A COMMUTER FLC DEVIATED FROM LOC GS INTERCEPT WHILE ATTEMPTING TO CONTINUE AN APCH WITH INTERMITTENT DUAL EHSI FAILURES. THE CTLR INTERVENED; AND AFTER A MISSED APCH; THE FLC WAS VECTORED AND FLEW A NO GYROSCOPE APCH.

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PROB AROSE FROM A DUAL GYROSCOPE FAILURE (OR FREEZE) ON AN EFIS 84 SYS DURING THE FINAL VECTOR TO INTERCEPT THE LOC ON THE ILS RWY 10 AT MSY. THE MAIN CONTRIBUTING FACTOR AT THE TIME WAS WX. NUMEROUS TSTMS IN THE AREA; AS WELL AS WIDESPREAD RAIN/FOG AND CUMULUS BUILDUPS WITH ASSOCIATED LIGHT TO MODERATE TURB. SHORTLY AFTER BEING CLRED FOR THE APCH; BOTH EHSI'S; AS WELL AS BOTH RMI'S; FROZE WITH HDG FLAGS. AT THIS TIME THE APCH CTLR ASKED WHAT HDG WE WERE ON AND WE RESPONDED USING OUR WET COMPASS. THE HDG WAS TAKING US AWAY FROM THE LOC. WE CORRECTED AS REQUESTED BY THE CTLR. AT THIS TIME I TRIED TO RESTORE OUR EHSI HDGS WITH THE RESET BUTTON (ALSO TRIED REVERSIONARY HDG SWITCH); BUT THIS WAS ONLY TEMPORARY. DURING THE TEMPORARY RESET WE RECEIVED CORRECT HDG AND LOC/GS INFO FOR ABOUT 15 SECONDS; SO I CORRECTED TO INTERCEPT; AS WELL AS JOINED THE GS; WHICH REQUIRED DSCNT. WE LOST EHSI'S AGAIN; AND PROCEEDED OFF COURSE. AGAIN; THE CTLR ASKED ABOUT OUR PROB (WE INITIALLY TOLD THE CTLR ABOUT THE GYROSCOPE PROB AT THE FIRST HDG CORRECTION). HE ALSO RECOGNIZED OUR ALT WHICH AT THIS TIME WAS APPROX 16000 FT MSL. HE; THE CTLR; ASKED US TO MAINTAIN 2000 FT. WE RETURNED TO 2000 FT AND DECLARED A MISSED APCH AND ASKED FOR A VECTOR AND A NO GYROSCOPE APCH. WE LANDED WITHOUT INCIDENT. THE ALT COULD BE PERCEIVED AS A PROB SINCE WE STARTED DSCNT ON THE GS; BUT THEN PROCEEDED OFF COURSE WITH THE LOSS OF HDG INFO. (WE WERE CLRED FOR 2000 FT UNTIL ESTABLISHED.) IMMEDIATELY UPON LNDG; I REALIZED I SHOULD HAVE DECLARED THE MISSED APCH SOONER (AT THE FIRST INDICATION). IN SUCH A SHORT AMOUNT OF TIME; APPROX 1 MIN; THERE IS A TREMENDOUS WORKLOAD; ESPECIALLY IN BAD WX. COCKPIT MGMNT IS A MUST; AS WELL AS CREW COORD. AFTER THE SECOND FLAG I SHOULD HAVE IMMEDIATELY DECLARED THE MISSED APCH AND BEGAN A CLB. OVERALL; I BELIEVE THE SIT WAS NEVER IN JEOPARDY; AND ALWAYS IN CTL. BUT I DO BELIEVE THERE WOULD BE A QUICKER RESPONSE IF IT HAPPENED AGAIN. THE CTLR WAS A TREMENDOUS HELP; AND WITH PLT/CTLR COOPERATION; ACCIDENTS CAN BE AVOIDED. THIS SIT OCCURRED AT THE WORST POSSIBLE TIME; FINAL VECTOR; IMC IN TURB CONDITIONS; AND IT GOES TO SHOW -- EXPECT THE UNEXPECTED.