Implement Extended Kalman Filter (EKF) algorithms

This EKF algorithm use noised IMU (acceleration in x, yaw rate wz) and noised GPS signal to estimate the trajectories (~ 5 meters)

Code implement: ekf_gps_imu.py

EKF Algorithm

EKF algorithms for estimating trajectories

Result in diferent sequences

Short sequence

Analyze estimation error of X and Y axis

Long sequence

Analyze estimation error of X and Y axis

Long sequence

Short sequence