From the number of viewers I see that many peoples are interested in EKF topic, so I try to describe the algorithm as I understand. Although this decription still lacks the information of measurement and process noise, and of covariance's initialization due to my limitted understanding I hope that it still can help people in understanding Ardupilot and in the near future someone who better knows about covariance and noise will write down his knowledge for others.
As I can't attach file on the Ardupilot.com forum I try here once more
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try uploading pdf file