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The problem is that you are inputting absolute orientation from your imu into your Kalman filter. The imu being used either isn't meant to send these values or has an error in its orientation calculation.

The imu orientation velocities are correct though, so inputting only those values into your filter will give you better results.

With only velocity measurements input to your filter, your covariance will continue to rise forever as the system accumulates more uncertainty about it's position/orientation.