What is the definition of random walk?

Sensor output drift caused by signal noise when the signal is used in calculating some other data.

For example, when integrating an angular rate signal from a gyroscope to determine an angle, the measurement will drift over time due to signal noise and may appear as random steps from one sample to the next.

What other terms are related to random walk?

Read more about random walk or related topic


Advanced Navigation’s glossary covers the most common terms and definitions used in inertial navigation systems, acoustic positioning and robotics.

All terms

Search by alphabetic order