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In most robotic systems, this estimation problem refers to estimating both position and orientation of robots. In a 2 dimensional Cartesian coordinate system, the number of dimensionality for position is 2 (x and y) and the dimensionality number for orientation is 1 (yaw). Therefore, you can find the state vector of each particle is 3-dimensional. It results in 3 by 3 matrix of covariance representing the covariances of x, y, and yaw. There is the answer you want. The 3,3-entry is orientation variance. Hope this would answer your question.