Parameter estimation and elimination to fractal noise of fiber optic gyro

There are Gauss white noise and fractal noise in drift of fiber-optic gyro. It is difficult to eliminate this mixed noise using traditional time series analysis method. Based on wavelet analysis, a new parameter estimation approach step by step for fractal stochastic processes and added white noise was proposed. On the basis of the fit for autocorrelation function, the power of white noise was estimated. Then the parameters of fractal noise were estimated in wavelet transform. The suitable threshold was selected to filter fractal noise and white noise of measurements. This estimation and denoising method is effective for this mixed noise in fiber optic gyro which can be proven by experiment results. Further more, a prior knowledge of noise is not needed, which means it is suitable in most situations.