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A gyro twin calibrated on white noise hides the bias random walk: how wrong are its heading error, re-alignment interval and dead-reckoning budget, and does a single-point Allan fit help?

research/gyro-twin

A gyro twin calibrated on white noise hides the bias random walk: heading variance ratio exactly 1+(t/t*)² (2.33 at 100 s, 134 at 1000 s), the twin's re-alignment interval is 24× too long (10 000 s vs 416 s), a single-point Allan fit is right at one horizon only, and dead-reckoning range is over-stated 1.25–1.74×. Stylised.

8 tests

What it found

Real rate = white noise N plus a random-walking bias K; the twin keeps only N. Heading variance is N2t + K2t3/3, so the real/twin ratio is exactly 1 + (t/t*)2 with t* = √3N/K = 86.6 s (2.33 at 100 s, 134 at 1000 s), confirmed by Monte Carlo and a simulated Allan deviation (within 3% for short averaging times, noisy at 1000 s). Re-aligning to keep 2σ heading within 1° is needed every 416 s; the twin allows 10 000 s (24×), where the real error exceeds 1° with probability 0.986. An Allan fit at 1–10 s changes nothing; a fit at τ0 = 100 s is exact only there (variance ratio 2.3 at 1 s, 0.18 at 300 s) and one at 1000 s is 5.6× too conservative. For 2σ cross-track error within 1 m the twin reports 1.74× (1 m/s) and 1.25× (5 m/s) too much usable distance. Stylised: linear-Gaussian, one axis, parameters chosen by me, no aiding, no real IMU data.

A figure from its own output

Figure produced by research/gyro-twin: heading_std
gyro-twin/experiments/heading_std.svg, written by the project's own experiment code.

Paper, code and results

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Produced with AI assistance (Claude). Results are from the code in this repository and are simulated or stylised unless the abstract says otherwise; nothing here implies affiliation with or endorsement by any lab, researcher or company cited. MIT licensed.