How to configure ekf_localization_node in robot_localization package

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It depends on the frames in which your data is reported. If your odometry or IMU data is in a frame other than your world_frame or base_link_frame, then you will need to provide a transform using tf so that robot_localization knows how to transform the data. I would advise that you start robot_localization in its own launch file. How you organize your launch files for everything else is entirely up to you. robot_localization doesn't need any URDF models, unless you are using those models to provide the tf transforms for your sensors.