Revision history [back]

I'm unaware of a "ROS" way of doing this, but if you are using C++, I'd recommend using Eigen. It is easily installed and used extensively by many ROS packages. If you're using a ROS Indigo or Jade, you'll need to depend on the cmake_modules package to get catkin to build your code (see these instructions).

If you're using Eigen, there are easy ways to calculate covariance using built-in Eigen matrix functions. For a few examples, see this Stack Overflow post.