Why do we need to do Allan deviation for gyroscope and Measuring IMU Noise Density?

Hi, Jimit here, every time in my mind why do we need to find Allan deviation for gyroscope and Measuring IMU Noise Density? what are these parameters? what is noise density in the datasheet? Are they used in EKF? if yes then how? I am building a drone right now, I want stability, and I want to my drone be as stable as possible, so are these parameters used in my drone? if yes then how? Can you help me? I have lots of questions in my mind! I am hungry to learn!

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