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eps()
pinv
1 parent 1aee930 commit 8383d07Copy full SHA for 8383d07
src/estimator/mhe/execute.jl
@@ -481,8 +481,8 @@ function invert_cov!(estim::MovingHorizonEstimator, P̄)
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estim.invP̄ .= inv(P̄)
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catch err
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if err isa SingularException
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- @warn("Arrival covariance not invertible: using pseudo-inverse")
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- estim.invP̄ .= pinv(P̄)
+ @warn("Arrival covariance is singular: adding small regularization term")
+ estim.invP̄ .= inv(P̄ + eps()*I)
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else
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rethrow(err)
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end
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