Sensor performance in terms of time response and sensitivity can be dramatically enhanced by operating sensors under what may be called a “constant state operation”. This means that any change in the sensor due to external factors (including the ones to be measured) is compensated by the smart control, so that state of the sensor does not change with time. This idea has been applied to thermal anemometry in Mars (for REMS, TWINS and MEDA) by using constant temperature operation and differential thermal conductance estimators. In the case of our miniature spherical wind sensor for future missions, this principle requires a careful thermal design ensuring that single time constant operation is ensured, [1-3]. Experiments show that it is possible to obtain response times (1s) well below the open loop time constants. Additionally, the performance of the sensor at the Aarhus Martian wind tunnel are presented, as well as experiments in the Reynolds regime 1000-10e4, with equivalent Mars wind velocities in the range 100-150m/s.