# Covariance Check?

I have a localization data estimated and GPS_truth and generated [3x3] covariance matrix along with them.

What i would like to do is to see if the covariance is correct or not?

Can we check it by plotting the covariance?

• You can plot the 2 and 3 $\sigma$ gates around the means to see if it visually and intuitively makes sense. If you have access to the raw data before it was filtered, you can calculate the residuals and follow robotics.stackexchange.com/questions/6639/… Aug 21, 2016 at 12:13
• Good answer @Gouda. Why don't you make it a real answer so we can upvote it?
– Ben
Aug 22, 2016 at 0:23
• Is this localisation in 2D or 3D? Aug 24, 2016 at 9:41
• It is a 3D localization of a UAV obtained through SLAM Aug 24, 2016 at 15:25

If you have access to the raw data before it was filtered, you can calculate the residuals and follow how to plot $\pm 3 \sigma$ of a landmark in EKF-SLAM
• Did you forget to take the square root of the diagonal elements of the position covariance matrix? That would change the size considerably. You should plot $\mu \pm 3\sigma$. Sep 10, 2016 at 3:08
• well i did take the sqrt of the diagonal elements the matrix is, $$\begin{bmatrix} 0.000266161 & 8.05408*10^-5 & -8.42415*10^-5 \\ 8.05408*10^-5 & 0.000604004 & -0.00037067 \\ -8.42415*10^-5 & -0.00037067 & 0.000388194 \\ \end{bmatrix}$$ so the values i get are $$\sigma _x = 0.0163144$$ $$\sigma _y = 0.0245764$$ $$\sigma _z = 0.0197026$$ Sep 10, 2016 at 14:29