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Covariance... I don't get it...

Hi folks,

as someone who has never had the opportunity to participate in a calculus of probability course I don't have the faintest clue of how covariance works. But it seems that I need to in order to get navigation, SLAM and actual driving to run optimally.

Assuming a differential robot with wheel encoders (decoupled from the driveshafts to avoid slippage) and a laser scanner, why, where, how... covariance... and... well, actually... I basically don't even know where to start asking.

Is there anybody out there who can explain covariance to me like I'm five? I'd be deeply grateful and I apologize for a not that well couched question.

Cheers, Hendrik

Asked by Hendrik Wiese on 2014-01-21 03:28:10 UTC

Comments

maybe wikipedia? http://en.wikipedia.org/wiki/Covariance_matrix

Asked by lanyusea on 2014-01-21 13:36:08 UTC

Wikipedia is unsuitable to help understanding mathematical problems if you lack even the basics. So, yes, I've tried and I've failed to wrap my head around it.

Asked by Hendrik Wiese on 2014-01-21 21:27:48 UTC

Answers