Merge commit '23e8d0b4675e1101a5dd38fa48f96ec3c13ca68b' into local/mathlib

Fix the controllib test_params build.

5 files changed, 947 insertions, 0 deletions

diff --git a/apps/examples/kalman_demo/KalmanNav.cpp b/apps/examples/kalman_demo/KalmanNav.cpp
new file mode 100644
index 000000000..c2faa89de
--- /dev/null
+++ b/apps/examples/kalman_demo/KalmanNav.cpp
@@ -0,0 +1,627 @@
+/****************************************************************************
+ *
+ *   Copyright (C) 2012 PX4 Development Team. All rights reserved.
+ *
+ * Redistribution and use in source and binary forms, with or without
+ * modification, are permitted provided that the following conditions
+ * are met:
+ *
+ * 1. Redistributions of source code must retain the above copyright
+ *    notice, this list of conditions and the following disclaimer.
+ * 2. Redistributions in binary form must reproduce the above copyright
+ *    notice, this list of conditions and the following disclaimer in
+ *    the documentation and/or other materials provided with the
+ *    distribution.
+ * 3. Neither the name PX4 nor the names of its contributors may be
+ *    used to endorse or promote products derived from this software
+ *    without specific prior written permission.
+ *
+ * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
+ * "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
+ * LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS
+ * FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE
+ * COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT,
+ * INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING,
+ * BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS
+ * OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED
+ * AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT
+ * LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN
+ * ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
+ * POSSIBILITY OF SUCH DAMAGE.
+ *
+ ****************************************************************************/
+
+/**
+ * @file KalmanNav.cpp
+ *
+ * kalman filter navigation code
+ */
+
+#include <poll.h>
+
+#include "KalmanNav.hpp"
+
+// constants
+static const float omega = 7.2921150e-5f; // earth rotation rate, rad/s
+static const float R = 6.371000e6f; // earth radius, m
+static const float RSq = 4.0589641e13f; // radius squared
+static const float g = 9.8f; // gravitational accel. m/s^2
+
+KalmanNav::KalmanNav(SuperBlock *parent, const char *name) :
+	SuperBlock(parent, name),
+	// ekf matrices
+	F(9, 9),
+	G(9, 6),
+	P(9, 9),
+	V(6, 6),
+	// attitude measurement ekf matrices
+	HAtt(6, 9),
+	RAtt(6, 6),
+	// gps measurement ekf matrices
+	HGps(6, 9),
+	RGps(6, 6),
+	// attitude representations
+	C_nb(),
+	q(),
+	// subscriptions
+	_sensors(&getSubscriptions(), ORB_ID(sensor_combined), 5), // limit to 200 Hz
+	_gps(&getSubscriptions(), ORB_ID(vehicle_gps_position), 1000), // limit to 1 Hz
+	_param_update(&getSubscriptions(), ORB_ID(parameter_update), 1000), // limit to 1 Hz
+	// publications
+	_pos(&getPublications(), ORB_ID(vehicle_global_position)),
+	_att(&getPublications(), ORB_ID(vehicle_attitude)),
+	// timestamps
+	_pubTimeStamp(hrt_absolute_time()),
+	_fastTimeStamp(hrt_absolute_time()),
+	_slowTimeStamp(hrt_absolute_time()),
+	_attTimeStamp(hrt_absolute_time()),
+	_outTimeStamp(hrt_absolute_time()),
+	// frame count
+	_navFrames(0),
+	// state
+	fN(0), fE(0), fD(0),
+	phi(0), theta(0), psi(0),
+	vN(0), vE(0), vD(0),
+	lat(0), lon(0), alt(0),
+	// parameters for ground station
+	_vGyro(this, "V_GYRO"),
+	_vAccel(this, "V_ACCEL"),
+	_rMag(this, "R_MAG"),
+	_rGpsV(this, "R_GPS_V"),
+	_rGpsGeo(this, "R_GPS_GEO"),
+	_rGpsAlt(this, "R_GPS_ALT"),
+	_rAccel(this, "R_ACCEL")
+{
+	using namespace math;
+
+	// initial state covariance matrix
+	P = Matrix::identity(9) * 1.0f;
+
+	// wait for gps lock
+	while (1) {
+		updateSubscriptions();
+
+		if (_gps.fix_type > 2) break;
+
+		printf("[kalman_demo] waiting for gps lock\n");
+		usleep(1000000);
+	}
+
+	// initial state
+	phi = 0.0f;
+	theta = 0.0f;
+	psi = 0.0f;
+	vN = _gps.vel_n;
+	vE = _gps.vel_e;
+	vD = _gps.vel_d;
+	setLatDegE7(_gps.lat);
+	setLonDegE7(_gps.lon);
+	setAltE3(_gps.alt);
+
+	// initialize quaternions
+	q = Quaternion(EulerAngles(phi, theta, psi));
+
+	// initialize dcm
+	C_nb = Dcm(q);
+
+	// initialize F to identity
+	F = Matrix::identity(9);
+
+	// HGps is constant
+	HGps(0, 3) = 1.0f;
+	HGps(1, 4) = 1.0f;
+	HGps(2, 5) = 1.0f;
+	HGps(3, 6) = 1.0f;
+	HGps(4, 7) = 1.0f;
+	HGps(5, 8) = 1.0f;
+
+	// initialize all parameters
+	updateParams();
+}
+
+void KalmanNav::update()
+{
+	using namespace math;
+
+	struct pollfd fds[2];
+	fds[0].fd = _sensors.getHandle();
+	fds[0].events = POLLIN;
+	fds[1].fd = _param_update.getHandle();
+	fds[1].events = POLLIN;
+
+	// poll 20 milliseconds for new data
+	int ret = poll(fds, 2, 20);
+
+	// check return value
+	if (ret < 0) {
+		// XXX this is seriously bad - should be an emergency
+		return;
+
+	} else if (ret == 0) { // timeout
+		// run anyway
+	} else if (ret > 0) {
+		// update params when requested
+		if (fds[1].revents & POLLIN) {
+			printf("updating params\n");
+			updateParams();
+		}
+
+		// if no new sensor data, return
+		if (!(fds[0].revents & POLLIN)) return;
+	}
+
+	// get new timestamp
+	uint64_t newTimeStamp = hrt_absolute_time();
+
+	// check updated subscriptions
+	bool gpsUpdate = _gps.updated();
+
+	// get new information from subscriptions
+	// this clears update flag
+	updateSubscriptions();
+
+	// count fast frames
+	_navFrames += 1;
+
+	// fast prediciton step
+	// note, using sensors timestamp so we can account
+	// for packet lag
+	float dtFast = (_sensors.timestamp - _fastTimeStamp) / 1.0e6f;
+	_fastTimeStamp = _sensors.timestamp;
+	predictFast(dtFast);
+
+	// slow prediction step
+	float dtSlow = (_sensors.timestamp - _slowTimeStamp) / 1.0e6f;
+
+	if (dtSlow > 1.0f / 200) { // 200 Hz
+		_slowTimeStamp = _sensors.timestamp;
+		predictSlow(dtSlow);
+	}
+
+	// gps correction step
+	if (gpsUpdate) {
+		correctGps();
+	}
+
+	// attitude correction step
+	if (_sensors.timestamp - _attTimeStamp > 1e6 / 1) { // 1 Hz
+		_attTimeStamp = _sensors.timestamp;
+		correctAtt();
+	}
+
+	// publication
+	if (newTimeStamp - _pubTimeStamp > 1e6 / 50) { // 50 Hz
+		_pubTimeStamp = newTimeStamp;
+		updatePublications();
+	}
+
+	// output
+	if (newTimeStamp - _outTimeStamp > 1e6) { // 1 Hz
+		_outTimeStamp = newTimeStamp;
+		printf("nav: %4d Hz\n", _navFrames);
+		_navFrames = 0;
+	}
+}
+
+void KalmanNav::updatePublications()
+{
+	using namespace math;
+
+	// position publication
+	_pos.timestamp = _pubTimeStamp;
+	_pos.time_gps_usec = _gps.timestamp;
+	_pos.valid = true;
+	_pos.lat = getLatDegE7();
+	_pos.lon = getLonDegE7();
+	_pos.alt = float(alt);
+	_pos.relative_alt = float(alt); // TODO, make relative
+	_pos.vx = vN;
+	_pos.vy = vE;
+	_pos.vz = vD;
+	_pos.hdg = psi;
+
+	// attitude publication
+	_att.timestamp = _pubTimeStamp;
+	_att.roll = phi;
+	_att.pitch = theta;
+	_att.yaw = psi;
+	_att.rollspeed = _sensors.gyro_rad_s[0];
+	_att.pitchspeed = _sensors.gyro_rad_s[1];
+	_att.yawspeed = _sensors.gyro_rad_s[2];
+	// TODO, add gyro offsets to filter
+	_att.rate_offsets[0] = 0.0f;
+	_att.rate_offsets[1] = 0.0f;
+	_att.rate_offsets[2] = 0.0f;
+
+	for (int i = 0; i < 3; i++) for (int j = 0; j < 3; j++)
+			_att.R[i][j] = C_nb(i, j);
+
+	for (int i = 0; i < 4; i++) _att.q[i] = q(i);
+
+	_att.R_valid = true;
+	_att.q_valid = true;
+	_att.counter = _navFrames;
+
+	// update publications
+	SuperBlock::updatePublications();
+}
+
+void KalmanNav::predictFast(float dt)
+{
+	using namespace math;
+	Vector3 w(_sensors.gyro_rad_s);
+
+	// attitude
+	q = q + q.derivative(w) * dt;
+
+	// renormalize quaternion if needed
+	if (fabsf(q.norm() - 1.0f) > 1e-4f) {
+		q = q.unit();
+	}
+
+	// C_nb update
+	C_nb = Dcm(q);
+
+	// euler update
+	EulerAngles euler(C_nb);
+	phi = euler.getPhi();
+	theta = euler.getTheta();
+	psi = euler.getPsi();
+
+	// specific acceleration in nav frame
+	Vector3 accelB(_sensors.accelerometer_m_s2);
+	Vector3 accelN = C_nb * accelB;
+	fN = accelN(0);
+	fE = accelN(1);
+	fD = accelN(2);
+
+	// trig
+	float sinL = sinf(lat);
+	float cosL = cosf(lat);
+
+	// position update
+	// neglects angular deflections in local gravity
+	// see Titerton pg. 70
+	float LDot = vN / (R + float(alt));
+	float lDot = vE / (cosL * (R + float(alt)));
+	float vNDot = fN - vE * (2 * omega +
+				 lDot) * sinL +
+		      vD * LDot;
+	float vDDot = fD - vE * (2 * omega + lDot) * cosL -
+		      vN * LDot + g;
+	float vEDot = fE + vN * (2 * omega + lDot) * sinL +
+		      vDDot * (2 * omega * cosL);
+
+	// rectangular integration
+	vN += vNDot * dt;
+	vE += vEDot * dt;
+	vD += vDDot * dt;
+	lat += double(LDot * dt);
+	lon += double(lDot * dt);
+	alt += double(-vD * dt);
+}
+
+void KalmanNav::predictSlow(float dt)
+{
+	using namespace math;
+
+	// trig
+	float sinL = sinf(lat);
+	float cosL = cosf(lat);
+	float cosLSq = cosL * cosL;
+	float tanL = tanf(lat);
+
+	// F Matrix
+	// Titterton pg. 291
+	//
+	// difference from Jacobian
+	// multiplity by dt for all elements
+	// add 1.0 to diagonal elements
+
+	F(0, 1) = (-(omega * sinL + vE * tanL / R)) * dt;
+	F(0, 2) = (vN / R) * dt;
+	F(0, 4) = (1.0f / R) * dt;
+	F(0, 6) = (-omega * sinL) * dt;
+	F(0, 8) = (-vE / RSq) * dt;
+
+	F(1, 0) = (omega * sinL + vE * tanL / R) * dt;
+	F(1, 2) = (omega * cosL + vE / R) * dt;
+	F(1, 3) = (-1.0f / R) * dt;
+	F(1, 8) = (vN / RSq) * dt;
+
+	F(2, 0) = (-vN / R) * dt;
+	F(2, 1) = (-omega * cosL - vE / R) * dt;
+	F(2, 4) = (-tanL / R) * dt;
+	F(2, 6) = (-omega * cosL - vE / (R * cosLSq)) * dt;
+	F(2, 8) = (vE * tanL / RSq) * dt;
+
+	F(3, 1) = (-fD) * dt;
+	F(3, 2) = (fE) * dt;
+	F(3, 3) = 1.0f + (vD / R) * dt; // on diagonal
+	F(3, 4) = (-2 * (omega * sinL + vE * tanL / R)) * dt;
+	F(3, 5) = (vN / R) * dt;
+	F(3, 6) = (-vE * (2 * omega * cosL + vE / (R * cosLSq))) * dt;
+	F(3, 8) = ((vE * vE * tanL - vN * vD) / RSq) * dt;
+
+	F(4, 0) = (fD) * dt;
+	F(4, 2) = (-fN) * dt;
+	F(4, 3) = (2 * omega * sinL + vE * tanL / R) * dt;
+	F(4, 4) = 1.0f + ((vN * tanL + vD) / R) * dt; // on diagonal
+	F(4, 5) = (2 * omega * cosL + vE / R) * dt;
+	F(4, 6) = (2 * omega * (vN * cosL - vD * sinL) +
+		   vN * vE / (R * cosLSq)) * dt;
+	F(4, 8) = (-vE * (vN * tanL + vD) / RSq) * dt;
+
+	F(5, 0) = (-fE) * dt;
+	F(5, 1) = (fN) * dt;
+	F(5, 3) = (-2 * vN / R) * dt;
+	F(5, 4) = (-2 * (omega * cosL + vE / R)) * dt;
+	F(5, 6) = (2 * omega * vE * sinL) * dt;
+	F(5, 8) = ((vN * vN + vE * vE) / RSq) * dt;
+
+	F(6, 3) = (1 / R) * dt;
+	F(6, 8) = (-vN / RSq) * dt;
+
+	F(7, 4) = (1 / (R * cosL)) * dt;
+	F(7, 6) = (vE * tanL / (R * cosL)) * dt;
+	F(7, 8) = (-vE / (cosL * RSq)) * dt;
+
+	F(8, 5) = (-1) * dt;
+
+	// G Matrix
+	// Titterton pg. 291
+	G(0, 0) = -C_nb(0, 0) * dt;
+	G(0, 1) = -C_nb(0, 1) * dt;
+	G(0, 2) = -C_nb(0, 2) * dt;
+	G(1, 0) = -C_nb(1, 0) * dt;
+	G(1, 1) = -C_nb(1, 1) * dt;
+	G(1, 2) = -C_nb(1, 2) * dt;
+	G(2, 0) = -C_nb(2, 0) * dt;
+	G(2, 1) = -C_nb(2, 1) * dt;
+	G(2, 2) = -C_nb(2, 2) * dt;
+
+	G(3, 3) = C_nb(0, 0) * dt;
+	G(3, 4) = C_nb(0, 1) * dt;
+	G(3, 5) = C_nb(0, 2) * dt;
+	G(4, 3) = C_nb(1, 0) * dt;
+	G(4, 4) = C_nb(1, 1) * dt;
+	G(4, 5) = C_nb(1, 2) * dt;
+	G(5, 3) = C_nb(2, 0) * dt;
+	G(5, 4) = C_nb(2, 1) * dt;
+	G(5, 5) = C_nb(2, 2) * dt;
+
+	// predict equations for kalman filter
+	P = F * P * F.transpose() + G * V * G.transpose();
+}
+
+void KalmanNav::correctAtt()
+{
+	using namespace math;
+
+	// trig
+	float cosPhi = cosf(phi);
+	float cosTheta = cosf(theta);
+	float cosPsi = cosf(psi);
+	float sinPhi = sinf(phi);
+	float sinTheta = sinf(theta);
+	float sinPsi = sinf(psi);
+
+	// mag measurement
+	Vector3 zMag(_sensors.magnetometer_ga);
+	zMag = zMag.unit();
+
+	// mag predicted measurement
+	// choosing some typical magnetic field properties,
+	//  TODO dip/dec depend on lat/ lon/ time
+	static const float dip = 60.0f / M_RAD_TO_DEG_F; // dip, inclination with level
+	static const float dec = 0.0f / M_RAD_TO_DEG_F; // declination, clockwise rotation from north
+	float bN = cosf(dip) * cosf(dec);
+	float bE = cosf(dip) * sinf(dec);
+	float bD = sinf(dip);
+	Vector3 bNav(bN, bE, bD);
+	Vector3 zMagHat = (C_nb.transpose() * bNav).unit();
+
+	// accel measurement
+	Vector3 zAccel(_sensors.accelerometer_m_s2);
+	zAccel = zAccel.unit();
+
+	// accel predicted measurement
+	Vector3 zAccelHat = (C_nb.transpose() * Vector3(0, 0, -1)).unit();
+
+	// combined measurement
+	Vector zAtt(6);
+	Vector zAttHat(6);
+
+	for (int i = 0; i < 3; i++) {
+		zAtt(i) = zMag(i);
+		zAtt(i + 3) = zAccel(i);
+		zAttHat(i) = zMagHat(i);
+		zAttHat(i + 3) = zAccelHat(i);
+	}
+
+	// HMag , HAtt (0-2,:)
+	float tmp1 =
+		cosPsi * cosTheta * bN +
+		sinPsi * cosTheta * bE -
+		sinTheta * bD;
+	HAtt(0, 1) = -(
+			     cosPsi * sinTheta * bN +
+			     sinPsi * sinTheta * bE +
+			     cosTheta * bD
+		     );
+	HAtt(0, 2) = -cosTheta * (sinPsi * bN - cosPsi * bE);
+	HAtt(1, 0) =
+		(cosPhi * cosPsi * sinTheta + sinPhi * sinPsi) * bN +
+		(cosPhi * sinPsi * sinTheta - sinPhi * cosPsi) * bE +
+		cosPhi * cosTheta * bD;
+	HAtt(1, 1) = sinPhi * tmp1;
+	HAtt(1, 2) = -(
+			     (sinPhi * sinPsi * sinTheta + cosPhi * cosPsi) * bN -
+			     (sinPhi * cosPsi * sinTheta - cosPhi * sinPsi) * bE
+		     );
+	HAtt(2, 0) = -(
+			     (sinPhi * cosPsi * sinTheta - cosPhi * sinPsi) * bN +
+			     (sinPhi * sinPsi * sinTheta + cosPhi * cosPsi) * bE +
+			     (sinPhi * cosTheta) * bD
+		     );
+	HAtt(2, 1) = cosPhi * tmp1;
+	HAtt(2, 2) = -(
+			     (cosPhi * sinPsi * sinTheta - sinPhi * cosTheta) * bN -
+			     (cosPhi * cosPsi * sinTheta + sinPhi * sinPsi) * bE
+		     );
+
+	// HAccel , HAtt (3-5,:)
+	HAtt(3, 1) = cosTheta;
+	HAtt(4, 0) = -cosPhi * cosTheta;
+	HAtt(4, 1) = sinPhi * sinTheta;
+	HAtt(5, 0) = sinPhi * cosTheta;
+	HAtt(5, 1) = cosPhi * sinTheta;
+
+	// compute correction
+	Vector y = zAtt - zAttHat; // residual
+	Matrix S = HAtt * P * HAtt.transpose() + RAtt; // residual covariance
+	Matrix K = P * HAtt.transpose() * S.inverse();
+	Vector xCorrect = K * y;
+
+	// check correciton is sane
+	for (size_t i = 0; i < xCorrect.getRows(); i++) {
+		float val = xCorrect(i);
+
+		if (isnan(val) || isinf(val)) {
+			// abort correction and return
+			printf("[kalman_demo] numerical failure in att correction\n");
+			return;
+		}
+	}
+
+	// correct state
+	phi += xCorrect(PHI);
+	theta += xCorrect(THETA);
+	psi += xCorrect(PSI);
+
+	// update state covariance
+	P = P - K * HAtt * P;
+
+	// fault detection
+	float beta = y.dot(S.inverse() * y);
+	printf("attitude: beta = %8.4f\n", (double)beta);
+
+	if (beta > 10.0f) {
+		//printf("fault in attitude: beta = %8.4f\n", (double)beta);
+		//printf("y:\n"); y.print();
+	}
+
+	// update quaternions from euler
+	// angle correction
+	q = Quaternion(EulerAngles(phi, theta, psi));
+}
+
+void KalmanNav::correctGps()
+{
+	using namespace math;
+	Vector y(6);
+	y(0) = _gps.vel_n - vN;
+	y(1) = _gps.vel_e - vE;
+	y(2) = _gps.vel_d - vD;
+	y(3) = double(_gps.lat) / 1.0e7 / M_RAD_TO_DEG - lat;
+	y(4) = double(_gps.lon) / 1.0e7 / M_RAD_TO_DEG - lon;
+	y(5) = double(_gps.alt) / 1.0e3 - alt;
+
+	// compute correction
+	Matrix S = HGps * P * HGps.transpose() + RGps; // residual covariance
+	Matrix K = P * HGps.transpose() * S.inverse();
+	Vector xCorrect = K * y;
+
+	// check correction is sane
+	for (size_t i = 0; i < xCorrect.getRows(); i++) {
+		float val = xCorrect(i);
+
+		if (isnan(val) || isinf(val)) {
+			// abort correction and return
+			printf("[kalman_demo] numerical failure in gps correction\n");
+			// fallback to GPS
+			vN = _gps.vel_n;
+			vE = _gps.vel_e;
+			vD = _gps.vel_d;
+			setLatDegE7(_gps.lat);
+			setLonDegE7(_gps.lon);
+			setAltE3(_gps.alt);
+			return;
+		}
+	}
+
+	// correct state
+	vN += xCorrect(VN);
+	vE += xCorrect(VE);
+	vD += xCorrect(VD);
+	lat += double(xCorrect(LAT));
+	lon += double(xCorrect(LON));
+	alt += double(xCorrect(ALT));
+
+	// update state covariance
+	P = P - K * HGps * P;
+
+	// fault detetcion
+	float beta = y.dot(S.inverse() * y);
+	printf("gps: beta = %8.4f\n", (double)beta);
+
+	if (beta > 100.0f) {
+		//printf("fault in gps: beta = %8.4f\n", (double)beta);
+		//printf("y:\n"); y.print();
+	}
+}
+
+void KalmanNav::updateParams()
+{
+	using namespace math;
+	using namespace control;
+	SuperBlock::updateParams();
+
+	// gyro noise
+	V(0, 0) = _vGyro.get();   // gyro x, rad/s
+	V(1, 1) = _vGyro.get();   // gyro y
+	V(2, 2) = _vGyro.get();   // gyro z
+
+	// accel noise
+	V(3, 3) = _vAccel.get();   // accel x, m/s^2
+	V(4, 4) = _vAccel.get();   // accel y
+	V(5, 5) = _vAccel.get();   // accel z
+
+	// magnetometer noise
+	RAtt(0, 0) = _rMag.get(); // normalized direction
+	RAtt(1, 1) = _rMag.get();
+	RAtt(2, 2) = _rMag.get();
+
+	// accelerometer noise
+	RAtt(3, 3) = _rAccel.get(); // normalized direction
+	RAtt(4, 4) = _rAccel.get();
+	RAtt(5, 5) = _rAccel.get();
+
+	// gps noise
+	RGps(0, 0) = _rGpsV.get(); // vn, m/s
+	RGps(1, 1) = _rGpsV.get(); // ve
+	RGps(2, 2) = _rGpsV.get(); // vd
+	RGps(3, 3) = _rGpsGeo.get(); // L, rad
+	RGps(4, 4) = _rGpsGeo.get(); // l, rad
+	RGps(5, 5) = _rGpsAlt.get(); // h, m
+}
diff --git a/apps/examples/kalman_demo/KalmanNav.hpp b/apps/examples/kalman_demo/KalmanNav.hpp
new file mode 100644
index 000000000..dc4a81f4a
--- /dev/null
+++ b/apps/examples/kalman_demo/KalmanNav.hpp
@@ -0,0 +1,116 @@
+/****************************************************************************
+ *
+ *   Copyright (C) 2012 PX4 Development Team. All rights reserved.
+ *
+ * Redistribution and use in source and binary forms, with or without
+ * modification, are permitted provided that the following conditions
+ * are met:
+ *
+ * 1. Redistributions of source code must retain the above copyright
+ *    notice, this list of conditions and the following disclaimer.
+ * 2. Redistributions in binary form must reproduce the above copyright
+ *    notice, this list of conditions and the following disclaimer in
+ *    the documentation and/or other materials provided with the
+ *    distribution.
+ * 3. Neither the name PX4 nor the names of its contributors may be
+ *    used to endorse or promote products derived from this software
+ *    without specific prior written permission.
+ *
+ * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
+ * "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
+ * LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS
+ * FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE
+ * COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT,
+ * INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING,
+ * BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS
+ * OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED
+ * AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT
+ * LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN
+ * ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
+ * POSSIBILITY OF SUCH DAMAGE.
+ *
+ ****************************************************************************/
+
+/**
+ * @file KalmanNav.hpp
+ *
+ * kalman filter navigation code
+ */
+
+#pragma once
+
+//#define MATRIX_ASSERT
+//#define VECTOR_ASSERT
+
+#include <nuttx/config.h>
+
+#include <mathlib/mathlib.h>
+#include <controllib/blocks.hpp>
+#include <controllib/block/BlockParam.hpp>
+#include <controllib/block/UOrbSubscription.hpp>
+#include <controllib/block/UOrbPublication.hpp>
+
+#include <uORB/topics/vehicle_attitude.h>
+#include <uORB/topics/vehicle_global_position.h>
+#include <uORB/topics/sensor_combined.h>
+#include <uORB/topics/vehicle_gps_position.h>
+#include <uORB/topics/parameter_update.h>
+
+#include <drivers/drv_hrt.h>
+#include <poll.h>
+#include <unistd.h>
+
+class KalmanNav : public control::SuperBlock
+{
+public:
+	KalmanNav(SuperBlock *parent, const char *name);
+	virtual ~KalmanNav() {};
+	void update();
+	virtual void updatePublications();
+	void predictFast(float dt);
+	void predictSlow(float dt);
+	void correctAtt();
+	void correctGps();
+	virtual void updateParams();
+protected:
+	math::Matrix F;
+	math::Matrix G;
+	math::Matrix P;
+	math::Matrix V;
+	math::Matrix HAtt;
+	math::Matrix RAtt;
+	math::Matrix HGps;
+	math::Matrix RGps;
+	math::Dcm C_nb;
+	math::Quaternion q;
+	control::UOrbSubscription<sensor_combined_s> _sensors;
+	control::UOrbSubscription<vehicle_gps_position_s> _gps;
+	control::UOrbSubscription<parameter_update_s> _param_update;
+	control::UOrbPublication<vehicle_global_position_s> _pos;
+	control::UOrbPublication<vehicle_attitude_s> _att;
+	uint64_t _pubTimeStamp;
+	uint64_t _fastTimeStamp;
+	uint64_t _slowTimeStamp;
+	uint64_t _attTimeStamp;
+	uint64_t _outTimeStamp;
+	uint16_t _navFrames;
+	float fN, fE, fD;
+	// states
+	enum {PHI = 0, THETA, PSI, VN, VE, VD, LAT, LON, ALT};
+	float phi, theta, psi;
+	float vN, vE, vD;
+	double lat, lon, alt;
+	control::BlockParam<float> _vGyro;
+	control::BlockParam<float> _vAccel;
+	control::BlockParam<float> _rMag;
+	control::BlockParam<float> _rGpsV;
+	control::BlockParam<float> _rGpsGeo;
+	control::BlockParam<float> _rGpsAlt;
+	control::BlockParam<float> _rAccel;
+	int32_t getLatDegE7() { return int32_t(lat * 1.0e7 * M_RAD_TO_DEG); }
+	void setLatDegE7(int32_t val) { lat = val / 1.0e7 / M_RAD_TO_DEG; }
+	int32_t getLonDegE7() { return int32_t(lon * 1.0e7 * M_RAD_TO_DEG); }
+	void setLonDegE7(int32_t val) { lon = val / 1.0e7 / M_RAD_TO_DEG; }
+	int32_t getAltE3() { return int32_t(alt * 1.0e3); }
+	void setAltE3(int32_t val) { alt = double(val) / 1.0e3; }
+};
diff --git a/apps/examples/kalman_demo/Makefile b/apps/examples/kalman_demo/Makefile
new file mode 100644
index 000000000..99c34d934
--- /dev/null
+++ b/apps/examples/kalman_demo/Makefile
@@ -0,0 +1,42 @@
+############################################################################
+#
+#   Copyright (C) 2012 PX4 Development Team. All rights reserved.
+#
+# Redistribution and use in source and binary forms, with or without
+# modification, are permitted provided that the following conditions
+# are met:
+#
+# 1. Redistributions of source code must retain the above copyright
+#    notice, this list of conditions and the following disclaimer.
+# 2. Redistributions in binary form must reproduce the above copyright
+#    notice, this list of conditions and the following disclaimer in
+#    the documentation and/or other materials provided with the
+#    distribution.
+# 3. Neither the name PX4 nor the names of its contributors may be
+#    used to endorse or promote products derived from this software
+#    without specific prior written permission.
+#
+# THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
+# "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
+# LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS
+# FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE
+# COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT,
+# INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING,
+# BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS
+# OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED
+# AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT
+# LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN
+# ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
+# POSSIBILITY OF SUCH DAMAGE.
+#
+############################################################################
+
+#
+# Basic example application
+#
+
+APPNAME		 = kalman_demo
+PRIORITY	 = SCHED_PRIORITY_MAX - 30
+STACKSIZE	 = 2048
+
+include $(APPDIR)/mk/app.mk
diff --git a/apps/examples/kalman_demo/kalman_demo.cpp b/apps/examples/kalman_demo/kalman_demo.cpp
new file mode 100644
index 000000000..581b68b01
--- /dev/null
+++ b/apps/examples/kalman_demo/kalman_demo.cpp
@@ -0,0 +1,152 @@
+/****************************************************************************
+ *
+ *   Copyright (C) 2012 PX4 Development Team. All rights reserved.
+ *   Author: @author Example User <mail@example.com>
+ *
+ * Redistribution and use in source and binary forms, with or without
+ * modification, are permitted provided that the following conditions
+ * are met:
+ *
+ * 1. Redistributions of source code must retain the above copyright
+ *    notice, this list of conditions and the following disclaimer.
+ * 2. Redistributions in binary form must reproduce the above copyright
+ *    notice, this list of conditions and the following disclaimer in
+ *    the documentation and/or other materials provided with the
+ *    distribution.
+ * 3. Neither the name PX4 nor the names of its contributors may be
+ *    used to endorse or promote products derived from this software
+ *    without specific prior written permission.
+ *
+ * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
+ * "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
+ * LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS
+ * FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE
+ * COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT,
+ * INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING,
+ * BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS
+ * OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED
+ * AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT
+ * LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN
+ * ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
+ * POSSIBILITY OF SUCH DAMAGE.
+ *
+ ****************************************************************************/
+
+/**
+ * @file kalman_demo.cpp
+ * Demonstration of control library
+ */
+
+#include <nuttx/config.h>
+#include <unistd.h>
+#include <stdio.h>
+#include <stdlib.h>
+#include <string.h>
+#include <systemlib/systemlib.h>
+#include <systemlib/param/param.h>
+#include <drivers/drv_hrt.h>
+#include <math.h>
+#include "KalmanNav.hpp"
+
+static bool thread_should_exit = false;     /**< Deamon exit flag */
+static bool thread_running = false;     /**< Deamon status flag */
+static int deamon_task;             /**< Handle of deamon task / thread */
+
+/**
+ * Deamon management function.
+ */
+extern "C" __EXPORT int kalman_demo_main(int argc, char *argv[]);
+
+/**
+ * Mainloop of deamon.
+ */
+int kalman_demo_thread_main(int argc, char *argv[]);
+
+/**
+ * Print the correct usage.
+ */
+static void usage(const char *reason);
+
+static void
+usage(const char *reason)
+{
+	if (reason)
+		fprintf(stderr, "%s\n", reason);
+
+	fprintf(stderr, "usage: kalman_demo {start|stop|status} [-p <additional params>]\n\n");
+	exit(1);
+}
+
+/**
+ * The deamon app only briefly exists to start
+ * the background job. The stack size assigned in the
+ * Makefile does only apply to this management task.
+ *
+ * The actual stack size should be set in the call
+ * to task_create().
+ */
+int kalman_demo_main(int argc, char *argv[])
+{
+
+	if (argc < 1)
+		usage("missing command");
+
+	if (!strcmp(argv[1], "start")) {
+
+		if (thread_running) {
+			printf("kalman_demo already running\n");
+			/* this is not an error */
+			exit(0);
+		}
+
+		thread_should_exit = false;
+		deamon_task = task_spawn("kalman_demo",
+					 SCHED_DEFAULT,
+					 SCHED_PRIORITY_MAX - 5,
+					 4096,
+					 kalman_demo_thread_main,
+					 (argv) ? (const char **)&argv[2] : (const char **)NULL);
+		exit(0);
+	}
+
+	if (!strcmp(argv[1], "stop")) {
+		thread_should_exit = true;
+		exit(0);
+	}
+
+	if (!strcmp(argv[1], "status")) {
+		if (thread_running) {
+			printf("\tkalman_demo app is running\n");
+
+		} else {
+			printf("\tkalman_demo app not started\n");
+		}
+
+		exit(0);
+	}
+
+	usage("unrecognized command");
+	exit(1);
+}
+
+int kalman_demo_thread_main(int argc, char *argv[])
+{
+
+	printf("[kalman_demo] starting\n");
+
+	using namespace math;
+
+	thread_running = true;
+
+	KalmanNav nav(NULL, "KF");
+
+	while (!thread_should_exit) {
+		nav.update();
+	}
+
+	printf("[kalman_demo] exiting.\n");
+
+	thread_running = false;
+
+	return 0;
+}
diff --git a/apps/examples/kalman_demo/params.c b/apps/examples/kalman_demo/params.c
new file mode 100644
index 000000000..327e2cda6
--- /dev/null
+++ b/apps/examples/kalman_demo/params.c
@@ -0,0 +1,10 @@
+#include <systemlib/param/param.h>
+
+/*PARAM_DEFINE_FLOAT(NAME,0.0f);*/
+PARAM_DEFINE_FLOAT(KF_V_GYRO, 0.01f);
+PARAM_DEFINE_FLOAT(KF_V_ACCEL, 0.01f);
+PARAM_DEFINE_FLOAT(KF_R_MAG, 0.01f);
+PARAM_DEFINE_FLOAT(KF_R_GPS_V, 0.1f);
+PARAM_DEFINE_FLOAT(KF_R_GPS_GEO, 1.0e-7f);
+PARAM_DEFINE_FLOAT(KF_R_GPS_ALT, 10.0f);
+PARAM_DEFINE_FLOAT(KF_R_ACCEL, 0.01f);