Next gate: keep uncertainty at calibration limits
The saved calibration check finds accurate short forecasts with strongly coupled calibration parameters. An unrestricted Gaussian parameter covariance is unsuitable when estimates reach their allowed limits.
Reuse the existing ilvis0_bounded_prediction.Region and predict calculation.
Add a small adapter accepting the accumulated-error LinearInnovations
operator, all earlier residuals, every mean-design column, a bound for every
coefficient and an explicitly supplied scale/remainder policy. Future receiver
observations are not inputs. Keep the physical-position target distinct from
a future receiver-measurement target in the upstream operator.
Compute the conditional error mean and covariance with the existing state-space operator. Propagate the effect of earlier whitened errors with a state-sized square-root recurrence, avoiding a dense whole-record covariance or projection. Project every parameter column through the same earlier-only operator. Retain null directions through the full coefficient box rather than deleting them.
Qualify against independent small dense calculations: exact-bound parameters, rank-deficient calibration, correlated errors, both observation-timing forms, parameter-unit changes and shared training/future errors. Missing nonlinear remainder allowances must return unsupported. A supplied zero allowance is appropriate for exact linear software fixtures; it does not certify a nonlinear aircraft reconstruction.
The initial software allowance is at most 24 deterministic adapter checks plus the affected existing bounded/state-space regressions, one numerical thread, two minutes per test group, zero native builds/calls and zero optimizer starts. No archive measurements, protected flights or random draws are required. Any subsequent native connection or nonlinear coverage study needs a separate freeze.
Passing this interface gate will not relabel the completed short fits, qualify the earlier twenty-minute failure or release further observed-data fitting.