Struct CovarianceGuards 

pub struct CovarianceGuards {
    pub cov_max: f32,
    pub cov_min: f32,
    pub max_order_decrement: f32,
}

Numerical guard configuration for the standard (covariance-form) RLS.

These guards prevent numerical instability that arises from maintaining the covariance matrix P directly. The inverse QR-RLS does not need these guards because it works with the information matrix factor, where updates involve only additions (never subtractions).

Default values match the indiflight C reference implementation.

Fields

cov_max: f32

Maximum allowed diagonal value in P.

When any P[i,i] exceeds this threshold, the forgetting factor λ is temporarily increased toward 1.0 to slow covariance growth.

Default: 1e10 (matches RLS_COV_MAX in indiflight).

cov_min: f32

Minimum threshold for trace/diagonal ratio checks.

Guards against division by very small numbers in the order decrement limiting logic.

Default: 1e-10 (matches RLS_COV_MIN in indiflight).

max_order_decrement: f32

Maximum relative trace reduction per update step.

Limits how much trace(P) can decrease in a single update, preventing numerical instability from aggressive rank-1 updates. A value of 0.1 means at most 10% of the trace can be removed per step.

Default: 0.1 (matches RLS_MAX_P_ORDER_DECREMENT in indiflight).

Trait Implementations

impl Clone for CovarianceGuards

fn clone(&self) -> CovarianceGuards

Returns a duplicate of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl Debug for CovarianceGuards

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Default for CovarianceGuards

fn default() -> Self

Returns the “default value” for a type.

impl Copy for CovarianceGuards