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To address the errors in MEMS inertial sensor,the Allan variance was used to analyze the error types.By means of improving the wavelet thresholding function and changing the decomposition level to observe how the error types change before and after denoised and explore weather there is a qualitative relationship between them.The result shows that the improved wavelet thresholding functions have no advantage in restraining angle(velocity) random walk than hard and soft thresholding function,but different decomposition levels can remove different error term, so it can be used to improve the MEMS sensor precision.