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how to calculate covariance

asked 2013-03-22 01:41:02 -0500

georgwi gravatar image


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).

Thanks for any suggestions :)

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answered 2013-12-10 05:29:13 -0500

atp gravatar image

Your link does not work. In general, if you have the data, you could just use the sample covariance as an estimate (

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Asked: 2013-03-22 01:41:02 -0500

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Last updated: Mar 22 '13