I am trying to generate a random signal that represents a gyroscope drift. I know the Allan Variance characteristics of the signal (ARW, RRW, Bias Instability and Cluster Time for for Bias Instability).

I guess I could model this as an addition to two stochastic processes: a white noise process and a drift process. The white noise process is easy to setup since its a random variate of a Normal Distribution. Not quite sure how I go about modeling the drift process? I know its supposed to be a Gauss Markov process but don’t have a clue how to do it.


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