The estimation of a global gravity model from a satellite mission like GOCE is a tough task from the numerical point of view and the computa-tion of the error covariance structure of the solution is even tougher. This is due to the sophisticated treatment of the data and the large number of unknowns (e.g., 40,000) simultaneously processed. However information on such a covariance matrix can be derived from the Monte Carlo method, basically propagating simulated input noise to derive the error vector of the spherical harmonic coefficients. The estimated covariance then is just the sample covariance of the output error. Since the number of samples can be much smaller than the number of unknowns, although the individual covariances are consist...