix.
I was playing with the mag 3D fusion and a different error-state formulation and managed to make the ekf diverge (really hard to trigger, I've only seen it once. Luckily logging from boot was enabled).
https://logs.px4.io/plot_app?log=75f6a8a5-d47a-47ac-a48a-bf2d846ba501
After replaying on main I saw that the issue was real:
With this PR it no longer diverges:
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