Stabilize nonadditive particle-noise weight normalization#4379
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FlorianPfaff wants to merge 2 commits into
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Stabilize nonadditive particle-noise weight normalization#4379FlorianPfaff wants to merge 2 commits into
FlorianPfaff wants to merge 2 commits into
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Summary
Root cause
AbstractParticleFilter.predict_nonlinear_nonadditive()validated each noise weight as finite and nonnegative, then summed the raw vector directly:Individually finite weights can still have an infinite sum. For example,
[finfo.max, finfo.max / 2]has the well-defined ratio2:1, but its direct sum overflows. The method consequently rejected a valid nonadditive-noise distribution before sampling.Fix
Scale the weights by their largest positive entry before summing. The scaled entries lie in
[0, 1], preserve the original ratios, and normalize to finite unit mass. An explicit empty-vector guard preserves the previous cleanValueErrorcontract.Validation
float32andfloat64[2/3, 1/3]random.choice()and verifies the resulting nonadditive predictionmain, zero behind, and changes only the particle-filter normalization path plus one focused testThe full multi-backend test matrix is delegated to GitHub Actions.