feat(filters): add ResidualKalmanUpdate (NT74) by gabrielfrasantos · Pull Request #367 · embedded-pro/numerical-toolbox-cpp

gabrielfrasantos · 2026-11-05T18:44:29Z

Implements roadmap item 74 from roadmap/filters/active/ResidualKalmanUpdate. robotics-toolbox-cpp consumes it as NT74: its E1 OdometryFusion and E3 LandmarkLocalization specs need it.

What

numerical/filters/active/ResidualKalmanUpdate.hpp is a stateless measurement update for estimators that own their state:

The caller passes the residual z ⊖ h(x) (wrapped for angles), the Jacobian H and the noise R.
S = H·P·Hᵀ + R is factored once with Cholesky. That gives the NIS, and the gain from triangular solves, with no explicit inverse.
A χ² gate rejects outliers and leaves x and P untouched. The default gate is infinite, and a NIS exactly at the gate is still applied.
The covariance uses the symmetrised Joseph form.
Nis() alone scores candidate associations before one is committed.
KalmanUpdateStatus is Applied, Gated or Singular.
It reuses CholeskyDecomposition, ConsistencyMetrics, CongruenceTransform/Symmetrize and TriangularSolve.

Files: header, coverage .cpp, tests (the 7 spec cases), CMake, doc/filters/active/ResidualKalmanUpdate.md, and rows in doc/filters/README.md and README.md. The spec directory and item 74's ROADMAP.md entry are removed.

Deviations from the spec

The status enumerators are PascalCase (Applied, Gated, Singular) to match the repo's other enums.
The coverage instantiations add the test sizes <1,1>, <2,1> and <2,2> to the spec's <3,2> and <4,1>.
Matrices have no operator==, so the "unchanged state" checks compare element-wise against the fixture values.

Verification

host-single-Debug and the coverage build: ctest 15/15.
100% merged line coverage on the header.
Clang -Wall -Wextra -Werror -Wshadow with -DNUMERICAL_TOOLBOX_COVERAGE_BUILD.
clang-format --dry-run --Werror.
scripts/validate-docs.py OK, and the new doc lines stay under 400 characters. The README.md table rows over 400 characters were already on main.
Not run locally: MSVC, cppcheck, SonarCloud.

Generated by Claude Code

Stateless Kalman measurement update for estimators that own their state: the caller passes the residual z (-) h(x), the Jacobian and the noise. The innovation covariance is factored once with Cholesky to give the normalised innovation squared, a chi-square gate rejects outliers without touching the state, the gain comes from triangular solves, and the covariance uses the symmetrised Joseph form. Nis alone scores candidate associations. Co-Authored-By: Claude Opus 5.5 <noreply@anthropic.com> Claude-Session: https://claude.ai/code/session_014WUWh44uw7k4JjMd6YkAwN

sonarqubecloud · 2026-11-05T18:48:05Z

Quality Gate passed

Issues
0 New issues
0 Accepted issues

Measures
0 Security Hotspots
100.0% Coverage on New Code
0.0% Duplication on New Code

See analysis details on SonarQube Cloud

github-actions · 2026-11-05T18:48:05Z

✅⚠️MegaLinter analysis: Success with warnings

Descriptor	Linter	Files	Fixed	Errors	Elapsed time
✅ ACTION	actionlint	7		0	0.52s
✅ CPP	clang-format	482	9	0	3.39s
✅ CPP	cppcheck	482		0	7.44s
✅ DOCKERFILE	hadolint	1		0	0.35s
✅ JSON	jsonlint	8		0	0.09s
✅ JSON	prettier	8	8	0	0.33s
⚠️ MARKDOWN	markdownlint	152	2	155	2.83s
✅ MARKDOWN	markdown-table-formatter	152	11	0	0.27s
⚠️ SPELL	lychee	263		23	28.97s
✅ YAML	prettier	12	3	0	0.47s
✅ YAML	yamllint	12		0	0.44s

Detailed Issues

⚠️ SPELL / lychee - 23 errors

📝 Summary
---------------------
🔍 Total..........616
🔗 Unique.........457
✅ Successful.....581
⏳ Timeouts.........0
🔀 Redirected.....151
👻 Excluded........11
❓ Unknown..........0
🚫 Errors..........23
⛔ Unsupported.....23

Errors in .github/workflows/static-analysis.yml
[403] https://binaries.sonarsource.com/Distribution/sonar-scanner-cli/sonar-scanner-cli-$ (at 37:21) | Rejected status code: 403 Forbidden

Errors in CHANGELOG.md
[404] https://github.com/embedded-pro/embedded-numerical-toolbox/issues/1 (at 206:31) | Rejected status code: 404 Not Found
[404] https://github.com/embedded-pro/embedded-numerical-toolbox/issues/12 (at 221:8) | Rejected status code: 404 Not Found
[404] https://github.com/embedded-pro/embedded-numerical-toolbox/issues/13 (at 220:7) | Rejected status code: 404 Not Found
[404] https://github.com/embedded-pro/embedded-numerical-toolbox/issues/15 (at 215:18) | Rejected status code: 404 Not Found
[404] https://github.com/embedded-pro/embedded-numerical-toolbox/issues/18 (at 205:62) | Rejected status code: 404 Not Found
[404] https://github.com/embedded-pro/embedded-numerical-toolbox/issues/2 (at 213:34) | Rejected status code: 404 Not Found
[404] https://github.com/embedded-pro/embedded-numerical-toolbox/issues/24 (at 210:19) | Rejected status code: 404 Not Found
[404] https://github.com/embedded-pro/embedded-numerical-toolbox/issues/26 (at 211:30) | Rejected status code: 404 Not Found
[404] https://github.com/embedded-pro/embedded-numerical-toolbox/issues/27 (at 208:23) | Rejected status code: 404 Not Found
[404] https://github.com/embedded-pro/embedded-numerical-toolbox/issues/3 (at 204:35) | Rejected status code: 404 Not Found
[404] https://github.com/embedded-pro/embedded-numerical-toolbox/issues/7 (at 209:32) | Rejected status code: 404 Not Found
[404] https://github.com/embedded-pro/embedded-numerical-toolbox/issues/9 (at 207:15) | Rejected status code: 404 Not Found

Errors in doc/filters/active/AhrsMadgwickMahony.md
[ERROR] file://doc/filters/ComplementaryFilter.md (at 131:3) | File not found. Check if file exists and path is correct

Errors in doc/filters/active/ExtendedKalmanFilter.md
[ERROR] file://doc/dynamics/EulerLagrange.md (at 130:3) | File not found. Check if file exists and path is correct

Errors in doc/filters/active/KalmanFilter.md
[ERROR] file://doc/filters/controllers/Lqr.md (at 114:77) | File not found. Check if file exists and path is correct
[ERROR] file://doc/filters/controllers/Lqr.md (at 133:3) | File not found. Check if file exists and path is correct
[ERROR] file://doc/filters/controllers/Pid.md (at 135:3) | File not found. Check if file exists and path is correct
[ERROR] file://doc/filters/solvers/DiscreteAlgebraicRiccatiEquation.md (at 134:3) | File not found. Check if file exists and path is correct

Errors in doc/performance-optimization/README.md
[403] https://developer.arm.com/documentation/100166/latest/ (at 472:3) | Rejected status code: 403 Forbidden
[403] https://developer.arm.com/documentation/dui0473/latest (at 474:3) | Rejected status code: 403 Forbidden

Errors in README.md
[ERROR] file:///releases/latest (at 39:14) | File not found. Check if file exists and path is correct
[404] https://embedded-pro.github.io/embedded-dsp-control/ (at 38:1) | Rejected status code: 404 Not Found

Hint: Followed 151 redirects. You might want to consider replacing redirecting URLs with the resolved URLs. Use verbose mode (`-v`/`-vv`) to see redirection details.
Hint: You can configure accepted/rejected response codes with `-a` or `--accept`

⚠️ MARKDOWN / markdownlint - 155 errors

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doc/solvers/DampedPseudoInverse.md:5:401 error MD013/line-length Line length [Expected: 400; Actual: 531]
doc/solvers/DampedPseudoInverse.md:89:401 error MD013/line-length Line length [Expected: 400; Actual: 581]
doc/solvers/JacobiEigenSolver.md:5:401 error MD013/line-length Line length [Expected: 400; Actual: 443]
doc/solvers/JacobiEigenSolver.md:7:401 error MD013/line-length Line length [Expected: 400; Actual: 609]
doc/solvers/JacobiEigenSolver.md:45:401 error MD013/line-length Line length [Expected: 400; Actual: 427]
doc/solvers/RungeKuttaIntegrators.md:9:401 error MD013/line-length Line length [Expected: 400; Actual: 509]
doc/solvers/SpectralRadius.md:5:401 error MD013/line-length Line length [Expected: 400; Actual: 665]
doc/solvers/SymplecticIntegrators.md:7:401 error MD013/line-length Line length [Expected: 400; Actual: 486]
doc/solvers/SymplecticIntegrators.md:35:401 error MD013/line-length Line length [Expected: 400; Actual: 476]
doc/solvers/SymplecticIntegrators.md:63:401 error MD013/line-length Line length [Expected: 400; Actual: 431]
doc/windowing/window.md:5:401 error MD013/line-length Line length [Expected: 400; Actual: 415]
README.md:1 error MD041/first-line-heading/first-line-h1 First line in a file should be a top-level heading [Context: "[![Quality Gate Status](https:..."]
README.md:9:401 error MD013/line-length Line length [Expected: 400; Actual: 442]
README.md:17:401 error MD013/line-length Line length [Expected: 400; Actual: 507]
roadmap/README.md:11 error MD040/fenced-code-language Fenced code blocks should have a language specified [Context: "```"]

(Truncated to last 20000 characters out of 20068)

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gabrielfrasantos merged commit b93d6e0 into main Nov 5, 2026
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gabrielfrasantos deleted the claude/residual-kalman-nt74 branch November 5, 2026 19:02

embedded-releaser-app Bot mentioned this pull request Nov 5, 2026

chore(main): release 4.0.0 #327

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gabrielfrasantos mentioned this pull request Nov 5, 2026

feat(localization): add OdometryFusion (E1) and LandmarkLocalization (E3) embedded-pro/robotics-toolbox-cpp#39

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feat(filters): add ResidualKalmanUpdate (NT74) - #367

feat(filters): add ResidualKalmanUpdate (NT74)#367
gabrielfrasantos merged 1 commit into
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claude/residual-kalman-nt74

gabrielfrasantos commented Nov 5, 2026

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gabrielfrasantos commented Nov 5, 2026

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sonarqubecloud Bot commented Nov 5, 2026

Quality Gate passed

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✅⚠️MegaLinter analysis: Success with warnings

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