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Estimate Euler angles with Extended Kalman filter using IMU measurements.

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kalman_filter

Implement kalman filter to estimate Euler angles using body angular rate and body acceleration measurements

Overview

Kalman filter includes two steps: prediction and update. Here are the equations.

Predict

predicted state estimate

predicted estimate covariance

Update

measurement

innovation covariance

optimal kalman gain

updated state estimate

updated estimate covariance

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Estimate Euler angles with Extended Kalman filter using IMU measurements.

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