A gyro filter or the noise analyser could not get its memory

WarningIMU: accelerometers, gyros, vibration

What ArduPilot says:

Failed to allocate window for AP_GyroFFT
Failed to initialize DSP engine
FFT: unable to run self-test, required N bytes
Failed to allocate N bytes for notch filter
AP_GyroFFT: req alloc N bytes (free=N)
Failed to allocate window for INS

Also explained here: 1 more

AP_GyroFFT: disabled, required N bytes

At start-up a feature that filters or analyses the gyro signal asked for memory and did not get it, so it is not running: a harmonic notch filter (“… bytes for notch filter”), or the in-flight FFT (the lines with AP_GyroFFT, DSP engine and window). The aircraft arms and flies, but without that filter: more motor noise reaches the controller than the tune assumes, which can mean hot motors or oscillation.

What to do, most likely first

The notch filters ask for too many individual filters for a small board: many harmonics, one notch per motor, double or triple notches, on every IMU.
CheckCount the bits in INS_HNTCH_HMNCS and look at INS_HNTCH_OPTS.
FixKeep only the harmonics your log shows (often the first, or the first two) and drop the double and triple options on a small board. Reboot and check that the message is gone before flying.
Other features use up the memory: Lua scripting above all.
CheckSCR_ENABLE is 1 and SCR_HEAP_SIZE is large; the free memory shown in the ground station is low.
FixReduce SCR_HEAP_SIZE or switch off features you do not use, then reboot.
The FFT window is too large for this board.
CheckThe lines name AP_GyroFFT or the DSP engine, and FFT_WINDOW_SIZE is above its default.
FixSet FFT_WINDOW_SIZE back to its default and reboot.

Parameters to look at

Parameter	What it is
`INS_HNTCH_ENABLE`	Harmonic Notch Filter enable
`INS_HNTCH_HMNCS`	Harmonic Notch Filter harmonics
`INS_HNTCH_OPTS`	Harmonic Notch Filter options
`FFT_ENABLE`	Enable
`FFT_WINDOW_SIZE`	FFT window size
`SCR_ENABLE`	Enable Scripting
`SCR_HEAP_SIZE`	Scripting Heap Size

Where to do it:Setup & Tuning Guide Firmware Inspector

The code that sends it

Failed to allocate window for AP_GyroFFT

libraries/AP_GyroFFT/AP_GyroFFT.cpp AP_GyroFFT::init() · Open in ArduPilot Copter-4.7.1

Failed to initialize DSP engine

libraries/AP_GyroFFT/AP_GyroFFT.cpp AP_GyroFFT::init() · Open in ArduPilot Copter-4.7.1

FFT: unable to run self-test, required N bytes

libraries/AP_GyroFFT/AP_GyroFFT.cpp AP_GyroFFT::self_test_bin_frequencies() · Open in ArduPilot Copter-4.7.1

Failed to allocate N bytes for notch filter

libraries/Filter/HarmonicNotchFilter.cpp HarmonicNotchFilter<T>::allocate_filters() · Open in ArduPilot Copter-4.7.1

And 3 more messages, sent from the same places.