MEMS gyro’s random drift is very large

because of the manufacturing process and other reasons

which seriously affect on system performance.Through experiments of MEMS strapdown inertial navigation system

deterministic and stochastic error was identified and compensated.After deterministic error was compensated

the stochastic error was analyzed based on time series and AR model was set up.System equation of stochastic error was established based on the selected model and the error was compensated by Kalman Filter.Test results show that variance of MEMS gyroscope stochastic error reduced greatly after filter

which illustrates the filtering effect is obvious

and has a certain value of engineering application.