Random Walk

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 are the applications for random walk?

• Autonomous Systems
• Autonomous Agriculture
• Aerospace
• Automotive
• Defense
• Marine
• Subsea
• Surveying

What other terms are related to random walk?

• Angular Random Walk
• Bias Instability
• Drift
• Navigation