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The output of IMU contains dynamic errors, related to the maneuver state of the rocket, which influence negatively the fault diagnosis. The method is studied, that using Kalman filter to estimate the linear combinations of the dynamic errors to compensate the parity vector, which is used to make fault diagnosis decision. Simulations show that the method is successful. But the compensation result of accelerometers is better than the gyros’. The problem is solved by intensive research. The strong random noise of the gyros covers the dynamic errors, which makes the compensation results worse. Finally, a conclusion drawn that there is no need to compensate the parity vector, when random noise is 5 times more than dynamic errors.