Moved James Gopperts EKF to the new world

5 files changed, 1164 insertions, 0 deletions

diff --git a/src/modules/att_pos_estimator_ekf/KalmanNav.cpp b/src/modules/att_pos_estimator_ekf/KalmanNav.cpp
new file mode 100644
index 000000000..4ef150da1
--- /dev/null
+++ b/src/modules/att_pos_estimator_ekf/KalmanNav.cpp
@@ -0,0 +1,771 @@
+/****************************************************************************
+ *
+ *   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
+// Titterton pg. 52
+static const float omega = 7.2921150e-5f; // earth rotation rate, rad/s
+static const float R0 = 6378137.0f; // earth radius, m
+static const float g0 = 9.806f; // standard gravitational accel. m/s^2
+static const int8_t ret_ok = 0; 		// no error in function
+static const int8_t ret_error = -1; 	// error occurred
+
+KalmanNav::KalmanNav(SuperBlock *parent, const char *name) :
+	SuperBlock(parent, name),
+	// ekf matrices
+	F(9, 9),
+	G(9, 6),
+	P(9, 9),
+	P0(9, 9),
+	V(6, 6),
+	// attitude measurement ekf matrices
+	HAtt(6, 9),
+	RAtt(6, 6),
+	// position measurement ekf matrices
+	HPos(6, 9),
+	RPos(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), 100), // limit to 10 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()),
+	_predictTimeStamp(hrt_absolute_time()),
+	_attTimeStamp(hrt_absolute_time()),
+	_outTimeStamp(hrt_absolute_time()),
+	// frame count
+	_navFrames(0),
+	// miss counts
+	_miss(0),
+	// accelerations
+	fN(0), fE(0), fD(0),
+	// state
+	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"),
+	_rGpsVel(this, "R_GPS_VEL"),
+	_rGpsPos(this, "R_GPS_POS"),
+	_rGpsAlt(this, "R_GPS_ALT"),
+	_rPressAlt(this, "R_PRESS_ALT"),
+	_rAccel(this, "R_ACCEL"),
+	_magDip(this, "ENV_MAG_DIP"),
+	_magDec(this, "ENV_MAG_DEC"),
+	_g(this, "ENV_G"),
+	_faultPos(this, "FAULT_POS"),
+	_faultAtt(this, "FAULT_ATT"),
+	_attitudeInitialized(false),
+	_positionInitialized(false),
+	_attitudeInitCounter(0)
+{
+	using namespace math;
+
+	// initial state covariance matrix
+	P0 = Matrix::identity(9) * 0.01f;
+	P = P0;
+
+	// initial state
+	phi = 0.0f;
+	theta = 0.0f;
+	psi = 0.0f;
+	vN = 0.0f;
+	vE = 0.0f;
+	vD = 0.0f;
+	lat = 0.0f;
+	lon = 0.0f;
+	alt = 0.0f;
+
+	// initialize quaternions
+	q = Quaternion(EulerAngles(phi, theta, psi));
+
+	// initialize dcm
+	C_nb = Dcm(q);
+
+	// HPos is constant
+	HPos(0, 3) = 1.0f;
+	HPos(1, 4) = 1.0f;
+	HPos(2, 6) = 1.0e7f * M_RAD_TO_DEG_F;
+	HPos(3, 7) = 1.0e7f * M_RAD_TO_DEG_F;
+	HPos(4, 8) = 1.0f;
+	HPos(5, 8) = 1.0f;
+
+	// initialize all parameters
+	updateParams();
+}
+
+void KalmanNav::update()
+{
+	using namespace math;
+
+	struct pollfd fds[1];
+	fds[0].fd = _sensors.getHandle();
+	fds[0].events = POLLIN;
+
+	// poll for new data
+	int ret = poll(fds, 1, 1000);
+
+	if (ret < 0) {
+		// XXX this is seriously bad - should be an emergency
+		return;
+
+	} else if (ret == 0) { // timeout
+		return;
+	}
+
+	// get new timestamp
+	uint64_t newTimeStamp = hrt_absolute_time();
+
+	// check updated subscriptions
+	if (_param_update.updated()) updateParams();
+
+	bool gpsUpdate = _gps.updated();
+	bool sensorsUpdate = _sensors.updated();
+
+	// get new information from subscriptions
+	// this clears update flag
+	updateSubscriptions();
+
+	// initialize attitude when sensors online
+	if (!_attitudeInitialized && sensorsUpdate &&
+	    _sensors.accelerometer_counter > 10 &&
+	    _sensors.gyro_counter > 10 &&
+	    _sensors.magnetometer_counter > 10) {
+		if (correctAtt() == ret_ok) _attitudeInitCounter++;
+
+		if (_attitudeInitCounter > 100) {
+			printf("[kalman_demo] initialized EKF attitude\n");
+			printf("phi: %8.4f, theta: %8.4f, psi: %8.4f\n",
+			       double(phi), double(theta), double(psi));
+			_attitudeInitialized = true;
+		}
+	}
+
+	// initialize position when gps received
+	if (!_positionInitialized &&
+	    _attitudeInitialized && // wait for attitude first
+	    gpsUpdate &&
+	    _gps.fix_type > 2
+	    //&& _gps.counter_pos_valid > 10
+	   ) {
+		vN = _gps.vel_n_m_s;
+		vE = _gps.vel_e_m_s;
+		vD = _gps.vel_d_m_s;
+		setLatDegE7(_gps.lat);
+		setLonDegE7(_gps.lon);
+		setAltE3(_gps.alt);
+		_positionInitialized = true;
+		printf("[kalman_demo] initialized EKF state with GPS\n");
+		printf("vN: %8.4f, vE: %8.4f, vD: %8.4f, lat: %8.4f, lon: %8.4f, alt: %8.4f\n",
+		       double(vN), double(vE), double(vD),
+		       lat, lon, alt);
+	}
+
+	// prediciton step
+	// using sensors timestamp so we can account for packet lag
+	float dt = (_sensors.timestamp - _predictTimeStamp) / 1.0e6f;
+	//printf("dt: %15.10f\n", double(dt));
+	_predictTimeStamp = _sensors.timestamp;
+
+	// don't predict if time greater than a second
+	if (dt < 1.0f) {
+		predictState(dt);
+		predictStateCovariance(dt);
+		// count fast frames
+		_navFrames += 1;
+	}
+
+	// count times 100 Hz rate isn't met
+	if (dt > 0.01f) _miss++;
+
+	// gps correction step
+	if (_positionInitialized && gpsUpdate) {
+		correctPos();
+	}
+
+	// attitude correction step
+	if (_attitudeInitialized 								// initialized
+	    && sensorsUpdate 								// new data
+	    && _sensors.timestamp - _attTimeStamp > 1e6 / 20 	// 20 Hz
+	   ) {
+		_attTimeStamp = _sensors.timestamp;
+		correctAtt();
+	}
+
+	// publication
+	if (newTimeStamp - _pubTimeStamp > 1e6 / 50) { // 50 Hz
+		_pubTimeStamp = newTimeStamp;
+
+		updatePublications();
+	}
+
+	// output
+	if (newTimeStamp - _outTimeStamp > 10e6) { // 0.1 Hz
+		_outTimeStamp = newTimeStamp;
+		//printf("nav: %4d Hz, miss #: %4d\n",
+		//       _navFrames / 10, _miss / 10);
+		_navFrames = 0;
+		_miss = 0;
+	}
+}
+
+void KalmanNav::updatePublications()
+{
+	using namespace math;
+
+	// position publication
+	_pos.timestamp = _pubTimeStamp;
+	_pos.time_gps_usec = _gps.timestamp_position;
+	_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;
+
+	// selectively update publications,
+	// do NOT call superblock do-all method
+	if (_positionInitialized)
+		_pos.update();
+
+	if (_attitudeInitialized)
+		_att.update();
+}
+
+int KalmanNav::predictState(float dt)
+{
+	using namespace math;
+
+	// trig
+	float sinL = sinf(lat);
+	float cosL = cosf(lat);
+	float cosLSing = cosf(lat);
+
+	// prevent singularity
+	if (fabsf(cosLSing) < 0.01f) {
+		if (cosLSing > 0) cosLSing = 0.01;
+		else cosLSing = -0.01;
+	}
+
+	// attitude prediction
+	if (_attitudeInitialized) {
+		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);
+	}
+
+	// position prediction
+	if (_positionInitialized) {
+		// neglects angular deflections in local gravity
+		// see Titerton pg. 70
+		float R = R0 + float(alt);
+		float LDot = vN / R;
+		float lDot = vE / (cosLSing * R);
+		float rotRate = 2 * omega + lDot;
+
+		// XXX position prediction using speed
+		float vNDot = fN - vE * rotRate * sinL +
+			      vD * LDot;
+		float vDDot = fD - vE * rotRate * cosL -
+			      vN * LDot + _g.get();
+		float vEDot = fE + vN * rotRate * sinL +
+			      vDDot * rotRate * cosL;
+
+		// rectangular integration
+		vN += vNDot * dt;
+		vE += vEDot * dt;
+		vD += vDDot * dt;
+		lat += double(LDot * dt);
+		lon += double(lDot * dt);
+		alt += double(-vD * dt);
+	}
+
+	return ret_ok;
+}
+
+int KalmanNav::predictStateCovariance(float dt)
+{
+	using namespace math;
+
+	// trig
+	float sinL = sinf(lat);
+	float cosL = cosf(lat);
+	float cosLSq = cosL * cosL;
+	float tanL = tanf(lat);
+
+	// prepare for matrix
+	float R = R0 + float(alt);
+	float RSq = R * R;
+
+	// F Matrix
+	// Titterton pg. 291
+
+	F(0, 1) = -(omega * sinL + vE * tanL / R);
+	F(0, 2) = vN / R;
+	F(0, 4) = 1.0f / R;
+	F(0, 6) = -omega * sinL;
+	F(0, 8) = -vE / RSq;
+
+	F(1, 0) = omega * sinL + vE * tanL / R;
+	F(1, 2) = omega * cosL + vE / R;
+	F(1, 3) = -1.0f / R;
+	F(1, 8) = vN / RSq;
+
+	F(2, 0) = -vN / R;
+	F(2, 1) = -omega * cosL - vE / R;
+	F(2, 4) = -tanL / R;
+	F(2, 6) = -omega * cosL - vE / (R * cosLSq);
+	F(2, 8) = vE * tanL / RSq;
+
+	F(3, 1) = -fD;
+	F(3, 2) = fE;
+	F(3, 3) = vD / R;
+	F(3, 4) = -2 * (omega * sinL + vE * tanL / R);
+	F(3, 5) = vN / R;
+	F(3, 6) = -vE * (2 * omega * cosL + vE / (R * cosLSq));
+	F(3, 8) = (vE * vE * tanL - vN * vD) / RSq;
+
+	F(4, 0) = fD;
+	F(4, 2) = -fN;
+	F(4, 3) = 2 * omega * sinL + vE * tanL / R;
+	F(4, 4) = (vN * tanL + vD) / R;
+	F(4, 5) = 2 * omega * cosL + vE / R;
+	F(4, 6) = 2 * omega * (vN * cosL - vD * sinL) +
+		  vN * vE / (R * cosLSq);
+	F(4, 8) = -vE * (vN * tanL + vD) / RSq;
+
+	F(5, 0) = -fE;
+	F(5, 1) = fN;
+	F(5, 3) = -2 * vN / R;
+	F(5, 4) = -2 * (omega * cosL + vE / R);
+	F(5, 6) = 2 * omega * vE * sinL;
+	F(5, 8) = (vN * vN + vE * vE) / RSq;
+
+	F(6, 3) = 1 / R;
+	F(6, 8) = -vN / RSq;
+
+	F(7, 4) = 1 / (R * cosL);
+	F(7, 6) = vE * tanL / (R * cosL);
+	F(7, 8) = -vE / (cosL * RSq);
+
+	F(8, 5) = -1;
+
+	// G Matrix
+	// Titterton pg. 291
+	G(0, 0) = -C_nb(0, 0);
+	G(0, 1) = -C_nb(0, 1);
+	G(0, 2) = -C_nb(0, 2);
+	G(1, 0) = -C_nb(1, 0);
+	G(1, 1) = -C_nb(1, 1);
+	G(1, 2) = -C_nb(1, 2);
+	G(2, 0) = -C_nb(2, 0);
+	G(2, 1) = -C_nb(2, 1);
+	G(2, 2) = -C_nb(2, 2);
+
+	G(3, 3) = C_nb(0, 0);
+	G(3, 4) = C_nb(0, 1);
+	G(3, 5) = C_nb(0, 2);
+	G(4, 3) = C_nb(1, 0);
+	G(4, 4) = C_nb(1, 1);
+	G(4, 5) = C_nb(1, 2);
+	G(5, 3) = C_nb(2, 0);
+	G(5, 4) = C_nb(2, 1);
+	G(5, 5) = C_nb(2, 2);
+
+	// continuous predictioon equations
+	// for discrte time EKF
+	// http://en.wikipedia.org/wiki/Extended_Kalman_filter
+	P = P + (F * P + P * F.transpose() + G * V * G.transpose()) * dt;
+
+	return ret_ok;
+}
+
+int 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);
+	//float magNorm = zMag.norm();
+	zMag = zMag.unit();
+
+	// mag predicted measurement
+	// choosing some typical magnetic field properties,
+	//  TODO dip/dec depend on lat/ lon/ time
+	float dip = _magDip.get() / M_RAD_TO_DEG_F; // dip, inclination with level
+	float dec = _magDec.get() / 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);
+	float accelMag = zAccel.norm();
+	zAccel = zAccel.unit();
+
+	// ignore accel correction when accel mag not close to g
+	Matrix RAttAdjust = RAtt;
+
+	bool ignoreAccel = fabsf(accelMag - _g.get()) > 1.1f;
+
+	if (ignoreAccel) {
+		RAttAdjust(3, 3) = 1.0e10;
+		RAttAdjust(4, 4) = 1.0e10;
+		RAttAdjust(5, 5) = 1.0e10;
+
+	} else {
+		//printf("correcting attitude with accel\n");
+	}
+
+	// accel predicted measurement
+	Vector3 zAccelHat = (C_nb.transpose() * Vector3(0, 0, -_g.get())).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
+	// http://en.wikipedia.org/wiki/Extended_Kalman_filter
+	Vector y = zAtt - zAttHat; // residual
+	Matrix S = HAtt * P * HAtt.transpose() + RAttAdjust; // 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");
+			// reset P matrix to P0
+			P = P0;
+			return ret_error;
+		}
+	}
+
+	// correct state
+	if (!ignoreAccel) {
+		phi += xCorrect(PHI);
+		theta += xCorrect(THETA);
+	}
+
+	psi += xCorrect(PSI);
+
+	// attitude also affects nav velocities
+	if (_positionInitialized) {
+		vN += xCorrect(VN);
+		vE += xCorrect(VE);
+		vD += xCorrect(VD);
+	}
+
+	// update state covariance
+	// http://en.wikipedia.org/wiki/Extended_Kalman_filter
+	P = P - K * HAtt * P;
+
+	// fault detection
+	float beta = y.dot(S.inverse() * y);
+
+	if (beta > _faultAtt.get()) {
+		printf("fault in attitude: beta = %8.4f\n", (double)beta);
+		printf("y:\n"); y.print();
+		printf("zMagHat:\n"); zMagHat.print();
+		printf("zMag:\n"); zMag.print();
+		printf("bNav:\n"); bNav.print();
+	}
+
+	// update quaternions from euler
+	// angle correction
+	q = Quaternion(EulerAngles(phi, theta, psi));
+
+	return ret_ok;
+}
+
+int KalmanNav::correctPos()
+{
+	using namespace math;
+
+	// residual
+	Vector y(6);
+	y(0) = _gps.vel_n_m_s - vN;
+	y(1) = _gps.vel_e_m_s - vE;
+	y(2) = double(_gps.lat) - lat * 1.0e7 * M_RAD_TO_DEG;
+	y(3) = double(_gps.lon) - lon * 1.0e7 * M_RAD_TO_DEG;
+	y(4) = double(_gps.alt) / 1.0e3 - alt;
+	y(5) = double(_sensors.baro_alt_meter) - alt;
+
+	// compute correction
+	// http://en.wikipedia.org/wiki/Extended_Kalman_filter
+	Matrix S = HPos * P * HPos.transpose() + RPos; // residual covariance
+	Matrix K = P * HPos.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_m_s;
+			vE = _gps.vel_e_m_s;
+			vD = _gps.vel_d_m_s;
+			setLatDegE7(_gps.lat);
+			setLonDegE7(_gps.lon);
+			setAltE3(_gps.alt);
+			// reset P matrix to P0
+			P = P0;
+			return ret_error;
+		}
+	}
+
+	// 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
+	// http://en.wikipedia.org/wiki/Extended_Kalman_filter
+	P = P - K * HPos * P;
+
+	// fault detetcion
+	float beta = y.dot(S.inverse() * y);
+
+	if (beta > _faultPos.get()) {
+		printf("fault in gps: beta = %8.4f\n", (double)beta);
+		printf("Y/N: vN: %8.4f, vE: %8.4f, lat: %8.4f, lon: %8.4f, alt: %8.4f\n",
+		       double(y(0) / sqrtf(RPos(0, 0))),
+		       double(y(1) / sqrtf(RPos(1, 1))),
+		       double(y(2) / sqrtf(RPos(2, 2))),
+		       double(y(3) / sqrtf(RPos(3, 3))),
+		       double(y(4) / sqrtf(RPos(4, 4))),
+		       double(y(5) / sqrtf(RPos(5, 5))));
+	}
+
+	return ret_ok;
+}
+
+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
+	float noiseMin = 1e-6f;
+	float noiseMagSq = _rMag.get() * _rMag.get();
+
+	if (noiseMagSq < noiseMin) noiseMagSq = noiseMin;
+
+	RAtt(0, 0) = noiseMagSq; // normalized direction
+	RAtt(1, 1) = noiseMagSq;
+	RAtt(2, 2) = noiseMagSq;
+
+	// accelerometer noise
+	float noiseAccelSq = _rAccel.get() * _rAccel.get();
+
+	// bound noise to prevent singularities
+	if (noiseAccelSq < noiseMin) noiseAccelSq = noiseMin;
+
+	RAtt(3, 3) = noiseAccelSq; // normalized direction
+	RAtt(4, 4) = noiseAccelSq;
+	RAtt(5, 5) = noiseAccelSq;
+
+	// gps noise
+	float R = R0 + float(alt);
+	float cosLSing = cosf(lat);
+
+	// prevent singularity
+	if (fabsf(cosLSing) < 0.01f) {
+		if (cosLSing > 0) cosLSing = 0.01;
+		else cosLSing = -0.01;
+	}
+
+	float noiseVel = _rGpsVel.get();
+	float noiseLatDegE7 = 1.0e7f * M_RAD_TO_DEG_F * _rGpsPos.get() / R;
+	float noiseLonDegE7 = noiseLatDegE7 / cosLSing;
+	float noiseGpsAlt = _rGpsAlt.get();
+	float noisePressAlt = _rPressAlt.get();
+
+	// bound noise to prevent singularities
+	if (noiseVel < noiseMin) noiseVel = noiseMin;
+
+	if (noiseLatDegE7 < noiseMin) noiseLatDegE7 = noiseMin;
+
+	if (noiseLonDegE7 < noiseMin) noiseLonDegE7 = noiseMin;
+
+	if (noiseGpsAlt < noiseMin) noiseGpsAlt = noiseMin;
+
+	if (noisePressAlt < noiseMin) noisePressAlt = noiseMin;
+
+	RPos(0, 0) = noiseVel * noiseVel; // vn
+	RPos(1, 1) = noiseVel * noiseVel; // ve
+	RPos(2, 2) = noiseLatDegE7 * noiseLatDegE7; // lat
+	RPos(3, 3) = noiseLonDegE7 * noiseLonDegE7; // lon
+	RPos(4, 4) = noiseGpsAlt * noiseGpsAlt; // h
+	RPos(5, 5) = noisePressAlt * noisePressAlt; // h
+	// XXX, note that RPos depends on lat, so updateParams should
+	// be called if lat changes significantly
+}
diff --git a/src/modules/att_pos_estimator_ekf/KalmanNav.hpp b/src/modules/att_pos_estimator_ekf/KalmanNav.hpp
new file mode 100644
index 000000000..c2bf18115
--- /dev/null
+++ b/src/modules/att_pos_estimator_ekf/KalmanNav.hpp
@@ -0,0 +1,180 @@
+/****************************************************************************
+ *
+ *   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>
+
+/**
+ * Kalman filter navigation class
+ * http://en.wikipedia.org/wiki/Extended_Kalman_filter
+ * Discrete-time extended Kalman filter
+ */
+class KalmanNav : public control::SuperBlock
+{
+public:
+	/**
+	 * Constructor
+	 */
+	KalmanNav(SuperBlock *parent, const char *name);
+
+	/**
+	 * Deconstuctor
+	 */
+
+	virtual ~KalmanNav() {};
+	/**
+	 * The main callback function for the class
+	 */
+	void update();
+
+
+	/**
+	 * Publication update
+	 */
+	virtual void updatePublications();
+
+	/**
+	 * State prediction
+	 * Continuous, non-linear
+	 */
+	int predictState(float dt);
+
+	/**
+	 * State covariance prediction
+	 * Continuous, linear
+	 */
+	int predictStateCovariance(float dt);
+
+	/**
+	 * Attitude correction
+	 */
+	int correctAtt();
+
+	/**
+	 * Position correction
+	 */
+	int correctPos();
+
+	/**
+	 * Overloaded update parameters
+	 */
+	virtual void updateParams();
+protected:
+	// kalman filter
+	math::Matrix F;             /**< Jacobian(f,x), where dx/dt = f(x,u) */
+	math::Matrix G;             /**< noise shaping matrix for gyro/accel */
+	math::Matrix P;             /**< state covariance matrix */
+	math::Matrix P0;            /**< initial state covariance matrix */
+	math::Matrix V;             /**< gyro/ accel noise matrix */
+	math::Matrix HAtt;          /**< attitude measurement matrix */
+	math::Matrix RAtt;          /**< attitude measurement noise matrix */
+	math::Matrix HPos;          /**< position measurement jacobian matrix */
+	math::Matrix RPos;          /**< position measurement noise matrix */
+	// attitude
+	math::Dcm C_nb;             /**< direction cosine matrix from body to nav frame */
+	math::Quaternion q;         /**< quaternion from body to nav frame */
+	// subscriptions
+	control::UOrbSubscription<sensor_combined_s> _sensors;          /**< sensors sub. */
+	control::UOrbSubscription<vehicle_gps_position_s> _gps;         /**< gps sub. */
+	control::UOrbSubscription<parameter_update_s> _param_update;    /**< parameter update sub. */
+	// publications
+	control::UOrbPublication<vehicle_global_position_s> _pos;       /**< position pub. */
+	control::UOrbPublication<vehicle_attitude_s> _att;              /**< attitude pub. */
+	// time stamps
+	uint64_t _pubTimeStamp;     /**< output data publication time stamp */
+	uint64_t _predictTimeStamp; /**< prediction time stamp */
+	uint64_t _attTimeStamp;     /**< attitude correction time stamp */
+	uint64_t _outTimeStamp;     /**< output time stamp */
+	// frame count
+	uint16_t _navFrames;        /**< navigation frames completed in output cycle */
+	// miss counts
+	uint16_t _miss;         	/**< number of times fast prediction loop missed */
+	// accelerations
+	float fN, fE, fD;           /**< navigation frame acceleration */
+	// states
+	enum {PHI = 0, THETA, PSI, VN, VE, VD, LAT, LON, ALT};  /**< state enumeration */
+	float phi, theta, psi;                  /**< 3-2-1 euler angles */
+	float vN, vE, vD;                       /**< navigation velocity, m/s */
+	double lat, lon, alt;                   /**< lat, lon, alt, radians */
+	// parameters
+	control::BlockParam<float> _vGyro;      /**< gyro process noise */
+	control::BlockParam<float> _vAccel;     /**< accelerometer process noise  */
+	control::BlockParam<float> _rMag;       /**< magnetometer measurement noise  */
+	control::BlockParam<float> _rGpsVel;    /**< gps velocity measurement noise */
+	control::BlockParam<float> _rGpsPos;    /**< gps position measurement noise */
+	control::BlockParam<float> _rGpsAlt;    /**< gps altitude measurement noise */
+	control::BlockParam<float> _rPressAlt;  /**< press altitude measurement noise */
+	control::BlockParam<float> _rAccel;     /**< accelerometer measurement noise */
+	control::BlockParam<float> _magDip;     /**< magnetic inclination with level */
+	control::BlockParam<float> _magDec;     /**< magnetic declination, clockwise rotation */
+	control::BlockParam<float> _g;          /**< gravitational constant */
+	control::BlockParam<float> _faultPos;   /**< fault detection threshold for position */
+	control::BlockParam<float> _faultAtt;   /**< fault detection threshold for attitude */
+	// status
+	bool _attitudeInitialized;
+	bool _positionInitialized;
+	uint16_t _attitudeInitCounter;
+	// accessors
+	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/src/modules/att_pos_estimator_ekf/kalman_main.cpp b/src/modules/att_pos_estimator_ekf/kalman_main.cpp
new file mode 100644
index 000000000..aebe3d1fe
--- /dev/null
+++ b/src/modules/att_pos_estimator_ekf/kalman_main.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 att_pos_estimator_ekf_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 att_pos_estimator_ekf_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/src/modules/att_pos_estimator_ekf/module.mk b/src/modules/att_pos_estimator_ekf/module.mk
new file mode 100644
index 000000000..abc664018
--- /dev/null
+++ b/src/modules/att_pos_estimator_ekf/module.mk
@@ -0,0 +1,45 @@
+############################################################################
+#
+#   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
+#
+
+MODULE_COMMAND	= att_pos_estimator_ekf
+
+# XXX this might be intended for the spawned deamon, validate
+MODULE_PRIORITY	 = "SCHED_PRIORITY_MAX-30"
+
+SRCS		= kalman_main.cpp \
+		  KalmanNav.cpp \
+		  params.c
diff --git a/src/modules/att_pos_estimator_ekf/params.c b/src/modules/att_pos_estimator_ekf/params.c
new file mode 100644
index 000000000..50642f067
--- /dev/null
+++ b/src/modules/att_pos_estimator_ekf/params.c
@@ -0,0 +1,16 @@
+#include <systemlib/param/param.h>
+
+/*PARAM_DEFINE_FLOAT(NAME,0.0f);*/
+PARAM_DEFINE_FLOAT(KF_V_GYRO, 0.008f);
+PARAM_DEFINE_FLOAT(KF_V_ACCEL, 1.0f);
+PARAM_DEFINE_FLOAT(KF_R_MAG, 1.0f);
+PARAM_DEFINE_FLOAT(KF_R_GPS_VEL, 1.0f);
+PARAM_DEFINE_FLOAT(KF_R_GPS_POS, 5.0f);
+PARAM_DEFINE_FLOAT(KF_R_GPS_ALT, 5.0f);
+PARAM_DEFINE_FLOAT(KF_R_PRESS_ALT, 0.1f);
+PARAM_DEFINE_FLOAT(KF_R_ACCEL, 1.0f);
+PARAM_DEFINE_FLOAT(KF_FAULT_POS, 10.0f);
+PARAM_DEFINE_FLOAT(KF_FAULT_ATT, 10.0f);
+PARAM_DEFINE_FLOAT(KF_ENV_G, 9.765f);
+PARAM_DEFINE_FLOAT(KF_ENV_MAG_DIP, 60.0f);
+PARAM_DEFINE_FLOAT(KF_ENV_MAG_DEC, 0.0f);