To achieve the challenges of low-cost MEMS gyros for the precise self-localization of mobile robots, this paper examines an effective method of minimizing the drift on the heading angle that relies solely on integration of rate signals from a gyro. The main idea of the proposed approach is to use wavelet de-noising filter in order to reduce random noise which affects short-term performances. The proposed method was applied to Epson XV3500 gyro and the performances are verified by the comparisons with an existing commercial gyro module of vacuum cleaning robots.