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Microelectromechanical Systems (MEMS) Inertial Measurement Unit (IMU) containing a three-orthogonal gyroscope and three-orthogonal accelerometer has been widely utilized in position and navigation, due to gradually improved accuracy and its small size and low cost. However, the errors of a MEMS IMU based standalone Inertial Navigation System (INS) will diverge over time dramatically, since there are various and nonlinear errors contained in the MEMS IMU measurements. Therefore, MEMS INS is usually integrated with a Global Positioning System (GPS) for providing reliable navigation solutions. The GPS receiver is able to generate stable and precise position and time information in open sky environment. However, under signal challenging conditions, for instance dense forests, city canyons, or mountain valleys, if the GPS signal is weak and even is blocked, the GPS receiver will fail to output reliable positioning information, and the integration system will fade to an INS standalone system. A number of effects have been devoted to improving the accuracy of INS, and de-nosing or modelling the random errors contained in the MEMS IMU have been demonstrated to be an effective way of improving MEMS INS performance. In this paper, an Artificial Intelligence (AI) method was proposed to de-noise the MEMS IMU output signals, specifically, a popular variant of Recurrent Neural Network (RNN) Long Short Term Memory (LSTM) RNN was employed to filter the MEMS gyroscope outputs, in which the signals were treated as time series. A MEMS IMU (MSI3200, manufactured by MT Microsystems Company, Shijiazhuang, China) was employed to test the proposed method, a 2 min raw gyroscope data with 400 Hz sampling rate was collected and employed in this testing. The results show that the standard deviation (STD) of the gyroscope data decreased by 60.3%, 37%, and 44.6% respectively compared with raw signals, and on the other way, the three-axis attitude errors decreased by 15.8%, 18.3% and 51.3% individually. Further, compared with an Auto Regressive and Moving Average (ARMA) model with fixed parameters, the STD of the three-axis gyroscope outputs decreased by 42.4%, 21.4% and 21.4%, and the attitude errors decreased by 47.6%, 42.3% and 52.0%. The results indicated that the de-noising scheme was effective for improving MEMS INS accuracy, and the proposed LSTM-RNN method was more preferable in this application. [ABSTRACT FROM AUTHOR]