1. A method comprising: calibrating a magnetic sensor, the calibrating including: acquiring measurements from the magnetic sensor during a not pre-ordered movement; determining a plurality of sets of solutions for respective expected values of intensity of Earth's magnetic field, wherein each solution is defined by a plurality of parameters including at least one gain value for each detection axis of the magnetic sensor; determining a figure of merit, correlated to a calibration error, for each solution in the sets of solutions; selecting partial solutions in the sets of solutions, respectively, based on the figure of merit; defining a gain confidence interval; and selecting a calibration solution based on the figure of merit, from among the partial solutions having respective gain values all falling within the gain confidence interval.