ROS Answers: Open Source Q&A Forum - RSS feedhttps://answers.ros.org/questions/Open source question and answer forum written in Python and DjangoenROS Answers is licensed under Creative Commons Attribution 3.0Tue, 10 Dec 2013 05:29:13 -0600how to calculate covariancehttps://answers.ros.org/question/58921/how-to-calculate-covariance/Hey!
I am looking for the error covariance of two sensors (gyro & accelerometer). Since I do have the data sheets I was wondering if you could tell me how to obtain the value. I do know that the covariance might change but is there a way to estimate it from noise specifications or something similar?
In both cases I have the power spectral density of the noise. Is this the value I need? The information I am referring to is on page 12 and page 13 in this [document](http://www.invensense.com/mems/gyro/documents/PS-MPU-6000A.pdf).
Thanks for any suggestions :)Fri, 22 Mar 2013 01:41:02 -0500https://answers.ros.org/question/58921/how-to-calculate-covariance/Answer by atp for <p>Hey!</p>
<p>I am looking for the error covariance of two sensors (gyro & accelerometer). Since I do have the data sheets I was wondering if you could tell me how to obtain the value. I do know that the covariance might change but is there a way to estimate it from noise specifications or something similar?</p>
<p>In both cases I have the power spectral density of the noise. Is this the value I need? The information I am referring to is on page 12 and page 13 in this http://www.invensense.com/mems/gyro/documents/PS-MPU-6000A.pdf (document).</p>
<p>Thanks for any suggestions :)</p>
https://answers.ros.org/question/58921/how-to-calculate-covariance/?answer=108911#post-id-108911Your link does not work. In general, if you have the data, you could just use the sample covariance as an estimate (http://en.wikipedia.org/wiki/Sample_mean_and_sample_covariance#Sample_covariance).Tue, 10 Dec 2013 05:29:13 -0600https://answers.ros.org/question/58921/how-to-calculate-covariance/?answer=108911#post-id-108911