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Extended Kalman filter
Kalman filters can be used to merge several measurements of a quantity and therefore give a better
overall measurement. This is the case with position and velocity in the xNAV; the Kalman filter is used
to improve the position measurement made from two sources, inertial sensors and GNSS.
The Kalman filter used in the xNAV is able to apply corrections to several places in the strapdown
navigator, including position, velocity, heading, pitch, roll, angular rate bias and scale factor and
acceleration bias.
Using a model of how one measurement affects another, the Kalman filter is able to estimate states
where it has no direct measurement.
Position and velocity are compensated directly, but other measurements like accelerometer bias, have
no direct measurements. The Kalman filter tunes these so the GNSS measurements and the inertial
measurements match each other as closely as possible.
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