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EKF: Add readme file to EKF documentation directory

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Paul Riseborough 2017-10-13 21:46:41 +11:00
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The Matlab script used to derive the autocoded expressions in the EKF can be found here: https://github.com/PX4/ecl/blob/master/matlab/scripts/Inertial%20Nav%20EKF/GenerateNavFilterEquations.m
A working Matlab model of the filter capable of replaying flight data can be found here: https://github.com/PX4/ecl/tree/master/matlab/EKF_replay
The EKF uses a range of techniques acquired from several years of experience including an original method to handle the delayed time horizon problem. A list of references I have found useful has been included.
Paul Riseborough
https://github.com/priseborough