On-line estimation of Allan variance parameters

A new online method is presented for estimation of the angular random walk and rate random walk coefficients of IMU (inertial measurement unit) gyros and accelerometers. The online method proposes a state space model and proposes parameter estimators for quantities previously measured from off-line data techniques such as the Allan variance graph. Allan variance graphs have large off-line computational effort and data storage requirements. The technique proposed here requires no data storage and computational effort of O(100) calculations per data sample.