An initialization method for an inertial sensor that estimates starting orientation and velocity without requiring the sensor to start at rest or in a well-known location or orientation. Initialization uses patterns of motion encoded as a set of soft constraints that are expected to hold approximately during an initialization period. Penalty metrics are defined to measure the deviation of calculated motion trajectories from the soft constraints. Differential equations of motion for an inertial sensor are solved with the initial conditions as variables; the initial conditions that minimize the penalty metrics are used as estimates for the actual initial conditions of the sensor. Soft constraints and penalty metrics for a specific application are chosen based on the types of motion patterns expected for this application. Illustrative cases include applications with relatively little movement during initialization, and applications with approximately periodic motion during initialization.