# 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 http://www.invensense.com/mems/gyro/documents/PS-MPU-6000A.pdf (document).

Thanks for any suggestions :)