On-line estimation of Allan variance parameters

A new on-line method is presented for estimation of the angular random walk and rate random walk coefficients of IMU (Inertial Measurement Unit) gyros and accelerometers. The on-line 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 offline computational effort of O(100) calculations per data sample