The Least-Square Approximation of Inertial Platform Drift

The drift angle of an inertial platform which is gyro-stabilized with respect to inertial space is equal to the integral of the gyro drift rate. Under controlled laboratory environment the drift angle, denoted by y, may be measured and plotted against time in an interval [0, T]. Without loss in generality, one may take y(0)= 0. A straight line yf can be found, such that the quantity E2 is minimized, where \begin{equation*}E^2 = {\frac{1}{T}\int^{T}_{0}(y-y_f)^{2}}dt.\end{equation*} The equation for yf is of the form yf = at + b and, in general, both a and b are nonzero. It is desirable to determine a statistical relationship between the gyro drift rate and the expected value of the minimum E2 for any given interval T. An analysis in this paper determines this relationship and derives a general expression for , where the symbol <*> denotes statistical expectation. It is found that increases linearly with the variance of the gyro drift rate. This general formula is then developed in detail for the case of a first-order Markovian gyro drift. is evaluated numerically and its square root plotted vs. the interval T and the gyro correlation time. The same problem is also solved for the case when yf is constrained to intersect the origin, i.e., when b=0.