Quick explanation of how a Kalman filter works
I wish I had this summary quite a few years ago. I ended up buying aeronautical software textbooks and trying to glean the information from those to figure out how to integrate multiple IMU inputs.<p>I learned that real world IMU use in navigation is pretty ugly and has to be supplemented due to constant errors. This can be particularly difficult when flying. In my case I used other sensors, such as a GPS.  But a strictly IMU-only approach to lengthy navigation is, AFAIK, impossible.<p>Either way, good write up.