Gyroscope Dataset

BMI055

BMI055 Gyroscope Data

ICM20689

ICM20689 Gyroscope Data

Scale-wise Variance Optimization

wccv_local()

Empirical Wavelet Cross-Covariance

find_optimal_coefs()

Estimate Optimal Coefficients based on Scale-wise Variance Optimization

get_virtual_gyro()

Construct Virtual Gyroscope Signal

est_cov()

Empirical Covariance of Coefficients on Individual Signals

plot_virtual_gyro()

Wavelet Variance Plot for Virtual Gyroscopes

plotwvar()

Plot Wavelet Variance

Simulate Time Series Processes

simulate_wn()

Simulate White Noise

simulate_corr_rw()

Simulate Correlated Random Walk

simulate_corr_ar1()

Simulate Correlated AR(1)

Method of Richard J. Vaccaro and Ahmed S. Zaki (2017)

find_optimal_coefs_vaccaro()

Estimate Optimal Coefficients based on Reduced-Drift Virtual Gyro

find_optimal_coefs_vaccaro_pinv()

Estimate Optimal Coefficients based on Reduced-Drift Virtual Gyro

av()

Empirical Allan variance

acov()

Empirical Allan covariance

algorithm_1()

Estimation of White Noise and Random Walk Innovation Variances \(R\) and \(Q\)

algorithm_2()

Estimation of White Noise and Random Walk Innovation Covariances \(R\) and \(Q\)